Climate Risk and Bank Capital Structure
"This paper lends support to the importance of the #climatechange-related #risks into #prudential #supervision to protect the...
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Rechercher
26 juil. 2023
Discretionary Decisions in Capital Requirements under Solvency II
#insurers have discretion to determine #solvencyii #capitalrequirements. We find that long-term guarantees measures substantially...
18 juil. 2023
Climate Change Stress Testing for the Banking System
The paper explores the potential inclusion of #climatechange #risks in the #prudential #regulatoryframework, specifically discussing...
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...
2 mai 2023
Weaknesses of Financial Market Regulation
" The biggest Shortcoming of the recent reforms to the stabilization of the #financialsystem, such as #baseliii and the American...
26 avr. 2023
The uncharted territory of the Bank of England's human rights obligations
This working paper analyzes whether the #boe has a legal obligation to adjust #capitalrequirements for #financialinstitutions in response...
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...
16 mars 2023
An axiomatic approach to default risk and model uncertainty in rating systems
"We discuss different properties and representations of default #riskmeasures via monetary risk measures, families of related #tailrisk...
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