19 résultats
pour « banking »
Monograph on accounting disclosure by banking institutions explores banking specificities, presents workhorse models, and illustrates specific applications of the models to inform policy.
This study reveals how operational risk events affect US bank CEO compensation from 1992-2016. Results indicate that compensation committees take operational risk into account & that recent regulations have enhanced this process. Additionally, operational risk events have a detrimental effect on options-based compensation.
"The increased banking risk mainly attributed to reduction in bank capital and escalated fluctuations in bank profitability."
"... an overview of how machine learning can help in categorizing textual descriptions of operational loss events into Basel II event types. We apply PYTHON implementations of support vector machine and multinomial naive Bayes algorithms to precategorized Öffentliche Schadenfälle OpRisk (ÖffSchOR) data to demonstrate that operational loss events can be automatically assigned to one of the seven Basel II event types with very few costs and satisfactory accuracy."
"... the information provided by past losses results from them capturing hard to quantify factors such as the quality of operational risk controls, the risk culture, and the risk appetite of the bank."
" Predictive machine learning algorithms used in banking environments, especially in risk and control functions, are generally subject to regulatory and technical constraints limiting their complexity. Knowledge distillation gives the opportunity to improve the performances of simple models without burdening their application, using the results of other - generally more complex and better-performing - models."
"Our findings offer new evidence on how economic shocks transmit to banking industry losses with implications for risk management and supervision."
"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 article reviews the main topics of this research, including bank efficiency, risk assessment, bank performance, mergers and acquisitions, banking regulation, customer-related studies, and fintech in the banking industry. "