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"In addition to raising capital requirements, it introduced three ratios, two of which set out minimum standards for liquidity and funding risk, i.e. the liquidity coverage ratio and the net stable funding ratio, and one which aims to limit leverage in the banking system, i.e. the leverage ratio... This paper investigates the extent to which the regulatory initiatives might have already had an impact on banks."
"We find that depending on the capitalisation of the network, a holding structure can be beneficial as compared to smaller separated entities. In other instances it can be harmful and actually increase contagion. We illustrate our results in a numerical case study and also determine the optimal level of holding support from a regulator perspective."
"By optimization and exploratory data-mining approaches, we show that it is possible to change ESG scores to exhibit stronger risk dependence."
"… auditors increase audit fees, provide higher audit quality, and are more likely to resign from suspected clients, suggesting that auditors proactively manage risk in response to regulatory scrutiny."
"... we examine the relationship between Bowley optimality and Pareto efficiency in a problem of optimal reinsurance, under fairly general preferences."
"... results suggest increasing certainty from new information reduces the price of insurance"
"... results are applied in a wide range of actuarial problems including multivariate risk measures, aggregate loss, large claims reinsurance, weighted premium calculations and risk capital allocation. "
Audit partners with wider experience, and female auditors, are associated with better risk disclosure."
"In the current business climate, more companies should emphasize and integrate political risk oversight in their ERM programs. Although neglecting political risk may not trigger legal liability from regulators or courts, it can cause significant financial and reputational losses to the company."
"From a supervisory perspective, the use of AI can be expected to decrease regulatory enforcement costs while providing technology-advanced players with opportunities to game the regulatory system."