154 résultats pour « riskmanagement »

A Time Series Approach to Explainability for Neural Nets with Applications to Risk‑Management

"We here propose a novel XAI [eXplainable AI] technique for deep learning methods (DL) which preserves and exploits the natural time ordering of the data. Simple applications to financial data illustrate the potential of the new approach in the context of risk-management and fraud-detection."

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms

" In this paper, we use stochastic algorithms schemes in estimating MSRM [market data based systemic risk measure] and prove that the resulting estimators are consistent and asymptotically normal. We also test numerically the performance of these algorithms on several examples."

Cyber Risk: Hyperconnectivity and the Political Economy of Uncertainty

"This paper explores the notion of ‘cyber risk’, asking how we might understand it through a sociotechnical lens. It pays specific attention to how we can theorise cyber risk as an assemblage of sociotechnical ‘riskscapes’, in which our understanding of risk goes beyond organisational imperatives of ‘risk management’ and into treating cyber risk as a set of productive knowledges and practices within a political economy of uncertainty."

HGV4Risk: Hierarchical Global View‑guided Sequence Representation Learning for Risk Prediction

"Despite that some attention or self-attention based models with time-aware or feature-aware enhanced strategies have achieved better performance compared with other temporal modeling methods, such improvement is limited due to a lack of guidance from global view. To address this issue, we propose a novel end-to-end Hierarchical Global View-guided (HGV) sequence representation learning framework. "

The Government Behind Insurance Governance: Lessons for Ransomware

"This paper analyzes how governments support insurance markets to maintain insurability and limit risks to society. We propose a new conceptual framework grouping government interventions into three dimensions: regulation of risky activity, public investment in risk reduction, and co-insurance."

Repositioning the Compliance Function in the New Governance Era

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"... I consider the effectiveness of the Compliance role within the organisational structure and how far the demarcation of the function and its assigned duties are achieving an enterprise-wide culture of good governance and compliance. I posit that, although the delineation of clear responsibilities is important, the benefits of ostensible independence brought about by the departmentalisation of compliance may not be the definite answer to the complex, if not esoteric, challenges faced by organisations in matters of compliance."