2 mai 2023Weaknesses of Financial Market Regulation" The biggest Shortcoming of the recent reforms to the stabilization of the #financialsystem, such as #baseliii and the American...
18 avr. 2023Silicon Valley Bank - (Why) Did Regulation And Risk Management Fail To Uncover Substantial Risks?"This paper examines the major causes of #svbcollapse collapse in March 2023 from a #regulatory and #riskmanagement perspective... Our...
23 mars 2023Measuring Tail Operational Risk in Univariate and Multivariate Models with Extreme Losses"This paper considers some univariate and multivariate #operationalrisk#models , in which the #loss severities are modeled by some weakly...
15 mars 2023Bank Countercyclical Capital Buffer Under the Liquidity Coverage Ratio RegulationThis paper analyzes the relationship between the #baseliii countercyclical #capitalbuffer (#CCyB) and the #liquidity coverage #ratio...