Natural Disaster Risk and Firm Performance: Text Mining and Machine Learning Approach
Advanced #machinelearning models were found to be more effective than #linearregression in predicting firm performance under...
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30 août 2023
The Ethics of Generative AI in Tax Practice
The article delves into #ethical concerns with #aitools in #legal and #tax research, addressing #output #quality, #bias, #verifiability,...
28 août 2023
Uncertainty Propagation and Dynamic Robust Risk Measures
The framework presents a method to quantify #uncertainty propagation in #dynamic #scenarios, focusing on discrete #stochastic processes...
22 août 2023
Estimating the Impact of Physical Risks on Firm Defaults: A Supply-Chain Perspective
This study employs an agent-based #model to explore how #climate shocks spread within #supplychains, linking #climateimpacts to firms'...
18 août 2023
A New Approach to Measuring AI Bias in Human Resources Functions: Model Risk Management
Companies use #ai tools for #hr decisions, but they face a balance between benefits and #risks. With limited federal #regulation and...
8 août 2023
SVB and Beyond: The Banking Stress of 2023
In March 2023, rapid #bankruns led to the failures of #siliconvalleybank, Signature Bank, and First Republic Bank. Uninsured depositors...
2 août 2023
Climate Risk and Bank Capital Structure
"This paper lends support to the importance of the #climatechange-related #risks into #prudential #supervision to protect the...
26 juil. 2023
Modelling Climate Litigation Risk for (Re)Insurers
#Insurers, #reinsurers and #regulators struggle to #quantify and #manage the #financialimpact of #climatelitigation. This report provides...
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...
28 juin 2023
Building a Culture of Safety for AI: Perspectives and Challenges
The paper explores the challenges of building a #safetyculture for #ai, including the lack of consensus on #risk prioritization, a lack...
30 mai 2023
CEO Risk-Culture, Bank Stability and the Case of the Silicon Valley Bank
"We use the recently failed #svb as a case study. Our [#machinelearning #textanalysis] findings indicate a weaker emphasis on...
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...
23 mai 2023
Does Political Risk Exacerbate Climate Change Risk? Firm-Level Evidence
"Our study extends the research on the determinants of corporate #climaterisk and impact of firm-level #politicalrisk on various...
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...
2 mai 2023
Rationalizing AI Governance: A Cross-Disciplinary Perspective
The study emphasizes the need for a better understanding of #ai to avoid policies that may hinder its benefits. It argues for a...
28 avr. 2023
Climate Risk Transfer vs Risk Reduction
#insurance#climaterisk "This paper discusses the relationship between the financial constraints faced by infrastructure assets due to...
17 avr. 2023
Uncertainty and Welfare in Insurance Markets
"… we find that the #uncertainty premium is negatively correlated with #riskaversion at all sizes and #probabilities of #risks. This...
14 avr. 2023
Policyholders' Subjective Beliefs: Approaching New Drivers of Insurance ESG Reputational Risk
This paper explores the #reputationalrisk associated with #esg investments and provides a formal theoretical valuation system for ESG...
14 avr. 2023
Getting AI Innovation Culture Right
This paper discusses the role of public policy in #regulating the development of #ai, #ml, and #robotics, and the potential #risks of...
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