Multivariate risk measures for elliptical and log‑elliptical distributions

"This paper introduces the multivariate range Value-at-Risk (MRVaR) and multivariate range covariance (MRCov) as #risk#measures for #riskmanagement in #regulation and investment… Frequently-used cases in industry, such as normal, student-t, logistic, Laplace, and Pearson type VII distributions, are presented with numerical examples."

Taking AI Risks Seriously: A Proposal for the AI Act

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"... we propose applying the #risk categories to specific #ai #scenarios, rather than solely to fields of application, using a #riskassessment #model that integrates the #aia [#eu #aiact] with the risk approach arising from the Intergovernmental Panel on Climate Change (#ipcc) and related literature. This model enables the estimation of the magnitude of AI risk by considering the interaction between (a) risk determinants, (b) individual drivers of determinants, and (c) multiple risk types. We use large language models (#llms) as an example."

Central bank supervisory role: micro‑prudential supervision and regulation of ESG risks

This paper discusses the role of #centralbanks in #regulating and #supervising #esgrisks in the #banking sector. The authors review recent international and regional rules requiring banks to consider #esg factors in their #governance, and analyze the practices of #microprudential #supervisors in several jurisdictions.

Consumer Utility, Capital and Fair Profit Margins in Insurance

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"Observed #competitive market #profitmargins in #insurance have generally exceeded what is considered fair being the #capm adjustment for risky loss cashflows. This potential ‘missing link’ has attempted to be explained by either #risk, #capital or frictions that are unrecognised by the theory. It is proposed here that the missing link instead relates to the consumption of insurance services for which a fair profit margin arises under marginal utility principles."