The Information Value of Past Losses in Operational Risk
"We show that past operational losses are informative of future losses, even after controlling for a wide range of financial...
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Rechercher
17 janv. 2023
The Bayesian approach to analysis of financial operational risk
"The article provides a short overview of methods for constructing mathematical models in the form of Bayesian Networks for modeling...
16 janv. 2023
Bank Stress Testing, Human Capital Investment and Risk Management
"While stress testing has modernized banks’ internal risk management by spurring the acquisition of highly skilled risk management...
11 janv. 2023
Systemic Operational Risk in the Australian Banking System: The Royal Commission
"This paper ... documents some of the most prominent cases of misconduct, which it summarizes in terms of operational risk losses (using...
9 janv. 2023
Risk Reporting to the Board of Directors: Comparison of Norwegian Power Companies and Banks
"... compares two industries where legislative requirements differ, but it finds the same pattern: the ideals of enterprise risk...
4 janv. 2023
Beyond the Corner Office: Employee Characteristics and Bank Performance
"... banks with shorter employee tenures and higher fractions of MBAs, top school graduates, and job jumpers performed more poorly during...
2 janv. 2023
Empirical Research on Banks’ Risk Disclosure
"By identifying research gaps and conceptualizing a research agenda, this paper continues to serve the academia to broaden the research...
12 déc. 2022
Climate Risks in the U.S. Banking Sector: Evidence from Operational Losses and Extreme Storms
"... our findings provide new evidence regarding U.S. banking organizations' exposure to climate risks with implications for risk...
12 déc. 2022
Climate Change, Bank Fragility, and Systemic Risk
"... climate change exacerbates financial instability, but adaptation can build resilience to climate impacts." LIRE
6 déc. 2022
International Banking Regulation and Climate Change
" The global climate crisis and the economy’s green transition are giving rise to new types of risks for banks. This paper analyses some...
5 déc. 2022
Climate Risk, ESG Performance, and ESG Sentiment for U.S. Commercial Banks
"Climate risk is positively associated with the environmental, social, and governance (ESG) performance of banks and negatively...
5 déc. 2022
The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements
"Under the Single Supervisory Mechanism (SSM) introduced in 2014, the European Central Bank directly supervises significant euro area...
21 nov. 2022
Estimating German Bank Climate Risk Exposure using the EU Emissions Trading System
" We focus on German banks and measure their exposure to climate risk using CO2 emissions reported for German firms in the European Union...
11 oct. 2022
Bank Capital, Risk-Taking and Stability: The Relationships Assumed in Capital Regulation?
"We find that bank capital and probability of default PD impact each other, where the total influence of the latter on the former is...
21 sept. 2022
How to Release Capital Requirements During a Pandemic? Evidence from Euro Area Banks
"... requirement releases are more effective for banks with a low capital headroom over requirements and do not trigger additional...
19 sept. 2022
Regulatory Capital and Bank Risk-Resilience Amid the Covid-19 Pandemic:
"... banks with robust pre-crisis regulatory capital ratios are less risky (have a lower insolvency risky) relative to less-capitalised...
16 sept. 2022
The impact of climate transition risks on financial stability. A systemic risk approach.
"We find that default premium, yield slope and inflation are the main drivers of climate transition risk, and that, in terms of capital...
12 sept. 2022
The Effects of the Financial Crisis and Basel III on Banks’ Risk Disclosure: A Textual Analysis
"Our findings, based on LDA topic modeling and term frequency, indicate that already at the time of the crisis Israeli banks had shifted...
9 sept. 2022
ESG Risks: A New Source of Risks for the Banking Sector
"The ambitious policy agenda in relation to sustainability requires a shifting mindset in the financial sector, in order to finance the...
8 sept. 2022
Female Chief Risk Officers (Cros) and Risk-Taking in Banks
"... the appointment of a female risk officer is not sufficient to reduce risk-taking by banks." LIRE
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