---
title: Inquiring the Extent of Contagion Risks of the Corporate Bonds on the Malawian Financial Holding Companies Subscribed Through Their Subsidiaries Licensed as Portfolio Managers
url: https://www.ml-quant.com/papers/ssrn/4862076/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4862076
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4862076
featured: 2024-06-12
citations: 0
topic: Portfolio & Allocation
---


# Inquiring the Extent of Contagion Risks of the Corporate Bonds on the Malawian Financial Holding Companies Subscribed Through Their Subsidiaries Licensed as Portfolio Managers

The study exposes financial risks in Malawian holdings due to unregulated corporate bonds and flawed accounting practices.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4862076
- Identifier: SSRN 4862076
- Released: 2023-12-01
- First featured: Quant Letter No. 53 (2024-06-12): https://www.ml-quant.com/issues/2024-06-12/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

## Related

- [Bond Portfolio Optimization at Life Insurance Companies: Duration Spread Ratio Optimization vs. Mean-Variance Optimization](https://www.ml-quant.com/papers/ssrn/4825814/): The research compares the effects of integrating credit risk and interest rate risk in bond portfolio optimization with traditional risk measures, introducing a new approach called Duration Spread Ratio (DSR) optimization that outperforms in all scenarios.
- [Set risk measures](https://www.ml-quant.com/papers/arxiv/2407.18687/): The study presents set risk measures, which extend traditional risk measures to sets of random variables, and establishes an axiom scheme for them, demonstrating their use in systemic risk, portfolio optimization, and decision-making under uncertainty.
- [On the Separability of Vector-Valued Risk Measures](https://www.ml-quant.com/papers/arxiv/2407.16878/): The study argues that convex vector-valued risk measures are not suitable for defining capital allocation rules in multi-asset markets for a variety of financial applications, including systemic risk measures.
- [The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement](https://www.ml-quant.com/papers/arxiv/2408.07271/): The Concentration Risk Indicator (CRI) is a new tool designed to assess risks associated with concentrated portfolios, useful in areas such as insurance risk and product portfolio mixes, especially where wealth is concentrated in few tokens.
- [Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation](https://www.ml-quant.com/papers/arxiv/2411.06640/): The study presents a new model to analyze large losses from credit portfolio defaults using the Archimedean copula family and two algorithms that improve traditional Monte Carlo methods.
- [Partial Information in a Mean‐Variance Portfolio Selection Game](https://www.ml-quant.com/papers/arxiv/2312.04045/): The article investigates how limited information affects investors' wealth and systemic risk, using a model where investors adjust their strategies based on their wealth compared to others.
