774 résultats
pour « Autre »
Proposed #actuarial #models address concerns over #longevity #risk by incorporating stalling #mortality improvements and #heatwave effects. They offer a parsimonious approach to capturing recent mortality trends and enable more accurate forecasts. Findings indicate a higher #insurance #riskpremium tolerance in longevity swaps.
"#banks take costly actions (such as higher #capitalization, #liquidity holding, and advanced #riskmanagement) to avoid financial distress and #bankruns ... We show that #prudential #regulations have an informational impact: sufficiently tight regulations can eliminate inefficient separating equilibria in banks’ signaling game, thereby changing the information available to creditors and their incentives to run."
"This concise philosophical essay explores the hypothetical scenario of an #artificialintelligence (#ai) gaining agency capabilities and the relative impossibility of its shutdown due to the constraints of #network#infrastructure."
"#processmining has become a standard in many companies as part of #processcontrol in various areas. Previous papers for specific areas have discussed its use to ensure good #governance. This paper proposes generic use cases of process mining in the context of #assurance activities in the three-lines-of-defense model and validates with real corporate data from a multinational company."
"#expectile is a #risk measure that, similar to #var (quantile) and CVaR (superquantile), can be employed in #riskmanagement."
The paper explores the challenges of building a #safetyculture for #ai, including the lack of consensus on #risk prioritization, a lack of standardized #safety practices, and the difficulty of #culturalchange. The authors suggest a comprehensive strategy that includes identifying and addressing #risks, using #redteams, and prioritizing safety over profitability.
While previous research has focused on #cyberrisk #riskmitigation measures, this study describes the emergence of various real-world cyber #risktransfer products in the last decade, including #warranties, #cloudcomputing partnerships, #parametricinsurance, #reinsurance, and #cyber #catbonds.
#esgratings ratings have informational content in #europe, but results are mixed in other regions. Information from multiple #esg rating providers should be cross-checked before being integrated into investment processes
This paper examines the use of #machinelearning methods in the context of #banks' #capitalrequirements, specifically the internal Ratings Based (#irb) approach. The authors discuss the advantages and risks of using machine learning in this domain, and provide recommendations related to #risk parameter estimations, #regulatory capital, the trade-off between performance and interpretability, international #banking competition, and #governance, #operationalrisk, and training.
The paper discusses the importance of #riskinformed #decisionmaking -and the use of #riskassessment to support decisions. It highlights the need for a more dynamic approach to #riskmanagement, which takes into account #uncertainty, changes in systems, phenomena, or values that could alter the underlying premises of the initial risk assessment.