Risk Management and the Board of Directors
"... new risks—and the intensification of longstanding risks—are pressure-testing the agility and resilience of corporate strategies,...
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Rechercher
15 juil. 2022
Constructing Early Warning Indicators for Banks Using Machine Learning Models
"This research contributes to bank liquidity risk management by employing supervised machine learning models to provide banks with early...
10 juin 2022
Measuring Capital at Risk in the Uk Banking Sector: A Microstructural Network Approach
"We ... estimate the quarterly evolution of expected losses (Capital at Risk) for the UK banking sector, and via Monte Carlo simulations...
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