Strategic Presentation of Mandatory ESG Disclosures

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The paper examines how managers strategically adjust the tone of soft information in ESG reports to maximize compensation. It highlights the trade-offs between exaggeration, internal controls, and future reputational costs. Strong incentives with weak controls lead to extreme biases, impacting regulatory decisions, corporate governance, and investor evaluations of ESG disclosures.

Drafting of IT Outsourcing Risk Management Policy Proposal with IT Outsourcing Risk Management Framework and Cobit

A structured IT outsourcing risk management policy is crucial for navigating third-party service complexities. This study proposes a framework integrating IT outsourcing principles with COBIT standards, covering risk identification, analysis, mitigation, and ongoing monitoring. Implementing this policy enhances organizational asset protection, operational continuity, and minimizes outsourcing risks. It improves information security and business process efficiency. This framework provides practical guidance for organizations to effectively manage risks and optimize IT outsourcing value.

The EBA launches its monitoring of climate risk in the EU/EEA banking sector

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EBA launched a climate risk dashboard based on banks’ Pillar 3 ESG disclosures. This tool provides centralized access to climate risk indicators, aiding assessment and monitoring across the EU/EEA banking sector. Data reveals that over 70% of bank exposures are linked to high climate-impact sectors, while less than 30% face elevated physical risk. Many loans secured by immovable property have high energy efficiency scores, though estimates are widely used. The dashboard, based on 2023-2024 data, marks the first step in a broader ESG risk framework, with regular updates planned.

EBA's Q4 2024 Risk Dashboard

The EBA's Q4 2024 Risk Dashboard shows EU/EEA banks maintaining strong performance. Return on equity rose to 10.5%, and return on assets reached 0.73%. Net interest margin declined slightly, but total income grew due to higher net fee and commission income. Loans to households and businesses increased, while cash balances fell. Non-performing loans decreased, except for commercial real estate. The CET1 ratio remained at 16.0%, reflecting strong capitalization. Liquidity and funding ratios stayed well above requirements. The loan-to-deposit ratio declined as deposits grew faster than loans. Overall, the banking sector remained stable and resilient.

The EBA updates technical standards on the joint decision process for internal model authorisation

The EBA published final draft ITS amending rules for internal model authorization under CRR, reflecting the EU Banking Package. Key changes include removing the use of internal models for operational risk (deleting AMA references) and updating references to supervisory college regulations. These ITS are based on CRR III amendments.

Mathematical Explanation and Derivation of the Aggregate Cost of Risk in the Banking Industry

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The banking industry faces complex financial risks, including credit, market, and operational risks, requiring a clear understanding of the aggregate cost of risk. Advanced AI models complicate transparency, increasing the need for explainable AI (XAI). Understanding risk mathematics enhances predictability, financial management, and regulatory compliance in an evolving landscape.

Cybersecurity and Macroeconomy With Neoclassical Growth Model

This study integrates cybersecurity risks into a neoclassical growth model, revealing that proactive investments enhance long-term stability, while industry-specific vulnerabilities (capital-intensive resilience vs. labor-intensive disruptions) and systemic risks affect macroeconomic resilience. Optimal resource allocation, adaptive risk strategies via Bayesian updating, and prioritizing cybersecurity in long-term planning balance security with growth.

The EBA consults on new rules related to the anti- money laundering and countering the financing of terrorism package

The EBA launched a consultation on four draft Regulatory Technical Standards for the EU's new AML/CFT regime, running until June 6, 2025. The RTSs cover AMLA's supervision criteria, ML/TF risk assessment methodology, customer due diligence requirements, and sanctions/administrative measures. These standards aim to harmonize and strengthen AML/CFT compliance across the EU.

The risk effects of corporate digitalization: exacerbate or mitigate?

This study finds that corporate digital transformation (CDT) reduces revenue volatility while enhancing financial stability, governance, and ESG performance. Smaller firms benefit more, but excessive digital investments increase operating risks. Stronger infrastructure, IP protection, and digital taxation improve CDT’s effectiveness, ensuring risk reduction without compromising performance or growth potential.