How Do Financial Crises Redistribute Risk?
Examining the Great Depression, we use novel methods and data to show that despite 9,000 #bank closures, #risk increased instead of...
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26 juil. 2023
Distrust Spillover on Banks: The Impact of Financial Advisory Misconduct
Local communities exposed to #fraudulent #investmentadvisory firms tend to withdraw deposits from their affiliated #banks, even though...
29 juin 2023
The Informational Impact of Prudential Regulations
"#banks take costly actions (such as higher #capitalization, #liquidity holding, and advanced #riskmanagement) to avoid financial...
26 juin 2023
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations
This paper examines the use of #machinelearning methods in the context of #banks' #capitalrequirements, specifically the internal Ratings...
13 juin 2023
Application of Deep Reinforcement Learning in Asset Liability Management
This paper introduces the application of Deep Reinforcement Learning (#drl) in #alm, addressing limitations of traditional methods...
8 juin 2023
Climate Risk Contagion of U.S. Banks
"We examine the impact of the U.S. withdrawal from the #parisagreement on the relationship between #climaterisk and #systemicrisk of #us...
22 mai 2023
Banking on Snow: Bank Capital, Risk, and Employment
Well-capitalized #banks play a crucial role in supporting economic adaptation to #weather-induced #labor #productivity #risk. LIRE
10 mai 2023
On the State of Anti-Money Laundering
This paper discusses the efficiency, effectiveness, and costs of #denmark's #antimoneylaundering (#aml) #compliance standards. Although...
5 mai 2023
What are Large Global Banks Doing About Climate Change?
"From a #riskmanagement perspective, it is challenging to #model physical and #transitionrisks given the #uncertainty around #climaterisk...
13 avr. 2023
Exploring the Determinants of Capital Adequacy in Bangladesh's Commercial Banks
This study investigates the factors affecting the #capitaladequacy of commercial #banks in #bangladesh using panel data from 28 banks...
5 avr. 2023
Do Board Characteristics Matter for Bank Performance and Risk-Taking? Evidence from European Banks
"#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...
31 mars 2023
Are Svb and Signature Bank Canaries in a Coalmine or is Something Else Going on?
"This article discusses the recent bank failures of #svb and #signaturebank and analyzes the balance sheets of these banks to determine...
29 mars 2023
Climate Risk and Canadian Banks: Is More Capital Required?
It highlights the increasing #regulatory focus on #climaterisk faced by #canada's #banks, both domestically through the #osfi and...
10 mars 2023
Market Discipline and EU Corporate Governance Reform in the Banking Sector
"... this paper argues that recent #eu#regulatory reform to #corporategovernance, as a means to improve #financialstability is a...
9 mars 2023
Quantifying Systemic Risk in the Presence of Unlisted Banks
This paper proposes a #credit#portfolio approach for evaluating #systemicrisk and attributing it across #financialinstitutions. The...
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