855 résultats
pour « Autre »
"... risk management involves decision-making, such that inherently subjective values are imposed upon the scientific analysis. As a result, disagreement is an expected component of any risk analysis or management activity."
"In addition to a range of international and domestic sources, our submission draws directly on the research, data and findings that comprise our Financial Services Human Rights Benchmark (FSHRB) launched in May 2021 measuring the levels of human rights risk management and compliance of the largest 22 financial services entities listed on the Australian Stock Exchange."o financial services for all communities, especially those most impacted by climate change. "
"... we uncover the new evidence on how political uncertainty affects the riskiness of firms with high exposure to climate risk."
"For regulators, risk managers and market participants these properties are interesting from an economic standpoint when they require the increased sensitivity and heterogeneity of the Δ-CoES to set short-term capital requirements/risk limits, find problematic financial linkages, problematic financial institutions or have some kind of early warning system for the emergence of systemic risk."
"The goal was to evaluate the proposed warning dialogs with explanations and to compare them with dialogs presented by Chrome, Firefox, and Edge. The study revealed interesting results: most explanations were understandable and familiar to users and were capable of diverting them from visiting malicious sites."
"An efficient Bayesian Markov Chain Monte-Carlo method is developed to estimate the unknown parameters to address the computational complexity. Our empirical application to the mortality data collected for the Group of Seven (G7) nations demonstrates the efficacy of our approach."
"... we introduce a novel methodology to model rating transitions with a stochastic process. To introduce stochastic processes, whose values are valid rating matrices, we noticed the geometric properties of stochastic matrices and its link to matrix Lie groups."
"... we find the difference in decision-makers’ probability assessments between operational and non-operational risk factors is greater when assessing a proximate rather than a remote target. We contribute to the accounting literature by demonstrating how spatial distance affects probability judgments."
"Using a broad international sample, we find that banks with better governance in countries with better regulatory quality have lower risk. These results are stronger in more developed countries and in countries with less concentrated banking sectors."
"Building on the Liquidity Coverage Ratio created under the Basel III regulatory agreement, this paper introduces the notion of Liquidity Coverage at Risk (LCRisk), which is the probability that a bank becomes insolvent in the next 30-days. LCRisk has a closed-form expression and it can be computed using information contained in the bank’s balance sheet."