Capturing ERM Lessons Learned from the Covid -19 Pandemic through Concept Mapping
The #covid19 #pandemic challenged every aspect of business and forced organizations to shift into #crisismode. The pandemic re-exposed...
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10 mars 2023
Risk Management in Small- and Medium-Sized Businesses and How Accountants Contribute
The study finds that entrepreneurs view #riskmanagement as a mindset focused on asset preservation, competitive advantages, and local...
10 mars 2023
Capital Allocation Rules and Generalized Collapse to the Mean
"In the [#riskmanagement] context of #capitalallocation principles for (not necessarily coherent) #riskmeasures, we derive - under mild...
10 mars 2023
Augmented AI-Knowledge Driven Intelligent Systems for Adversarial-Dynamic Uncertainty and Complexity
The latest #ai-#cybersecurity-#knowledgemanagement practices advance the future of #riskmanagement practices. The article highlights 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...
2 mars 2023
Bankers Trust and the Birth of Modern Risk Management
This paper discusses the origins of modern #riskmanagement concepts and applications in the #financialindustry, which were developed at...
2 mars 2023
Financial Event Evolution Knowledge Graph: A Novel Approach of Event Analysis and Risk Discovery
This #china Wuhan University study proposes a Financial Event Evolution Knowledge Graph (FEEKG) to identify key risk sources by event...
24 févr. 2023
Pairwise counter-monotonicity
"We show that pairwise counter-monotonicity implies negative association, and it is equivalent to joint mix dependence if both are...
23 févr. 2023
Optimal Risk Management with Reinsurance and its Counterparty Risk Hedging
"... we revisit the study of an optimal risk management strategy for an insurer who wants to maximize the expected utility by purchasing...
16 févr. 2023
Insurance Contracting with Adverse Selection and Moral Hazard
"Our model yields richer separating Nash equilibria than pure moral hazard and pure adverse selection models, although separating Nash...
16 févr. 2023
Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers
This article offers a #riskmanagement framework specifically designed for the #insurance and #reinsurance industries to analyze the...
16 févr. 2023
Managing Cyber Risk, a Science in the Making
"After reviewing the main characteristics of cyber risk, we consider the three layers of cyber space: hardware, software and...
9 févr. 2023
Toward a Systems Architecture in Corporate Governance
"This architecture will improve board of directors’ decision-making, strengthen compliance and risk management protocols, empower...
9 févr. 2023
Risk sharing, measuring variability, and distortion riskmetrics
"We address the problem of sharing risk among agents with preferences modelled by a general class of comonotonic additive and law-based...
8 févr. 2023
Macroprudential Regulation: A Risk Management Approach
Proposes a set of novel modeling mechanisms to regulate the size of banks' macroprudential capital buffers by using market-based...
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...
31 janv. 2023
Analysis of New Models of Emerging Risk for Insurance Companies: The Climate Risk
"We aim to analyze strategies for assessing and managing new risks that affect the insurance industry, considering the regulatory...
26 janv. 2023
Bayesian Model Selection and Prior Calibration for Structural Models in Economic Experiments
"Bayesian estimates from experimental data can be influenced by highly diffuse or "uninformative" priors. This paper discusses how...
26 janv. 2023
Aggregating heavy-tailed random vectors: from finite sums to Lévy processes
"... we study the behavior of the asymptotic tail distribution of independent sums of heavy-tailed random vectors under the paradigm of...
17 janv. 2023
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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