Multivariate risk measures for elliptical and log-elliptical distributions
"This paper introduces the multivariate range Value-at-Risk (MRVaR) and multivariate range covariance (MRCov) as #risk#measures for...
top of page
Rechercher
16 mai 2023
Crisis Risk and Risk Management
#crisis #riskmanagement "The existing data show that #political #crises make #economiccrises crises more likely, so that, as suggested by...
15 mai 2023
Assessing ChatGPT’s Proficiency in Quantitative Risk Management
"We provide guidance on the types of applications for which consulting #chatgpt can be useful to enhance your knowledge about...
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...
28 avr. 2023
Work-from-Home and the Risk of Securities Misconduct
#operationalrisk #oprisk #fraud #marketabuse #riskmanagement "Our DD analysis reveals that #workingfromhome lowers the likelihood of...
26 avr. 2023
Reputation and Business Sustainability
This study examines the relationship between reputational events and business sustainability by assessing the effects of such events on...
25 avr. 2023
A Disaster Risk Reduction and Resilience Scorecard for Climate Adaptation
This research presents a balance #scorecard tool for assessing #disasterriskreduction and #resilience (#dr3) in the context of #floods,...
18 avr. 2023
Silicon Valley Bank - (Why) Did Regulation And Risk Management Fail To Uncover Substantial Risks?
"This paper examines the major causes of #svbcollapse collapse in March 2023 from a #regulatory and #riskmanagement perspective... Our...
17 avr. 2023
Application of Deep Reinforcement Learning in Asset Liability Management
This paper discusses the limitations of traditional #asset#liability#management (#alm) techniques in #riskmanagement, particularly in...
7 avr. 2023
Public Attention, Sentiment and the Default of Silicon Valley Bank
"... the results provide empirical evidence that #twitter#sentiment and media attention ultimately fueled and accelerated the crash...
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...
31 mars 2023
Cybersecurity and Executive Compensation
The findings underscore the importance of inside debt compensation as a #riskmanagement #governance mechanism that alleviates...
30 mars 2023
Getting the Blend Right: Public-Private Partnerships in Risk Management
The paper argues that seeing #riskmanagement as a question of defining the partnership between business and government is crucial to...
23 mars 2023
Operational Risk: A Global Examination Based on Bibliometric Analysis
Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk....
17 mars 2023
Dealing with Uncertainty in Cyberspace
There are five different common reactions to dealing with, or taming, this #uncertainty in #cyberspace: (1) using #riskmanagement to...
17 mars 2023
How Crime Shapes Insurance and Insurance Shapes Crime
Examines the relationship between #crime and #insurance, with a focus on the role of #governance, #riskassessment and #riskmanagement,...
13 mars 2023
From Supply Chain Risk to Systemwide Disruptions
The #covid19 #pandemic revealed shortcomings in #supplychainmanagement and highlighted the need for rebuilding #supplychains for...
13 mars 2023
Capturing ERM Lessons Learned from the Covid -19 Pandemic through Concept Mapping
The #covid19 #pandemic challenged every aspect of business and forced organizations to shift into #crisismode. The pandemic re-exposed...
10 mars 2023
Risk Management in Small- and Medium-Sized Businesses and How Accountants Contribute
The study finds that entrepreneurs view #riskmanagement as a mindset focused on asset preservation, competitive advantages, and local...
10 mars 2023
Capital Allocation Rules and Generalized Collapse to the Mean
"In the [#riskmanagement] context of #capitalallocation principles for (not necessarily coherent) #riskmeasures, we derive - under mild...
bottom of page