Natural Disaster Risk and Firm Performance: Text Mining and Machine Learning Approach
Advanced #machinelearning models were found to be more effective than #linearregression in predicting firm performance under...
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- 30 août
The Ethics of Generative AI in Tax Practice
The article delves into #ethical concerns with #aitools in #legal and #tax research, addressing #output #quality, #bias, #verifiability,...
- 28 août
Uncertainty Propagation and Dynamic Robust Risk Measures
The framework presents a method to quantify #uncertainty propagation in #dynamic #scenarios, focusing on discrete #stochastic processes...
- 22 août
Estimating the Impact of Physical Risks on Firm Defaults: A Supply-Chain Perspective
This study employs an agent-based #model to explore how #climate shocks spread within #supplychains, linking #climateimpacts to firms'...
- 18 août
A New Approach to Measuring AI Bias in Human Resources Functions: Model Risk Management
Companies use #ai tools for #hr decisions, but they face a balance between benefits and #risks. With limited federal #regulation and...
- 8 août
SVB and Beyond: The Banking Stress of 2023
In March 2023, rapid #bankruns led to the failures of #siliconvalleybank, Signature Bank, and First Republic Bank. Uninsured depositors...
- 26 juil.
Discretionary Decisions in Capital Requirements under Solvency II
#insurers have discretion to determine #solvencyii #capitalrequirements. We find that long-term guarantees measures substantially...
- 18 juil.
Climate Change Stress Testing for the Banking System
The paper explores the potential inclusion of #climatechange #risks in the #prudential #regulatoryframework, specifically discussing...
- 28 juin
Building a Culture of Safety for AI: Perspectives and Challenges
The paper explores the challenges of building a #safetyculture for #ai, including the lack of consensus on #risk prioritization, a lack...
- 30 mai
CEO Risk-Culture, Bank Stability and the Case of the Silicon Valley Bank
"We use the recently failed #svb as a case study. Our [#machinelearning #textanalysis] findings indicate a weaker emphasis on...
- 26 mai
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...
- 23 mai
Does Political Risk Exacerbate Climate Change Risk? Firm-Level Evidence
"Our study extends the research on the determinants of corporate #climaterisk and impact of firm-level #politicalrisk on various...
- 19 mai
IFRS17 Measurement of Property & Casualty Insurance Contracts
"#ifrs17 introduces the concept of a #riskadjustment that compensates #insurers for the #uncertainty about the amount and timing of the...
- 2 mai
Rationalizing AI Governance: A Cross-Disciplinary Perspective
The study emphasizes the need for a better understanding of #ai to avoid policies that may hinder its benefits. It argues for a...
- 28 avr.
Climate Risk Transfer vs Risk Reduction
#insurance#climaterisk "This paper discusses the relationship between the financial constraints faced by infrastructure assets due to...
- 17 avr.
Uncertainty and Welfare in Insurance Markets
"… we find that the #uncertainty premium is negatively correlated with #riskaversion at all sizes and #probabilities of #risks. This...
- 14 avr.
Policyholders' Subjective Beliefs: Approaching New Drivers of Insurance ESG Reputational Risk
This paper explores the #reputationalrisk associated with #esg investments and provides a formal theoretical valuation system for ESG...
- 14 avr.
Getting AI Innovation Culture Right
This paper discusses the role of public policy in #regulating the development of #ai, #ml, and #robotics, and the potential #risks of...
- 14 avr.
ESG: The 5th Element of Corporate Risk Assessment
While #financialrisks, #politicalrisks, #compliancerisks, and #cyberrisks are more easily quantifiable, #esgrisk presents a challenge for...
- 7 avr.
Climate Stress Testing
This paper that explores the design of #climate#stresstests to assess #macroprudential#risks from #climatechange in the #financialsector....
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