How Do Financial Crises Redistribute Risk?
Examining the Great Depression, we use novel methods and data to show that despite 9,000 #bank closures, #risk increased instead of...
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Rechercher
- 26 juil.
Distrust Spillover on Banks: The Impact of Financial Advisory Misconduct
Local communities exposed to #fraudulent #investmentadvisory firms tend to withdraw deposits from their affiliated #banks, even though...
- 29 juin
The Informational Impact of Prudential Regulations
"#banks take costly actions (such as higher #capitalization, #liquidity holding, and advanced #riskmanagement) to avoid financial...
- 26 juin
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations
This paper examines the use of #machinelearning methods in the context of #banks' #capitalrequirements, specifically the internal Ratings...
- 13 juin
Application of Deep Reinforcement Learning in Asset Liability Management
This paper introduces the application of Deep Reinforcement Learning (#drl) in #alm, addressing limitations of traditional methods...
- 8 juin
Climate Risk Contagion of U.S. Banks
"We examine the impact of the U.S. withdrawal from the #parisagreement on the relationship between #climaterisk and #systemicrisk of #us...
- 22 mai
Banking on Snow: Bank Capital, Risk, and Employment
Well-capitalized #banks play a crucial role in supporting economic adaptation to #weather-induced #labor #productivity #risk. LIRE
- 10 mai
On the State of Anti-Money Laundering
This paper discusses the efficiency, effectiveness, and costs of #denmark's #antimoneylaundering (#aml) #compliance standards. Although...
- 5 mai
What are Large Global Banks Doing About Climate Change?
"From a #riskmanagement perspective, it is challenging to #model physical and #transitionrisks given the #uncertainty around #climaterisk...
- 13 avr.
Exploring the Determinants of Capital Adequacy in Bangladesh's Commercial Banks
This study investigates the factors affecting the #capitaladequacy of commercial #banks in #bangladesh using panel data from 28 banks...
- 5 avr.
Do Board Characteristics Matter for Bank Performance and Risk-Taking? Evidence from European Banks
"#banks that did well in the #gfc also did well in the #pandemic while banks that did poorly during the GFC also did poorly during the...
- 31 mars
Are Svb and Signature Bank Canaries in a Coalmine or is Something Else Going on?
"This article discusses the recent bank failures of #svb and #signaturebank and analyzes the balance sheets of these banks to determine...
- 29 mars
Climate Risk and Canadian Banks: Is More Capital Required?
It highlights the increasing #regulatory focus on #climaterisk faced by #canada's #banks, both domestically through the #osfi and...
- 10 mars
Market Discipline and EU Corporate Governance Reform in the Banking Sector
"... this paper argues that recent #eu#regulatory reform to #corporategovernance, as a means to improve #financialstability is a...
- 9 mars
Quantifying Systemic Risk in the Presence of Unlisted Banks
This paper proposes a #credit#portfolio approach for evaluating #systemicrisk and attributing it across #financialinstitutions. The...
- 14 oct. 2021
ESG Risk Management & TPRM: A Best Practice Approach?
#thirdparty #ESG #tprm #banks #riskmanagement #thirdpartyrisk
- 11 oct. 2021
The Leverage Effect of Bank Disclosures
#leverage #compliance #risk #disclosures #banks
- 21 sept. 2021
Basel Commitee: Newsletter on cyber security
#baselcommitee #compliance #cyberthreats #banks #digitalisation #financialrisk
- 13 sept. 2021
Banks as Delegated Regulators of Technology
#regtech #compliance #canada #reporting #banks
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