8 août 2023How 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...
26 juil. 2023Distrust Spillover on Banks: The Impact of Financial Advisory MisconductLocal communities exposed to #fraudulent #investmentadvisory firms tend to withdraw deposits from their affiliated #banks, even though...
29 juin 2023The Informational Impact of Prudential Regulations"#banks take costly actions (such as higher #capitalization, #liquidity holding, and advanced #riskmanagement) to avoid financial...
26 juin 2023Machine Learning and IRB Capital Requirements: Advantages, Risks, and RecommendationsThis paper examines the use of #machinelearning methods in the context of #banks' #capitalrequirements, specifically the internal Ratings...