830 résultats
pour « Autre »
"This model allows to be more conservative regarding extreme events while keeping tractability. We give a method based on Conditional Least Squares to estimate the parameters on daily data and estimate our model on eight major European cities... This new model allows to better assess the risk related to temperature volatility."
"The opposition in a number of countries to the inclusion of nuclear energy in a sustainable energy portfolio, in part due to the dread of what the “nuclear” word inspires, has limited quantitative scientific foundation of the real benefits and risks. This has been amplified by the lack of a sound operational risk estimate due to the scarcity of the relevant empirical data."
"The potential use of the proposed risk measures in insurance is illustrated by two concrete applications, capital risk allocation and premia calculation under uncertainty."
"Our findings, based on LDA topic modeling and term frequency, indicate that already at the time of the crisis Israeli banks had shifted the focus of their reports from market and operational risks to credit and liquidity risks. The introduction of Basel III amplified this trend..."
"... we have performed a detailed study which includes: GDPR-compliance, provided functionality, security and privacy issues, and the cost ... of the different operations to be run on the blockchain."
"The ambitious policy agenda in relation to sustainability requires a shifting mindset in the financial sector, in order to finance the transformation towards sustainability."
"... since 2015 investors have increased their visibility through their climate pledges and ESG performance. However, they have mostly failed to divest from fossil fuels. We draw on this evidence to propose a novel international climate finance research agenda."
"The proposed climate disclosure rule is unnecessary, unjustified, and an expensive exercise in environmental bureaucracy with little to no practical benefit for U.S. investors. The billions of dollars in additional compliance costs would fall on the shareholders, employees, and customers of U.S. public companies, while the benefits would flow to a handful of large asset management, consulting, and accounting firms."
"Quasi-convexity in probabilistic mixtures is a common and useful property in decision analysis. We study a general class of non-monotone mappings, called the generalized rank-dependent functions, which include the preference models of expected utilities, dual utilities, and rank-dependent utilities as special cases, as well as signed Choquet integrals used in risk management."
"... the appointment of a female risk officer is not sufficient to reduce risk-taking by banks."