29 août 2023Need for Artificial Intelligence (Ai) to Be Explainable in Banking and FinanceThe essential role of #ai in #banking holds promise for efficiency, but faces challenges like the opaque "black box" issue, hindering...
8 août 2023SVB and Beyond: The Banking Stress of 2023In March 2023, rapid #bankruns led to the failures of #siliconvalleybank, Signature Bank, and First Republic Bank. Uninsured depositors...
26 juin 2023Machine Learning and IRB Capital Requirements: Advantages, Risks, and RecommendationsThis paper examines the use of #machinelearning methods in the context of #banks' #capitalrequirements, specifically the internal Ratings...
15 mai 2023Central bank supervisory role: micro-prudential supervision and regulation of ESG risksThis paper discusses the role of #centralbanks in #regulating and #supervising #esgrisks in the #banking sector. The authors review...
15 mars 2023Integration and Risk in the European Banking Union: Study Through Complex Networks and MLWe define the degree of #banking integration in the #eurozone through different phases of the #economic cycle, from 2006 to 2020, with...