16 janv. 2023Bank 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. 2023Financing 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. 2023Machine 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. 2023The 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...