11 août 2023Financial and Non-Financial Risk Management: Evidence from Labor Law ViolationsCorporate #riskmanagement encompasses both financial hedging and #operationalrisk #riskmitigation. This study investigates how #laborlaw...
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...
13 juin 2023The information value of past losses in operational risk"We show that past #operationalrisk losses are informative of future losses, even after controlling for a wide range of financial...
28 avr. 2023Work-from-Home and the Risk of Securities Misconduct#operationalrisk #oprisk #fraud #marketabuse #riskmanagement "Our DD analysis reveals that #workingfromhome lowers the likelihood of...