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Università della Svizzera italiana

Bank risk appetite in a world of CoCos

Aquila, Cecilia ; Barone Adesi, Giovanni (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2018 ; 2018ECO015.

We investigate the shape of risk appetite when the bank is financed also with contingent convertible bonds (CoCos). Our contribution to the existent literature is to assess risk appetite in a multi-dimensional perspective and to account for differences among banks' clusters, especially in a world with CoCos and policy rates approaching zero or negative figures. In our model, the bank objective...

Consortium of Swiss Academic Libraries

Banking deregulation in Europe

Baltensperger, Ernst ; Dermine, Jean

In: Economic Policy, 1987, vol. 2, no. 4, p. 63-95

Université de Neuchâtel

Anonymity and trust in large-scale distributed storage systems

Valerio, José ; Felber, Pascal (Dir.)

Thèse de doctorat : Université de Neuchâtel, 2013.

Large-Scale Distributed Storage Systems (LS-DSSs) are at the core of several Cloud services. These externalized services may run atop multiple administrative domains. While a client may trust the organization that provides a given Web service, a single server may belong to another organization that the client does not trust. The design of a Distributed Storage System is itself a challenging task,...

Haute école de gestion de Genève

Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress

Sahut, Jean-Michel ; Mili, Mehdi

In: Economic modelling, 2011, vol. 28, no. 1, p. 138-146

This paper studies banking distress in MENA countries and considers the extent to which mergers are used as a solution for resolving individual banking distress. We use a two-level nested logit model to model the interdependence between merger decisions and the distressed state of banks. Both bank-specific variables and macroeconomic variables are deployed to predict banking distress. In line...

Haute école de gestion de Genève

Applying financial time series analysis to the dynamic analysis of software

Dugerdil, Philippe ; Sennhauser, David

In: ICSOFT 2009 : proceedings of the 4th International Conference on Software and Data Technologies, Sofia, Bulgaria, July 26-29. Setúbal : INSTICC Press, 2009, vol. 1, p. 194-201

Dynamic analysis of programs is one of the most promising techniques to reverse-engineer legacy code for software understanding. However, the key problem is to cope with the volume of data to process, since a single execution trace could contain millions of calls. Although many trace analysis techniques have been proposed, most of them are not very scalable. To overcome this problem, we developed...

Haute école de gestion de Genève

Attitudes regarding new enterprise risk and control regulations by the active population of the Geneva area : Cahier de recherche

Catenazzo, Giuseppe ; Fragnière, Emmanuel

Nowadays, professional bodies as well as public authorities are setting up new regulations and standards in order to deploy risk management approaches in the non-financial industries. For instance, Switzerland has recently introduced a new regulation on Internal control that forces most SMEs to implement an ICS (Internal Control System). However, introducing or dealing with new risk control...