Nos derniers articles

This study examines the relationship between reputational events and business sustainability by assessing the effects of such events on the share prices/market capitalisations of FTSE/JSE Top 40 Index entities. Using event study methodology and Tobin’s Q ratio, the study found that reputational events are associated with significant negative cumulative average abnormal returns on the day of the event announcement and for a period thereafter, highlighting the need for listed firms to include #reputationalrisk within their #riskmanagement management frameworks and for practitioners to implement reputation management strategies.

This research presents a balance #scorecard tool for assessing #disasterriskreduction and #resilience (#dr3) in the context of #floods, #droughts and #heatwaves. It aims to support the integration and monitoring of #climateadaptation, #sustainability and #riskreduction into development planning in vulnerable communities. This approach contributes to strengthening #governance, resilience and #riskmanagement in disaster-prone areas.

"This paper examines the major causes of #svbcollapse collapse in March 2023 from a #regulatory and #riskmanagement perspective... Our analysis reveals major weaknesses in SVB’s risk management practice but also underlines weaknesses in the US regulatory regime [compared to #baseliii] reaching from reporting exemptions for small banks in the domain of liquidity and interest rate risks, non-sufficiently sensitive monitoring ratios, and misalignments between #accounting and risk management principles hindering effective oversight."

This paper discusses the limitations of traditional #asset#liability#management (#alm) techniques in #riskmanagement, particularly in high-interest rate environments, and proposes the application of #deep#reinforcement#learning (#drl) to overcome these limitations. The paper defines the components of #reinforcementlearning (#rl) that can be optimized for ALM, including the RL Agent, Environment, Actions, States, and Reward Functions. The study shows that implementing DRL provides a superior approach compared to traditional ALM, as it allows for increased #automation, flexibility, and multi-objective #optimization in ALM.

"... the results provide empirical evidence that #twitter#sentiment and media attention ultimately fueled and accelerated the crash dynamics of #siliconvalleybank apart from the asset-liability mismatch caused by inappropriate #riskmanagement. The findings also emphasize the importance of #socialmedia and herding behaviour for #financialstability."

"#banks that did well in the #gfc also did well in the #pandemic while banks that did poorly during the GFC also did poorly during the pandemic."

"This article discusses the recent bank failures of #svb and #signaturebank and analyzes the balance sheets of these banks to determine if they were outliers or if they represent a systemic problem in #riskmanagement... Our analysis suggests that SVB and Signature were not representative of the canary in the coal mine and that they do not represent the average risk among #banks, but a classic #bankrun run cannot be precluded."

The findings underscore the importance of inside debt compensation as a #riskmanagement #governance mechanism that alleviates inefficiencies related to #cybersecurity investments.

The paper argues that seeing #riskmanagement as a question of defining the partnership between business and government is crucial to improving it rather than focusing solely on the amount of #regulation.Sometimes these partnerships are adversarial, as they can be with government regulation. Other times they are seemingly invisible, such as when society relies on private #insurance markets to manage risk.

Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk. Risk evaluation, which includes assessing potential risks and their #probabilities, is also vital. #bibliometric analysis using #metrics such as citations, networks, co-authorship, and region-based #publications can provide insights into the quality of #research on operational risk and identify gaps. Such analysis reveals a growing interest in the study of operational risk, but also highlights research gaps that need to be addressed for effective risk management.