Nos derniers articles

This research presents a balance #scorecard tool for assessing #disasterriskreduction and #resilience (#dr3) in the context of #floods, #droughts and #heatwaves. It aims to support the integration and monitoring of #climateadaptation, #sustainability and #riskreduction into development planning in vulnerable communities. This approach contributes to strengthening #governance, resilience and #riskmanagement in disaster-prone areas.

"This paper examines the major causes of #svbcollapse collapse in March 2023 from a #regulatory and #riskmanagement perspective... Our analysis reveals major weaknesses in SVB’s risk management practice but also underlines weaknesses in the US regulatory regime [compared to #baseliii] reaching from reporting exemptions for small banks in the domain of liquidity and interest rate risks, non-sufficiently sensitive monitoring ratios, and misalignments between #accounting and risk management principles hindering effective oversight."

This paper discusses the limitations of traditional #asset#liability#management (#alm) techniques in #riskmanagement, particularly in high-interest rate environments, and proposes the application of #deep#reinforcement#learning (#drl) to overcome these limitations. The paper defines the components of #reinforcementlearning (#rl) that can be optimized for ALM, including the RL Agent, Environment, Actions, States, and Reward Functions. The study shows that implementing DRL provides a superior approach compared to traditional ALM, as it allows for increased #automation, flexibility, and multi-objective #optimization in ALM.

"... the results provide empirical evidence that #twitter#sentiment and media attention ultimately fueled and accelerated the crash dynamics of #siliconvalleybank apart from the asset-liability mismatch caused by inappropriate #riskmanagement. The findings also emphasize the importance of #socialmedia and herding behaviour for #financialstability."

"#banks that did well in the #gfc also did well in the #pandemic while banks that did poorly during the GFC also did poorly during the pandemic."

"This article discusses the recent bank failures of #svb and #signaturebank and analyzes the balance sheets of these banks to determine if they were outliers or if they represent a systemic problem in #riskmanagement... Our analysis suggests that SVB and Signature were not representative of the canary in the coal mine and that they do not represent the average risk among #banks, but a classic #bankrun run cannot be precluded."

The findings underscore the importance of inside debt compensation as a #riskmanagement #governance mechanism that alleviates inefficiencies related to #cybersecurity investments.

The paper argues that seeing #riskmanagement as a question of defining the partnership between business and government is crucial to improving it rather than focusing solely on the amount of #regulation.Sometimes these partnerships are adversarial, as they can be with government regulation. Other times they are seemingly invisible, such as when society relies on private #insurance markets to manage risk.

Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk. Risk evaluation, which includes assessing potential risks and their #probabilities, is also vital. #bibliometric analysis using #metrics such as citations, networks, co-authorship, and region-based #publications can provide insights into the quality of #research on operational risk and identify gaps. Such analysis reveals a growing interest in the study of operational risk, but also highlights research gaps that need to be addressed for effective risk management.

There are five different common reactions to dealing with, or taming, this #uncertainty in #cyberspace: (1) using #riskmanagement to control uncertainty; (2) recovering from uncertainty through #resilience; (3) mitigating uncertainty through the use of #laws and #regulations; (4) suspending uncertainty by engaging in trust; and (5) ignoring uncertainty through inaction.