Hélène Dufour26 mai 20210 min de lectureBeyond Checking Boxes: a New Approach to Operational Risk Management Will Create Value for Financial
Distributionally robust insurance under the Wasserstein distanceThis paper explores optimal insurance contracting for a decision maker facing ambiguous loss distributions. Using a p-Wasserstein ball...
Insurance Firms and ESG Policies: The Effect on Default Risk Effect and RiskinessThis research examines how ESG performance impacts default probability (PD) in life and non-life insurance firms. Findings show that...
Has Centralised Supervision Made European Banks More Resilient?The study assesses the impact of Europe's Single Supervisory Mechanism on banks' balance sheets, finding that centrally supervised banks...
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