54 résultats
pour « compliance »
" Predictive machine learning algorithms used in banking environments, especially in risk and control functions, are generally subject to regulatory and technical constraints limiting their complexity. Knowledge distillation gives the opportunity to improve the performances of simple models without burdening their application, using the results of other - generally more complex and better-performing - models."
"... there is a risk that the EU’s Network and Information Systems Directive (‘NIS Directive’) might lead to only incremental improvements in the cybersecurity of Europe’s critical infrastructure and digital services, while generating substantial compliance activity, aimed at placating regulators and reassuring the general public."
"... requirement releases are more effective for banks with a low capital headroom over requirements and do not trigger additional risk-taking. These findings provide key insights on how to design effective bank capital requirement releases in crisis time."
"... we have performed a detailed study which includes: GDPR-compliance, provided functionality, security and privacy issues, and the cost ... of the different operations to be run on the blockchain."
"Drawing on recently disclosed information on the Pillar 2 capital requirements of banks directly supervised by the ECB, we find that bank-specific capital requirements are mostly driven by business model and profitability, credit risk, and internal governance and risk management issues. Moreover, we propose a novel measure of bank governance quality that teases out the qualitative dimension of the P2R decision."
"We conclude that the purchase of cyber insurance is indicative of an overall higher risk profile, but that having that insurance after experiencing a breach and formalizing cyber risk oversight within the audit committee reduces auditors’ perceptions of risk."
"Because of the specific nature of a life insurer's business model, the impact of the ESG level on the expected return of life insurers can substantially differ from the corresponding impact for classical investors."
"Our results confirm that the publication of capital requirements can have a disciplinary effect since banks publishing their requirements tend to have more robust capital ratios, which improves market discipline and financial stability."
"Retail banking is a distinct part of the banking industry. It has been undergoing important changes in recent decades mainly due to technological innovations and deregulation."
"... climate change may drive operational risk losses through complex interactions between three factors: changes in human and institutional behaviors, significant and rapid changes in economic metrics and direct physical impacts."