"We use the recently failed #svb as a case study. Our [#machinelearning #textanalysis] findings indicate a weaker emphasis on #riskgovernance by SVB and an environment, particularly after 2011, where the #ceo became more dominant in influencing SVB’s #riskculture. We also show that despite recognition of the portfolio problems, SVB’s CEO’s tone indicated that #regulatorycompliance and #riskstrategy of the #bank would #mitigate these #risks. We observe an alignment between the #riskculture of SVB and other banks with the highest uninsured deposits as well as with two #us #gsibs."
top of page
Rechercher
Posts récents
Voir tout“As analysts are primary recipients of these reports, we investigate whether and how analyst forecast properties have changed following...
00
This study proposes a new method for detecting insider trading. The method combines principal component analysis (PCA) with random forest...
00
Cyber risk classifications often fail in out-of-sample forecasting despite their in-sample fit. Dynamic, impact-based classifiers...
30
bottom of page
Comments