17 juinThe Next Decade of EU Macroprudential Policy"This paper presents an overview of key proposals formulated by the European Systemic Risk Board (ESRB), the European Banking Authority...
7 juinESG Risk Is a Core Concern for Financial Services Regulation"In addition to a range of international and domestic sources, our submission draws directly on the research, data and findings that...
7 juinΔ−CoES"For regulators, risk managers and market participants these properties are interesting from an economic standpoint when they require the...
27 maiBank regulation, internal governance, and bank risk: Global evidence"Using a broad international sample, we find that banks with better governance in countries with better regulatory quality have lower...
27 maiThe Limits of Regulation by Insurance"Creating less loss than insurance otherwise might have created is not regulation or loss prevention. Rather, it is damage-control, and...
16 maiCapital Requirements and Growth in an Open Economy"... capital requirements can promote growth by mitigating the risk of financial crises, possibly by encouraging... prudent lending....
16 maiInconsistent Capital Regulation"Using variation across insurers within the same country, and across countries for the same insurance group, we show that market risk...
21 avr.The Status of People Risk Management in UK Banks"As a result of a regulatory focus on quantitative capital requirements, it also finds management of people risk subsumed by this...
21 avr.Deep Learning in Finance: From Implementation to Regulation"The role of regulatory agencies will be crucial to protect consumers while allowing innovation. There is currently no unified regulatory...
6 avr.Evolving Approaches to Systemic Risk Regulation in Insurance"... this book chapter evaluates how policymakers' approaches to systemic risk regulation in insurance have evolved since the crisis. It...
15 marsRegulatory Oversight and Bank Risk"Using a sample of bank holding companies over the period 2015Q1 through 2020Q1, we find that risk exposure increases for the large banks...
11 févr.Cloud Computing Demystified (Part 2): Control, Security, and Risk in the Cloud"This paper looks at three of the key technical and commercial aspects of cloud computing: control, security, and risk." LIRE
9 févr.Crisis Preparedness in the Digital World"The paper will focus on the important role that financial supervisors and regulators can play in promoting effective risk management,...
9 févr.The Rising Interconnectedness of the Insurance Sector"We develop a measure of connectedness using a multifactor model of weekly equity returns. The empirical analysis is conducted from 1973...
1 févr.Structure and Complexity of Global Insurance Groups"We construct and analyze a novel dataset on the corporate structure of the top 100 global insurance groups with headquarters located in...
21 janv.Political Risk Management"In the current business climate, more companies should emphasize and integrate political risk oversight in their ERM programs. Although...
12 janv.Re-Imagining Risk: The Role of Resilience and Prevention"I argue that that conventional risk analysis—meaning risk analysis fixated on controlling risks—should expand to systematically...
11 janv.Artificial Intelligence Meets European Union Law: The EU Proposals of April 2021 and October 2020"... the proposed AI Act requires risky AI providers to comply with several standards before they can place their system on the market....
7 janv.Between risk management and proportionality: The risk-based approach in the EU’s AI act proposal"... this paper considers what problem, if any, the risk-based approach seeks to solve. It suggests that the problem to be solved by the...
29 déc. 2021Regulatory Interventions in Response to Non-Compliance with Mandatory Derivatives Disclosure Rules"... our results imply that when derivatives-related proprietary costs are high, benefits of non-compliance likely outweigh the costs." LIRE