John R. Evans

Centre for Analysis of Complex Financial Systems

PO Box 363

Summer Hill, 2130

Australia

  • Centre for Analysis of Complex Financial Systems

SCHOLARLY PAPERS

48

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10

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4

Scholarly Papers (48)

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1.

The Relationship between Environmental Social Governance Factors and Stock Returns

Number of pages: 17 Posted: 15 Dec 2010
John R. Evans and Dinusha Peiris
Centre for Analysis of Complex Financial Systems and ING Investment Management
Downloads 1,536 (18,900)
Citation 10

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SRI, Stock Returns

2.

Application of Genetic Algorithms to Quantitative Asset Allocation Models

Number of pages: 13 Posted: 26 Mar 2013 Last Revised: 28 Mar 2013
Andrew Phillip, Nader Naeimi and John R. Evans
affiliation not provided to SSRN, AMP Capital and Centre for Analysis of Complex Financial Systems
Downloads 642 (64,713)

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asset allocation, genetic algorithms, investment management

3.

A Framework to Manage the Measurable, Immeasurable and the Unidentifiable Financial Risk

Downloads 325 (144,695)

A Framework to Manage the Measurable, Immeasurable and the Unidentifiable Financial Risk

Number of pages: 39 Posted: 18 Apr 2012
John R. Evans and Amandha Ganegoda
Centre for Analysis of Complex Financial Systems and ANZ (Australia and New Zealand) Banking Group, Ltd.
Downloads 325 (143,774)
Citation 4

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financial risk management, known, unknown and unknowable risk

A Framework to Manage the Measurable, Immeasurable and the Unidentifiable Financial Risk

Australian Journal of Management, Vol. 39, No. 1, 2014
Posted: 11 Feb 2014
Amandha Lohitha Ganegoda and John R. Evans
University of New South Wales (UNSW) - School of Actuarial Studies and Centre for Analysis of Complex Financial Systems

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Financial risk management, known unknown and unknowable risk

4.

Study of Australian Superannuation Fund Attitudes to Private Equity Investing

UNSW Australian School of Business Research Paper No. 2008ACTL02
Number of pages: 21 Posted: 18 May 2008 Last Revised: 12 Apr 2011
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 320 (147,012)

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5.

Hedge Fund Survey of Australian Superfunds

UNSW Australian School of Business Research Paper No. 2008ACTL07
Number of pages: 20 Posted: 06 Jun 2008 Last Revised: 24 Apr 2014
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 160 (283,818)

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6.

The Australian Retirement Lottery: A System Failure

Number of pages: 35 Posted: 12 Jun 2013
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems
Downloads 142 (312,932)
Citation 1

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Superannuation Guarantee Levy, Retirement Funding, Market Shocks, Econometric modelling

7.

A Survey of Actuarial Graduates

UNSW Australian School of Business Research Paper No. 2010ACTL17
Number of pages: 7 Posted: 20 Dec 2010 Last Revised: 02 Feb 2011
Brian Wang Bong Chu, John R. Evans and David E. Morgan
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Analysis of Complex Financial Systems and University of New South Wales - School of Management
Downloads 126 (342,730)
Citation 1

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Actuarial Graduates, Workplace experience

8.

A Systems Analysis of Motor Vehicle Claims

Number of pages: 8 Posted: 13 Oct 2018
John R. Evans and Yifei Li
Centre for Analysis of Complex Financial Systems and University of Wollongong - Sydney Business School
Downloads 112 (373,109)
Citation 1

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Motor Vehicle Insurance, Insurance Ratings, Cladistics Analysis

9.

The Missing Strategic Link – Human Capital Knowledge, and Risk in the Finance Industry – Two Mini Case Studies

Number of pages: 33 Posted: 03 Aug 2013
Carol Royal, John R. Evans and Sampath Windsor
UNSW Australia Business School, School of Management, Centre for Analysis of Complex Financial Systems and University of New South Wales (UNSW) - School of Organisation and Management
Downloads 105 (390,257)

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regulation, risk management, financial services

10.

What Perceptions Do Actuarial Graduates Hold on Their University Studies, Work Experience and Career Direction after Completing the University Program

UNSW Australian School of Business Research Paper No. 2011ACTL12
Number of pages: 30 Posted: 16 Jan 2013
Brian Wang Bong Chu, John R. Evans and David E. Morgan
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Analysis of Complex Financial Systems and University of New South Wales - School of Management
Downloads 105 (390,257)
Citation 1

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Actuarial profession, education program, career development

11.

A Pilot Survey of Actuarial Graduates’ Views on Their Education

Australian Journal of Actuarial Practice 2014, 1, 63-75
Number of pages: 13 Posted: 11 Nov 2015
Adam Butt, John R. Evans, Jim Farmer and David Pitt
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Centre for Analysis of Complex Financial Systems, Macquarie University, Macquarie Business School and University of Melbourne - Department of Economics
Downloads 74 (484,611)
Citation 1

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actuarial education, graduate survey

12.

A Survey of Human Capital Risk Management in Australian Insurers

Australian Journal of Actuarial Practice 2014, 1, 77-80
Number of pages: 4 Posted: 11 Nov 2015
John R. Evans and Carol Royal
Centre for Analysis of Complex Financial Systems and UNSW Australia Business School, School of Management
Downloads 63 (527,350)

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human capital, enterprise risk management

13.

Measuring Retirement Adequacy in a Dynamic Society

Number of pages: 14 Posted: 11 Sep 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 61 (535,791)

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Retirement adequacy, retirement replacement ratios, budgetary retirement standards

14.

The Impact of the SGL System on Age Pension Demand in Australia

Number of pages: 27 Posted: 04 Jan 2016
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems
Downloads 51 (581,786)

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Superannuation Guarantee Levy, Age Pension, Retirement Funding, Market Shocks, Econometric modeling

15.

An Analysis of the Effect of the Superannuation Guarantee Levy on Wage Growth in Australia

Number of pages: 11 Posted: 28 Sep 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 49 (591,780)

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Superannuation Guarantee Levy, Wages Growth, Distribution of National Income

16.

An Analysis of Household Retirement Adequacy In Australia

Number of pages: 21 Posted: 02 Jan 2019
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 44 (618,308)

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Superannuation Guarantee Levy, Retirement Adequacy, Capital Market Shocks, Econometric Modeling, Australian Age Pension

17.

Homeownership Effect on Retirement Adequacy and Government Transfers in Australia

Number of pages: 20 Posted: 27 Aug 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 42 (629,448)

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Asset-based welfare system, homeownership, retirement systems, Australian Pillar 4

18.

An Analysis of Characteristics of Incarcerated Persons by Crime Type in Australia 2013~2017

Number of pages: 12 Posted: 11 Nov 2019
John R. Evans and Yifei Li
Centre for Analysis of Complex Financial Systems and University of Wollongong - Sydney Business School
Downloads 40 (640,715)

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Australian crime rates, cladistics analysis, systems analysis, ANOVA

19.

Consequences of the Australian Prudential Regulatory Authority’s Investment Performance Tests

Number of pages: 8 Posted: 13 Jul 2021
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 38 (658,554)

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APRA regulation, Investment strategy, Illiquid assets. Member outcomes

20.

An Analysis of the Rationale & Risks for the Australian Your Future Your Super Performance Test

Number of pages: 14 Posted: 16 Nov 2021
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 35 (671,039)

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retirement funding, investment performance measurement, superannuation member outcomes, superannuation fund regulation

21.

Do Growth Assets Drive Returns: A Critique of the APRA Heatmap Insights

Number of pages: 7 Posted: 27 Oct 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 35 (671,039)

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superannuation fund investments, Investment return characteristics, systems analysis, cladistics analysis asset allocations, multi asset sector funds

22.

An Analysis of Macroeconomic Characteristics of 137 Countries

Number of pages: 19 Posted: 27 Sep 2020
John R. Evans and Xingzhuo Wang
Centre for Analysis of Complex Financial Systems and Centre for Analysis of Complex Financial Systems
Downloads 32 (690,388)

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macroeconomic modelling, GDP drivers, country economic comparisons, systems analysis, cladistics analysis

23.

A Knightian Analysis of the Viability of a Lifetime Annuity Market in Australia

Number of pages: 19 Posted: 04 Apr 2015 Last Revised: 24 Aug 2015
John R. Evans, Amandha Ganegoda and Abdul Razeed
Centre for Analysis of Complex Financial Systems, ANZ (Australia and New Zealand) Banking Group, Ltd. and The University of Sydney
Downloads 32 (690,388)

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Lifetime Annuity, Longevity risk, Investment risk, Knightian analysis

24.

A Systems Analysis of WEF Global Risks 2007~2017

Number of pages: 10 Posted: 17 Jul 2019
John R. Evans and Xingzhuo Wang
Centre for Analysis of Complex Financial Systems and Centre for Analysis of Complex Financial Systems
Downloads 26 (732,514)
Citation 1

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WEF Global Risks, Cladistics Analysis, Complex Adaptive Systems, Risk Management

25.

The Institute of Actuaries of Australia Part II Course: Some Observations

UNSW Australian School of Business Research Paper No. 2008ACTL13
Number of pages: 7 Posted: 10 Oct 2013
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 26 (732,514)

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Institute of Actuaries of Australia, Part II

26.

A Cladistics Analysis of Financial Stability and Instability across 58 Countries 2007~2012

Number of pages: 12 Posted: 01 Dec 2020
John R. Evans and Xingzhuo Wang
Centre for Analysis of Complex Financial Systems and Centre for Analysis of Complex Financial Systems
Downloads 25 (739,950)

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cladistics analysis, financial stability, macroeconomic factors, tipping point, complex adaptive system

27.

The Australian SGL System: A Community Balance Sheet Analysis

Number of pages: 16 Posted: 09 Oct 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 23 (763,090)

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SGL System, Retirement Standard of Living, Pre-Retirement Standard of Living, Income and Wealth Inequality

28.

A Demonstration and Explanation of why Macroeconomic Factors Aren’t Reliable Indicators of Australian Stock Market Returns

Number of pages: 8 Posted: 27 Oct 2020
John R. Evans and Xingzhuo Wang
Centre for Analysis of Complex Financial Systems and Centre for Analysis of Complex Financial Systems
Downloads 21 (770,992)

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macroeconomic factors, stock market returns, cladistics analysis, complex adaptive systems

29.

A Systems Analysis of Social Prejudice in Italy

Number of pages: 12 Posted: 17 Jul 2019
John R. Evans, Yifei Li and Pierangelo Peri
Centre for Analysis of Complex Financial Systems, University of Wollongong - Sydney Business School and University of Trento
Downloads 17 (803,994)

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Italian social prejudice, cladistics analysis, insiders, outsiders, social analysis, systemic characteristics

30.

An Analysis of the Variability of Outcomes for the Mandatory Components of the Australian Retirement System

Number of pages: 15 Posted: 01 Dec 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 16 (812,802)

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Retirement Adequacy, Superannuation Guarantee Levy, Wage Growth, Investment Returns, Longevity

31.

The Effect on Wealth & Income Inequality of the Pillar 2 Component of the Australian Retirement System

Number of pages: 12 Posted: 16 Sep 2020
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 16 (812,802)

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Superannuation Guarantee Levy, Wealth & Income Inequality

32.

Drivers of Improved Longevity across 178 Countries 1950~2020

Number of pages: 16 Posted: 19 Apr 2021
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 13 (839,725)

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life expectancy, cladistics analysis, mortality rates, complex adaptive systems

33.

A Systems Analysis of Environmental Factors on Global Influenza Death Rates

Number of pages: 12 Posted: 10 Jun 2021
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 10 (867,099)

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Influenza mortality rates, cladistics analysis, environmental factors

34.

A Reassessment of the Interaction of Pillars 1 and 4 in the Australian Retirement System

Number of pages: 15 Posted: 27 Oct 2021
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 7 (894,548)

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Age Pension, Age Pension Assets Test, Retirement Adequacy

35.

Accessing SGL Assets for Acquisition of Owner-Occupied Property: Consequences for Australian Households and Government

Number of pages: 9 Posted: 08 Jul 2021
John R. Evans and Abdul Razeed
Centre for Analysis of Complex Financial Systems and The University of Sydney
Downloads 7 (894,548)

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Owner-occupied property, Australian retirement system, Australian Government retirement system costs, Accessing SGL assets.

36.

Are Nonperforming Loan Provisions related to Macroeconomic Characteristics? A Global Systems Based Analysis

Number of pages: 10 Posted: 18 Nov 2021
John R. Evans
Centre for Analysis of Complex Financial Systems
Downloads 6 (903,511)

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Nonperforming loan provisions, macroeconomic factors, cladistics analysis, complex adaptive systems

37.

A Nonlinear Analysis of Operational Risk Events in Australian Banks

Journal of Operational Risk, Forthcoming
Number of pages: 21 Posted: 27 Jan 2017
Yifei Li, Neil Allan and John R. Evans
University of Wollongong - Sydney Business School, University of Bristol and Centre for Analysis of Complex Financial Systems
Downloads 1 (946,933)
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operational risk, cladistics analysis, risk management, Australian bank operational risk events, management of operational risk, identification of operational risk drivers

38.

Australian Retirement System: Significance of Pillars 3 and 4 in Achieving an Adequate Standard of Living in Retirement

Posted: 10 Jul 2019
John R. Evans
Centre for Analysis of Complex Financial Systems

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Australian Retirement System, Superannuation Guarantee Levy, Age Pension

39.

A Review of Global Banking Regulation Under an Assumption of Complexity

Posted: 26 Nov 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Financial Complexity, Banking Regulation, Global Financial Crisis, Phase Transition, Complex Adaptive System, System of Systems, Federation of Systems

40.

An Analysis of the Australian Superannuation System's Taxes and Transfers

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Superannuation, Tax Transfer, Age Pension, Superannuation Guarantee Levy

41.

A New Insight into the World Economic Forum Global Risks

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Economic Systems, Complex Adaptive Systems, Cladistics Analysis, Amanagement, World Economic Forum

42.

Adequacy of the Australian Superannuation Guarantee Levy: A Post Retirement Analysis

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Superannuation Guarantee Levy, Australian Age Pension, Retirement Funding, Capital Market Volatility, Longevity

43.

A Systems Analysis of Drivers of Individual Bankruptcies

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

Abstract:

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credit default, bankruptcy, cladistics analysis

44.

Significance of Controllable and Uncontrollable Drivers in Credit Defaults

Posted: 12 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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credit risk, credit risk drivers, cladistics analysis, complex systems

45.

An Analysis of the Feasibility of an Extreme Operational Risk Pool for Banks

Posted: 10 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Extreme Operational Risk Losses, Pooling of Losses, Insurance of Extreme Events

46.

An Analysis of Power Law Distributions & Tipping Points During the Global Financial Crisis

Posted: 10 Jun 2018
John R. Evans
Centre for Analysis of Complex Financial Systems

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Global Financial Crisis, Power Law Distribution, Tipping Point, Credit Risk, Market Risk, Operational Risk

47.

A Scaling Model for Severity of Operational Losses Using Generalized Additive Models for Location Scale and Shape (GAMLSS)

Forthcoming in Annals of Actuarial Science published by Cambridge University Press
Posted: 02 Nov 2010 Last Revised: 27 Sep 2012
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems

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Operational Risk, Generalized Additive Models for Location Scale And Shape (GAMLSS), Scaling models, Prudential Regulation of Banks

48.

Operational Risks in Banks: An Analysis of Empirical Data from a Bank

UNSW Australian School of Business Research Paper No. 2008ACTL01
Posted: 16 May 2008 Last Revised: 26 May 2008
John R. Evans, Robert Womersley, Danny Wong and Greg Woodbury
Centre for Analysis of Complex Financial Systems, University of New South Wales - Faculty of Science, University of New South Wales - Faculty of Science and Ernst & Young, Australia

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Operational Risk, Extreme Value Theory, Multi Distributions