Understanding Reputational Risks: The Impact of ESG Events on European Banks
This study analyzes the financial impact of Corporate Social Irresponsibility (CSI) events on European banks using a dataset of 11,832...
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22 janv.
Open banking, shadow banking and regulation
Open banking creates diverse models: competitive and monopolistic banks. Policy changes impacting relative profitability lead banks to...
16 nov. 2023
Legal risk management in the Polish banking sector
"Since the global financial crisis of 2007–9, legal risk has become increasingly important for the banking sector. In Poland, the growth...
29 août 2023
Need for Artificial Intelligence (Ai) to Be Explainable in Banking and Finance
The essential role of #ai in #banking holds promise for efficiency, but faces challenges like the opaque "black box" issue, hindering...
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...
26 juin 2023
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations
This paper examines the use of #machinelearning methods in the context of #banks' #capitalrequirements, specifically the internal Ratings...
15 mai 2023
Central bank supervisory role: micro-prudential supervision and regulation of ESG risks
This paper discusses the role of #centralbanks in #regulating and #supervising #esgrisks in the #banking sector. The authors review...
15 mars 2023
Integration and Risk in the European Banking Union: Study Through Complex Networks and ML
We define the degree of #banking integration in the #eurozone through different phases of the #economic cycle, from 2006 to 2020, with...
1 févr. 2023
Models of Accounting Disclosure by Banking Institutions
Monograph on accounting disclosure by banking institutions explores banking specificities, presents workhorse models, and illustrates...
1 févr. 2023
Is Bank CEO Pay Sensitive to Operational Risk Event Announcements?
This study reveals how operational risk events affect US bank CEO compensation from 1992-2016. Results indicate that compensation...
18 janv. 2023
Geopolitical Uncertainty and Banking Risk: International Evidence
"The increased banking risk mainly attributed to reduction in bank capital and escalated fluctuations in bank profitability." LIRE
11 janv. 2023
Machine Learning for Categorization of Operational Risk Events Using Textual Description
"... an overview of how machine learning can help in categorizing textual descriptions of operational loss events into Basel II event...
10 janv. 2023
The Information Value of Past Losses in Operational Risk
"... the information provided by past losses results from them capturing hard to quantify factors such as the quality of operational risk...
3 oct. 2022
Using Knowledge Distillation to improve interpretable models in a retail banking context
" Predictive machine learning algorithms used in banking environments, especially in risk and control functions, are generally subject to...
7 sept. 2022
Operational Loss Recoveries and the Macroeconomic Environment: Evidence from the U.S. Banking Sector
"Our findings offer new evidence on how economic shocks transmit to banking industry losses with implications for risk management and...
15 juil. 2022
Strategy and Business Models in Retail Banking: Why They Also Matter to Supervisors
"Retail banking is a distinct part of the banking industry. It has been undergoing important changes in recent decades mainly due to...
21 avr. 2022
Operational Research and Artificial Intelligence Methods in Banking
"The article reviews the main topics of this research, including bank efficiency, risk assessment, bank performance, mergers and...
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