Building up Cyber Resilience by Better Grasping Cyber Risk Via a New Algorithm for Modelling...
"We propose here an analysis of the database of the cyber complaints filed at the Gendarmerie Nationale. We perform this analysis with a...
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Rechercher
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...
13 janv. 2023
Financing Constraints and Risk Management: Evidence From Micro-Level Insurance Data
"Using data on credit scores matched with unique information on firm level commercial insurance purchases, we find that financing...
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...
9 janv. 2023
Risk, Uncertainty, and the Future of Corporate Human Rights Due Diligence
"The EU, France, and Germany, among other jurisdictions, have recently adopted laws requiring large businesses to conduct human rights...
13 déc. 2022
Strategic Data Access Management
"An employee may be attacked by a potentially sophisticated adversary whose goal is to steal all their data. Therefore, the firm trades...
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...
7 déc. 2022
A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management
"We here propose a novel XAI [eXplainable AI] technique for deep learning methods (DL) which preserves and exploits the natural time...
30 nov. 2022
Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
" In this paper, we use stochastic algorithms schemes in estimating MSRM [market data based systemic risk measure] and prove that the...
23 nov. 2022
Cyber Risk: Hyperconnectivity and the Political Economy of Uncertainty
"This paper explores the notion of ‘cyber risk’, asking how we might understand it through a sociotechnical lens. It pays specific...
21 nov. 2022
On Optimal Insurance And Anomaly-Detection In Title Insurance Coverage.
"… this article introduces decision models and shows that the optimal title insurance evolves as market and property-specific conditions...
16 nov. 2022
HGV4Risk: Hierarchical Global View-guided Sequence Representation Learning for Risk Prediction
"Despite that some attention or self-attention based models with time-aware or feature-aware enhanced strategies have achieved better...
14 nov. 2022
The Government Behind Insurance Governance: Lessons for Ransomware
"This paper analyzes how governments support insurance markets to maintain insurability and limit risks to society. We propose a new...
10 nov. 2022
Conditional divergence risk measures
"Our paper contributes to the theory of conditional risk measures and conditional certainty equivalents. We adopt a random modular...
8 nov. 2022
Repositioning the Compliance Function in the New Governance Era
"... I consider the effectiveness of the Compliance role within the organisational structure and how far the demarcation of the function...
3 nov. 2022
Cyber Threats to Business: Identifying and Responding to Digital Attacks
"We believe our paper adds to the important body of cybersecurity literature that explores the roles of government and business,...
1 nov. 2022
Difference between integrated quantiles and integrated cumulative distribution functions.
"When developing large-sample statistical inference for quantiles, also known as Values-at-Risk in finance and insurance, the usual...
31 oct. 2022
Supply Chain Characteristics as Predictors of Cyber Risk: A Machine-Learning Assessment
"... supply chain network features add significant detection power to predicting enterprise cyber risk, relative to merely using...
28 oct. 2022
Measuring Transition Risk in Investment Funds
"We find that sustainable funds are less exposed to transition risk and perform better than the overall fund sector in the low-carbon...
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