8 août 2023How 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...
8 juin 2023Climate 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...
26 avr. 2023Regulation Priorities for Artificial Intelligence Foundation ModelsThis article discusses the need for high-level frameworks to guide the #regulation of #artificialintelligence (#ai) technologies. It...
21 avr. 2023The Estimation Risk in Extreme Systemic Risk Forecasts"#systemicrisk measures have been shown to be predictive of #financialcrises and declines in real activity. Thus, forecasting them is of...
13 avr. 2023Systemic risk measured by systems resiliency to initial shocksThis study proposes a new approach to the analysis of #systemicrisk in #financialsystems, which is based on the #probability amount of...
9 mars 2023Quantifying Systemic Risk in the Presence of Unlisted BanksThis paper proposes a #credit#portfolio approach for evaluating #systemicrisk and attributing it across #financialinstitutions. The...
2 mars 2023Algorithmic Black SwansThe paper discusses the risks posed by #artificialintelligence (#ai) systems, from biased lending algorithms to chatbots that spew...