Is Bank CEO Pay Sensitive to Operational Risk Event Announcements?
This study reveals how operational risk events affect US bank CEO compensation from 1992-2016. Results indicate that compensation...
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- il y a 5 jours
Analysis of New Models of Emerging Risk for Insurance Companies: The Climate Risk
"We aim to analyze strategies for assessing and managing new risks that affect the insurance industry, considering the regulatory...
- 26 janv.
Bayesian Model Selection and Prior Calibration for Structural Models in Economic Experiments
"Bayesian estimates from experimental data can be influenced by highly diffuse or "uninformative" priors. This paper discusses how...
- 26 janv.
Aggregating heavy-tailed random vectors: from finite sums to Lévy processes
"... we study the behavior of the asymptotic tail distribution of independent sums of heavy-tailed random vectors under the paradigm of...
- 17 janv.
Risk Management and the Board of Directors
"... new risks—and the intensification of longstanding risks—are pressure-testing the agility and resilience of corporate strategies,...
- 17 janv.
Building up Cyber Resilience by Better Grasping Cyber Risk Via a New Algorithm for Modelling...
"We propose here an analysis of the database of the cyber complaints filed at the Gendarmerie Nationale. We perform this analysis with a...
- 16 janv.
Bank Stress Testing, Human Capital Investment and Risk Management
"While stress testing has modernized banks’ internal risk management by spurring the acquisition of highly skilled risk management...
- 13 janv.
Financing Constraints and Risk Management: Evidence From Micro-Level Insurance Data
"Using data on credit scores matched with unique information on firm level commercial insurance purchases, we find that financing...
- 11 janv.
Machine Learning for Categorization of Operational Risk Events Using Textual Description
"... an overview of how machine learning can help in categorizing textual descriptions of operational loss events into Basel II event...
- 10 janv.
The Information Value of Past Losses in Operational Risk
"... the information provided by past losses results from them capturing hard to quantify factors such as the quality of operational risk...
- 9 janv.
Risk, Uncertainty, and the Future of Corporate Human Rights Due Diligence
"The EU, France, and Germany, among other jurisdictions, have recently adopted laws requiring large businesses to conduct human rights...
- 13 déc. 2022
Strategic Data Access Management
"An employee may be attacked by a potentially sophisticated adversary whose goal is to steal all their data. Therefore, the firm trades...
- 12 déc. 2022
Climate Risks in the U.S. Banking Sector: Evidence from Operational Losses and Extreme Storms
"... our findings provide new evidence regarding U.S. banking organizations' exposure to climate risks with implications for risk...
- 7 déc. 2022
A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management
"We here propose a novel XAI [eXplainable AI] technique for deep learning methods (DL) which preserves and exploits the natural time...
- 30 nov. 2022
Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
" In this paper, we use stochastic algorithms schemes in estimating MSRM [market data based systemic risk measure] and prove that the...
- 23 nov. 2022
Cyber Risk: Hyperconnectivity and the Political Economy of Uncertainty
"This paper explores the notion of ‘cyber risk’, asking how we might understand it through a sociotechnical lens. It pays specific...
- 21 nov. 2022
On Optimal Insurance And Anomaly-Detection In Title Insurance Coverage.
"… this article introduces decision models and shows that the optimal title insurance evolves as market and property-specific conditions...
- 16 nov. 2022
HGV4Risk: Hierarchical Global View-guided Sequence Representation Learning for Risk Prediction
"Despite that some attention or self-attention based models with time-aware or feature-aware enhanced strategies have achieved better...
- 14 nov. 2022
The Government Behind Insurance Governance: Lessons for Ransomware
"This paper analyzes how governments support insurance markets to maintain insurability and limit risks to society. We propose a new...
- 10 nov. 2022
Conditional divergence risk measures
"Our paper contributes to the theory of conditional risk measures and conditional certainty equivalents. We adopt a random modular...
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