Using Differential Privacy to Define Personal, Anonymous and Pseudonymous Data
This paper introduces the concept of differential privacy (DP) as a novel technical tool that can quantifiably assess the identification...
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- 19 mai
Correlation Pitfalls With ChatGPT: Would You Fall for Them?
"This paper presents an intellectual exchange with #chatgpt, … , about correlation pitfalls in #riskmanagement. … Our findings indicate...
- 17 mai
Multivariate risk measures for elliptical and log-elliptical distributions
"This paper introduces the multivariate range Value-at-Risk (MRVaR) and multivariate range covariance (MRCov) as #risk#measures for...
- 16 mai
Crisis Risk and Risk Management
#crisis #riskmanagement "The existing data show that #political #crises make #economiccrises crises more likely, so that, as suggested by...
- 15 mai
Assessing ChatGPT’s Proficiency in Quantitative Risk Management
"We provide guidance on the types of applications for which consulting #chatgpt can be useful to enhance your knowledge about...
- 9 mai
Crisis Risk and Risk Management
#riskmanagement#geopoliticalrisk "The frequency of economic and #financialcrises is not increasing, but #politicalcrises can make...
- 5 mai
What are Large Global Banks Doing About Climate Change?
"From a #riskmanagement perspective, it is challenging to #model physical and #transitionrisks given the #uncertainty around #climaterisk...
- 28 avr.
Work-from-Home and the Risk of Securities Misconduct
#operationalrisk #oprisk #fraud #marketabuse #riskmanagement "Our DD analysis reveals that #workingfromhome lowers the likelihood of...
- 26 avr.
The Capital-on-Capital Cost in Solvency II Risk Margin.
This paper explores potential revisions to the calculation of the #solvencyII#risk margin (RM) and contributes to the ongoing discussion...
- 26 avr.
Reputation and Business Sustainability
This study examines the relationship between reputational events and business sustainability by assessing the effects of such events on...
- 25 avr.
A Disaster Risk Reduction and Resilience Scorecard for Climate Adaptation
This research presents a balance #scorecard tool for assessing #disasterriskreduction and #resilience (#dr3) in the context of #floods,...
- 18 avr.
Silicon Valley Bank - (Why) Did Regulation And Risk Management Fail To Uncover Substantial Risks?
"This paper examines the major causes of #svbcollapse collapse in March 2023 from a #regulatory and #riskmanagement perspective... Our...
- 17 avr.
Application of Deep Reinforcement Learning in Asset Liability Management
This paper discusses the limitations of traditional #asset#liability#management (#alm) techniques in #riskmanagement, particularly in...
- 7 avr.
Public Attention, Sentiment and the Default of Silicon Valley Bank
"... the results provide empirical evidence that #twitter#sentiment and media attention ultimately fueled and accelerated the crash...
- 5 avr.
Do Board Characteristics Matter for Bank Performance and Risk-Taking? Evidence from European Banks
"#banks that did well in the #gfc also did well in the #pandemic while banks that did poorly during the GFC also did poorly during the...
- 31 mars
Are Svb and Signature Bank Canaries in a Coalmine or is Something Else Going on?
"This article discusses the recent bank failures of #svb and #signaturebank and analyzes the balance sheets of these banks to determine...
- 31 mars
Cybersecurity and Executive Compensation
The findings underscore the importance of inside debt compensation as a #riskmanagement #governance mechanism that alleviates...
- 30 mars
Getting the Blend Right: Public-Private Partnerships in Risk Management
The paper argues that seeing #riskmanagement as a question of defining the partnership between business and government is crucial to...
- 23 mars
Operational Risk: A Global Examination Based on Bibliometric Analysis
Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk....
- 17 mars
Dealing with Uncertainty in Cyberspace
There are five different common reactions to dealing with, or taming, this #uncertainty in #cyberspace: (1) using #riskmanagement to...
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