2 août 2023Climate Risk and Bank Capital Structure"This paper lends support to the importance of the #climatechange-related #risks into #prudential #supervision to protect the...
26 juil. 2023Discretionary Decisions in Capital Requirements under Solvency II#insurers have discretion to determine #solvencyii #capitalrequirements. We find that long-term guarantees measures substantially...
18 juil. 2023Climate Change Stress Testing for the Banking SystemThe paper explores the potential inclusion of #climatechange #risks in the #prudential #regulatoryframework, specifically discussing...
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...