Essential Aspects to Bayesian Data Imputation
#bayesian data imputation holds significant importance in a variety of fields including #riskmanagement. Incomplete or missing data can...
top of page
Rechercher
21 août 2023
Reputation and Asset Prices: Evidence from Trump Real Estate
We assess the impact of #brandreputation on asset prices, focusing on Donald Trump's presence in Manhattan real estate. Analyzing from...
21 août 2023
Learning From the Past: Applying Concepts of the S&O Act to Restore Consumer Trust
The current global #dataprivacy situation resembles the accountability crisis during the early 2000s US accounting scandals. Lack of...
16 août 2023
The SEC Proposed Cybersecurity Infrastructure Rules and New Disclosure Requirements
On July 26, 2023, the #sec adopted final rules requiring disclosure of material #cybersecurity incidents on Form 8-K and periodic...
11 août 2023
Financial and Non-Financial Risk Management: Evidence from Labor Law Violations
Corporate #riskmanagement encompasses both financial hedging and #operationalrisk #riskmitigation. This study investigates how #laborlaw...
10 août 2023
The influence of ESG Ratings on the Credit Spread of Corporate Bonds
#esg practices enhance #riskmanagement, performance, stakeholder interest, and capital access. Strong ESG ratings reduce credit spread,...
28 juil. 2023
Acceptable Risks in Europe’s Proposed AI Act
This paper critically assesses the proposed #euaiact regarding #riskmanagement and acceptability of #highrisk #ai systems. The Act aims...
21 juil. 2023
Product Liability for Defective AI
The paper promotes better #riskmanagement and the fair allocation of #liability in #ai-related accidents. LIRE
20 juil. 2023
Introduction to Bayesian Data Imputation
#bayesian data imputation is a technique used to fill in missing data in a variety of fields, including #riskmanagement. By employing...
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...
17 juil. 2023
Expert Evaluation of ChatGPT Performance for Risk Management Process based on ISO 31000 Standard
"... its ability to provide relevant #riskmitigation strategies was identified as its strongest aspect. However, the research also...
3 juil. 2023
Divergence Based Quadrangle and Applications
The proposed φ-Divergence Quadrangle presents a refined methodology for understanding and #managing #risk, contributing to the ongoing...
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...
29 juin 2023
Expectile Quadrangle and Applications
"#expectile is a #risk measure that, similar to #var (quantile) and CVaR (superquantile), can be employed in #riskmanagement." LIRE
21 juin 2023
Extending and Improving Current Frameworks for Risk Management and Decision-Making
The paper discusses the importance of #riskinformed #decisionmaking -and the use of #riskassessment to support decisions. It highlights...
20 juin 2023
Risk Sharing in Blockchain-Based Insurance with Costs
This study examines the #riskallocation problem in distributed #insurance using #blockchaintechnology, considering different charging...
13 juin 2023
Cyber risk definition and classification for financial risk management
We provide a #cyberrisk definition and classification scheme for #riskmanagement purposes, to be used as a data collection template for...
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...
26 mai 2023
Using Differential Privacy to Define Personal, Anonymous and Pseudonymous Data
This paper introduces the concept of differential privacy (DP) as a novel technical tool that can quantifiably assess the identification...
19 mai 2023
Correlation Pitfalls With ChatGPT: Would You Fall for Them?
"This paper presents an intellectual exchange with #chatgpt, … , about correlation pitfalls in #riskmanagement. … Our findings indicate...
bottom of page