Hélène Dufour"... our results imply that when derivatives-related proprietary costs are high, benefits of non-compliance likely outweigh the costs."
"We here propose a novel XAI [eXplainable AI] technique for deep learning methods (DL) which preserves and exploits the natural time ordering of the data. Simple applications to financial data illustr
" The global climate crisis and the economy’s green transition are giving rise to new types of risks for banks. This paper analyses some of the key international bank regulatory standards, namely disc
"Climate risk is positively associated with the environmental, social, and governance (ESG) performance of banks and negatively associated with the stakeholder ESG sentiment towards them. Negative sen