Hélène Dufour10 nov. 20200 min de lectureLe FSB se penche sur le risque de la sous-traitance informatique des banques
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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