Search
Filters
total: 15
Search results for: SYSTEMIC RISK
-
Using E from ESG in Systemic Risk Measurement
Publication -
Pedestrian safety management using the risk-based approach
PublicationThe paper presents a concept of a multi-level pedestrian safety management system. Three management levels are distinguished: strategic, tactical and operational. The basis for the proposed approach to pedestrian safety management is a risk-based method. In the approach the elements of behavioural and systemic theories were used, allowing for the development of a formalised and repeatable procedure integrating the phases of risk...
-
Anna Rzeczycka dr hab.
PeopleAnna Rzeczycka is the deputy head of the Department of Finance at the Faculty of Economics and Management of the Gdańsk University of Technology. Publications are situated in the field of social sciences in the discipline of economics and finance. They include books, monographs, articles, publications and scientific editions of monographs and scientific journals. In terms of numbers, it includes the following items: 12 monographs...
-
Systemowe ryzyko płynności w polskim systemie bankowym – determinanty i trendy
PublicationCelem rozprawy jest określenie metod pomiaru systemowego ryzyka płynności oraz pomiar tego ryzyka dla polskiego systemu bankowego za pomocą zaproponowanych metod, w oparciu o dostępne dane. Do celów rozprawy zaliczyć należy również przedstawienie problemu systemowego ryzyka płynności od strony jego wpływu na gospodarkę. Zgodnie z hipotezą główną, systemowe ryzyko płynności w polskim systemie bankowym w latach 1996-2012 wzrosło....
-
Błażej Kochański dr
PeopleBłażej Kochański is an assistant professor at the Department of Statistics and Econometrics at the Faculty of Management and Economics of Gdańsk University of Technology, banking risk expert. He worked for banks in Poland and Europe, as a risk specialist, planning and analysis manager, chief risk officer, supervisory board member and management consultant. He built numerous credit risk management models, successfully managed credit...
-
Credit default swaps and banks
PublicationThis chapter aims to explore the evolving role of credit default swaps (CDS) in managing and transferring default risk from the perspective of banks from a holistic perspective. This chapter examines credit default swaps (CDSs) as derivative financial instruments that transfer credit risk on debt securities. While CDSs offer benefits such as risk management and risk trading, they also introduce potential systemic risks, as evidenced...
-
Pomiar ryzyka bankowego - propozycja typologii
PublicationW artykule zaproponowano typologię pomiaru ryzyk bankowych. Wyodrębnione kryteria podziału podejść do pomiaru ryzyka to: (1) pomiar bezpośredni/pośredni, (2) pomiar ex post/ex ante, (3) kryterium oparte o składnik ryzyka – częstotliwość, dotkliwość, ekspozycja, całościowa strata, (4) kryterium oparte o parametr rozkładu: pomiar wartości oczekiwanej/przeciętnej, pomiar rozproszenia, pomiar wartości skrajnych. Wśród motywów pomiaru...
-
The consequences of applying a new Polish Water Law Act for protection against urban flooding
PublicationPrevious legal regulations did not create conditions for a comprehensive solution to the problems of the urban melioration complex. For over 20 years, urban flooding caused by atmospheric precipitation has been systematically recurring in Poland. The article was elaborated on the experience resulting from the 2001 and 2016 floods in Gdansk (Poland). The newly adopted Water Law Act creates a foundation for a systemic solution...
-
The effect of sunscreen 4‐methylbenzylidene camphor in different and reproductive models, its bioaccumulation and molecular effects on ligand‐receptor interaction, and protein expression
Publication4-Methylbenzylidene camphor (4-MBC) is a photo-absorbing UV filter prevalently used in cosmetics, which can be absorbed into circulation and cause systemic effects. 4-MBC is continued to be released in the environment despite the growing knowledge about its bioaccumulation and endocrine disrupting effects. Previous reviews have mentioned UV-filter together but this review considers 4-MBC alone, due to its prevalence and concerning...
-
Individual entrepreneurial orientation: comparison of business and STEM students
PublicationAbstract Purpose – The purpose of this study is to determine whether there are differences in Individual Entrepreneurial Orientation (IEO) between students who are doing their major in business studies and the ones whose areas of study are science, technology, engineering, and mathematics (STEM). Design/methodology/approach – The current research investigates which factors and components contribute to EO orientation development...
-
A MEASUREMENT SYSTEM FOR MONITORING CARDIOVASCULAR EVENTS IN SYNCOPE PATIENTS
PublicationSyncope phenomena is an abrupt and transient loss of consciousness leading to interruption of awareness of one’s surroundings and falls with risk of injury. Syncope is often followed by complete and usually rapid spontaneous recovery. It is said that half of all individuals experience syncopal event at least once during their life. The condition can occur at any age and happens in people with and without other medical problems....
-
Emotional distress, burnout and sense of safety during the COVID-19 pandemic in teachers after the reopening of schools
PublicationThe COVID-19 pandemic is having a significant impact on people's psychological well-being and mental health. This study aimed to identify factors linked to emotional distress, burnout and sense of safety in teachers related to the reopening of Polish schools after lockdown, remote work, and the holiday period between March and August 2020. A total of 1,286 teachers from different educational institutions participated in the...
-
Pathogenesis of psoriasis in the “omic” era. Part III. Metabolic disorders, metabolomics, nutrigenomics in psoriasis
PublicationPsoriasis is a systemic disease that is strictly connected with metabolic disorders (insulin resistance, atherogenic dyslipidemia, arterial hypertension, and cardiovascular diseases). It occurs more often in patients with a more severe course of the disease. Obesity is specially an independent risk factor and it is associated with a worse treatment outcome because of the high inflammatory activity of visceral fatty tissue and...
-
Extreme weather layer method for implementation of nature-based solutions for climate adaptation: Case study Słupsk
PublicationOne of the most severe climate risks that is expected to affect all regions is related to stormwater. Climate models, constructed based on long-term trends, show that extreme weather events such as storms, cloudbursts and a large rise in sea level will be significant in the coming decades. Moreover, even the frequency and intensity of “normal” rainfall events, such as microbursts, are expected to be remarkably higher than today...
-
Maturity Mismatch in the Polish Banking System and its Impact on the Economy
PublicationIn the article maturity mismatch in the Polish banking system is estimated based on the publicly available data. Then the impact on the economy is discussed. Based on Polish central bank’s data it may be estimated that between 1996 and 2012 the maturity gap increased significantly – average residual maturity of assets exceeds 6 years in 2012 (less than 2 years in 1996), while that of liabilities remains below 1 year. The gap...