Uncertainty in Systemic Risks Rankings: Bayesian and Frequentist Analysis
"In this paper we propose efficient #bayesian Hamiltonian #montecarlo method for estimation of #systemicrisk#measures , LRMES, SRISK and...
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Rechercher
- 9 janv.
Risk Reporting to the Board of Directors: Comparison of Norwegian Power Companies and Banks
"... compares two industries where legislative requirements differ, but it finds the same pattern: the ideals of enterprise risk...
- 2 janv.
Empirical Research on Banks’ Risk Disclosure
"By identifying research gaps and conceptualizing a research agenda, this paper continues to serve the academia to broaden the research...
- 29 sept. 2022
Tackling Problems, Harvesting Benefits - A Systematic Review of the Regulatory Debate around AI
"... we contribute both empirically and conceptually to a better understanding of the nexus of AI and regulation and the underlying...
- 19 sept. 2022
Regulatory Capital and Bank Risk-Resilience Amid the Covid-19 Pandemic:
"... banks with robust pre-crisis regulatory capital ratios are less risky (have a lower insolvency risky) relative to less-capitalised...
- 13 juil. 2022
The Road Less Travelled: Keynes and Knight on Probability and Uncertainty
"The possibilities of a Keynesian-Knightian synthesis as a way forward are considered by comparing these signposts. It is argued that,...
- 23 mai 2022
Flood Risk Quantification and Mapping: An Integrated Vulnerability-Based Approach at the Local Scale
"The integration of data in a geographic information system enables the visualization and spatialization of risk, but also each of its...
- 31 janv. 2022
Auditor Responses to Regulatory Risk: Evidence from SEC Investigations
"… auditors increase audit fees, provide higher audit quality, and are more likely to resign from suspected clients, suggesting that...
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