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"... some operational risk managers are working more closely with their human resources partners to develop a more cohesive approach to people risk management. In the context of current reforms to the capital requirements for operational risk"
"We observe that cyber vulnerability and other financial shocks cannot be treated as uncorrelated risks and policy solutions for cyber security need to be calibrated for adverse financial conditions."
"In this paper, a compound Poisson risk model with two-sided jumps and proportional investment is considered. The downward jumps represent the claims, while the upward jumps are also allowed to represent the random gains."
"We provide a formal model evaluating the impact of AI and how risk management, stakes, and inter-related tasks affect AI adoption. The broad conclusion is that AI adoption can be stymied by existing processes designed to address uncertainty."
"... we conclude that the Prophet model does a good job of forecasting bank capital ratios, which could supplement bank stress tests by regulatory agencies."
"We find that banks manage regulatory capital to exceed the threshold and thus to pay lower deposit insurance fees and to have access brokered deposits and financial activities. To reach the threshold, banks use accounting discretion over accruals and real activities, increase equity, and change risk-weighted assets."
"... the paper surveys the obvious but seldom commented-upon facts that the vast majority of dirty money and assets resides in, passes through, or is facilitated by the world's largest and richest countries. How then do the world's main AML risk rankings invariably centre blame upon small, relatively poor, and nonwhite jurisdictions?"
"Our results suggest that a stronger preference for confidential reporting is associated with significantly lower trading volume, return volatility, and absolute returns around banks’ earnings announcements."
"... businesses have basic cybersecurity responsibilities and fundamental duties to operate securely in a digital society."
"... different loss reserving models specialise in capturing different aspects of loss data. This is recognised in practice in the sense that results from different models are often considered, and sometimes combined. For instance, actuaries may take a weighted average of the prediction outcomes from various loss reserving models, often based on subjective assessments."