154 résultats
pour « riskmanagement »
"These parameters can be calibrated using public data. This new approach means not only to evaluate climate risks without picking any specific scenario but also allows to fill the gap between current one year approach of regulatory and economic capital models and the necessarily long-term view of climate risks by designing a framework to evaluate the resulting credit loss on each step (typically yearly) of the transition path. This new approach could prove instrumental in the 2022 context of central banks weighing the pros and cons of a climate capital charge."
"In the recent event of a mis-selling on the high risk financial products, we have the different perception on internal controls between regulatory authorities and financial firms."o financial services for all communities, especially those most impacted by climate change. "
"Likelihood and impact are variables that are stressed when characterizing risks, evolving as an organization increases scalability and network infrastructure. Effective security risk management preparation relies severely on initiative-taking and adversarial mindsets."
"Explainable Artificial Intelligence (XAI) models allow for a more transparent and understandable relationship between humans and machines. The insurance industry represents a fundamental opportunity to demonstrate the potential of XAI, with the industry’s vast stores of sensitive data on policyholders and centrality in societal progress and innovation."
"As a result of a regulatory focus on quantitative capital requirements, it also finds management of people risk subsumed by this regulatory approach, and evidence that the ‘embedded’ nature of people risk has hindered the development of a more comprehensive industry-wide approach to people risk management."
"Using regret bounds from Online Convex Optimization, we obtain rigorous guarantees on the asymptotic power of the tests for a wide range of alternative hypotheses. Our results allow for bounded and unbounded data distributions, assuming that a sub-ψ tail bound is satisfied."
"Estimations of model parameters are presented under Bayesian framework using a combination of Gibbs sampler and Metropolis-Hastings algorithm. Predictions and applications of the proposed model in enterprise risk management and cyber insurance rate filing are discussed."
"We ... present a simple sufficient condition for monotone comparative statics of changes in risk under risk aversion."
"We... apply two stochastic orders to some classic decision problems in economics and finance including a portfolio problem, two insurance problems, and four management decision problems and present a simple sufficient condition for monotone comparative statics of changes in risk under risk aversion."
"…. the surplus of an insurance company is routinely approximated by a Brownian motion, as opposed to the geometric Brownian motion used to model assets in finance. Furthermore, exposure to risk is controlled "downwards" via reinsurance, rather than "upwards" via risky investments. This leads to interesting qualitative differences in the optimal solutions."