157 résultats
pour « riskmanagement »
"Our findings offer new evidence on how economic shocks transmit to banking industry losses with implications for risk management and supervision."
"We argue that simply pooling data across banks treats banks equally but is subject to two deficiencies: it may distort the impact of legitimate portfolio features, and it is vulnerable to implicit misdirection of legitimate information to infer bank identity. We compare various notions of regression fairness to address these deficiencies, considering both forecast accuracy and equal treatment. In the setting of linear models, we argue for estimating and then discarding centered bank fixed effects as preferable to simply ignoring differences across banks."
"Drawing on recently disclosed information on the Pillar 2 capital requirements of banks directly supervised by the ECB, we find that bank-specific capital requirements are mostly driven by business model and profitability, credit risk, and internal governance and risk management issues. Moreover, we propose a novel measure of bank governance quality that teases out the qualitative dimension of the P2R decision."
"... the security risks of teleworking are considered. Interviews were conducted with a number of industry professionals and specialist cybercrime police officers to form a sense of the challenges raised by teleworking."
"Retail banking is a distinct part of the banking industry. It has been undergoing important changes in recent decades mainly due to technological innovations and deregulation."
"The possibilities of a Keynesian-Knightian synthesis as a way forward are considered by comparing these signposts. It is argued that, although there is some common ground between Knight and Keynes, there are fundamental differences particularly associated with Keynes’s concept of weight of argument."
"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."
"... 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."
"... 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."