Responsible Investments in Life Insurers' Optimal Portfolios under Solvency Constraints
"Because of the specific nature of a life insurer's business model, the impact of the ESG level on the expected return of life insurers...
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Rechercher
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...
13 juil. 2022
Corporate Governance and Sustainability
"Sustainability and social inequality are ‘grand challenges’ with a strong impact on companies and investors. The dominant theories and...
17 juin 2022
The Next Decade of EU Macroprudential Policy
"This paper presents an overview of key proposals formulated by the European Systemic Risk Board (ESRB), the European Banking Authority...
7 juin 2022
ESG Risk Is a Core Concern for Financial Services Regulation
"In addition to a range of international and domestic sources, our submission draws directly on the research, data and findings that...
7 juin 2022
Δ−CoES
"For regulators, risk managers and market participants these properties are interesting from an economic standpoint when they require the...
27 mai 2022
Bank regulation, internal governance, and bank risk: Global evidence
"Using a broad international sample, we find that banks with better governance in countries with better regulatory quality have lower...
27 mai 2022
The Limits of Regulation by Insurance
"Creating less loss than insurance otherwise might have created is not regulation or loss prevention. Rather, it is damage-control, and...
16 mai 2022
Capital Requirements and Growth in an Open Economy
"... capital requirements can promote growth by mitigating the risk of financial crises, possibly by encouraging... prudent lending....
16 mai 2022
Inconsistent Capital Regulation
"Using variation across insurers within the same country, and across countries for the same insurance group, we show that market risk...
21 avr. 2022
The Status of People Risk Management in UK Banks
"As a result of a regulatory focus on quantitative capital requirements, it also finds management of people risk subsumed by this...
21 avr. 2022
Deep Learning in Finance: From Implementation to Regulation
"The role of regulatory agencies will be crucial to protect consumers while allowing innovation. There is currently no unified regulatory...
6 avr. 2022
Evolving Approaches to Systemic Risk Regulation in Insurance
"... this book chapter evaluates how policymakers' approaches to systemic risk regulation in insurance have evolved since the crisis. It...
15 mars 2022
Regulatory Oversight and Bank Risk
"Using a sample of bank holding companies over the period 2015Q1 through 2020Q1, we find that risk exposure increases for the large banks...
11 févr. 2022
Cloud Computing Demystified (Part 2): Control, Security, and Risk in the Cloud
"This paper looks at three of the key technical and commercial aspects of cloud computing: control, security, and risk." LIRE
9 févr. 2022
Crisis Preparedness in the Digital World
"The paper will focus on the important role that financial supervisors and regulators can play in promoting effective risk management,...
9 févr. 2022
The Rising Interconnectedness of the Insurance Sector
"We develop a measure of connectedness using a multifactor model of weekly equity returns. The empirical analysis is conducted from 1973...
1 févr. 2022
Structure and Complexity of Global Insurance Groups
"We construct and analyze a novel dataset on the corporate structure of the top 100 global insurance groups with headquarters located in...
21 janv. 2022
Political Risk Management
"In the current business climate, more companies should emphasize and integrate political risk oversight in their ERM programs. Although...
12 janv. 2022
Re-Imagining Risk: The Role of Resilience and Prevention
"I argue that that conventional risk analysis—meaning risk analysis fixated on controlling risks—should expand to systematically...
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