Geopolitical Risk Shocks: When the Size Matters
The paper examines non-linearities in how geopolitical risk (GPR) shocks affect the economy. Using a VARX model, it finds that large GPR...
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28 août 2023
Uncertainty Propagation and Dynamic Robust Risk Measures
The framework presents a method to quantify #uncertainty propagation in #dynamic #scenarios, focusing on discrete #stochastic processes...
24 août 2023
Optimal Robust Reinsurance with Multiple Insurers
"We study a #reinsurer who faces multiple sources of #model #uncertainty. The reinsurer offers contracts to n #insurers whose #claims...
21 août 2023
Does National Culture Influence Malfeasance in Banks Around the World?
The study investigates the influence of national culture on the severity of global #bank#misconduct. It finds that cultural traits such...
18 août 2023
Demographic Issues in Longevity Risk Analysis
The paper discusses #modeling #longevity #risk, focusing on assumptions in #demographic #forecasting to project past data into the...
21 juin 2023
Extending and Improving Current Frameworks for Risk Management and Decision-Making
The paper discusses the importance of #riskinformed #decisionmaking -and the use of #riskassessment to support decisions. It highlights...
5 mai 2023
Understanding Uncertainty Shocks and the Role of Black Swans
We offer a #datadriven theory of #belief formation that explains sudden surges in economic #uncertainty and their consequences. It argues...
5 mai 2023
What are Large Global Banks Doing About Climate Change?
"From a #riskmanagement perspective, it is challenging to #model physical and #transitionrisks given the #uncertainty around #climaterisk...
17 avr. 2023
Uncertainty and Welfare in Insurance Markets
"… we find that the #uncertainty premium is negatively correlated with #riskaversion at all sizes and #probabilities of #risks. This...
5 avr. 2023
Refining Data Protection: Anonymisation and Scope of GDPR
This paper explores the #uncertainty around when #data is considered "#personaldata" under #dataprotection#laws. The authors propose that...
17 mars 2023
Dealing with Uncertainty in Cyberspace
There are five different common reactions to dealing with, or taming, this #uncertainty in #cyberspace: (1) using #riskmanagement to...
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...
20 févr. 2023
The Relationship between Climate Risk, Climate Policy Uncertainty, and Co2
"Shocks to disaster costs seem to decrease all type of emissions significantly and also increase renewable energy use significantly. The...
13 févr. 2023
Quantifying Uncertainty and Sensitivity in Climate Risk Assessments
"We present a novel approach to quantify the uncertainty and sensitivity of risk estimates, using the CLIMADA open-source climate risk...
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...
1 déc. 2022
The economic impact of conflict-related and policy uncertainty shocks: the case of Russia
"We show that negative shocks to the selected indicators lead to economic slowdown, with a persistent drop in GDP growth and a...
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 oct. 2022
Fat Tails and Asymmetric Time Horizons: Dealing With Systemic Climate-Related Uncertainty
"Even pioneering forward-looking stress tests cannot feasibly capture all possible tail risks. We propose supplementing the existing...
21 sept. 2022
Regulatory Complexity, Uncertainty, and Systemic Risk: are Regulators Hedgehogs or Foxes?
"Rebalancing regulation towards simplicity may produce Pareto-improving solutions, and encourage better decision making by authorities...
15 sept. 2022
Catastrophic Uncertainty and Regulatory Impact Analysis
"Cost-benefit analysis embodies techniques for the analysis of possible harmful outcomes when the probability of those outcomes can be...
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