How 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...
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Rechercher
8 juin 2023
Climate 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. 2023
Regulation Priorities for Artificial Intelligence Foundation Models
This article discusses the need for high-level frameworks to guide the #regulation of #artificialintelligence (#ai) technologies. It...
21 avr. 2023
The 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. 2023
Systemic risk measured by systems resiliency to initial shocks
This study proposes a new approach to the analysis of #systemicrisk in #financialsystems, which is based on the #probability amount of...
9 mars 2023
Quantifying Systemic Risk in the Presence of Unlisted Banks
This paper proposes a #credit#portfolio approach for evaluating #systemicrisk and attributing it across #financialinstitutions. The...
2 mars 2023
Algorithmic Black Swans
The paper discusses the risks posed by #artificialintelligence (#ai) systems, from biased lending algorithms to chatbots that spew...
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