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3 résultats pour « covid »

Risk Management and the Board of Directors

17 janv. 2023 Autre, riskmanagement, cybersecurity, corporategovernance, pandemic, geopoliticalrisk, politicalrisk, covid, ukraine

"... new risks—and the intensification of longstanding risks—are pressure-testing the agility and resilience of corporate strategies, risk management systems and practices."

Constructing Early Warning Indicators for Banks Using Machine Learning Models

15 juil. 2022 Autre, banks, machinelearning, models, liquidityrisk, covid, crisismanagement, earlywarning

"This research contributes to bank liquidity risk management by employing supervised machine learning models to provide banks with early warnings of liquidity stress using market-based indicators."

Measuring Capital at Risk in the Uk Banking Sector: A Microstructural Network Approach

10 juin 2022 Autre, banks, risks, uk, losses, covid, tailevents, expectedlosses

"We ... estimate the quarterly evolution of expected losses (Capital at Risk) for the UK banking sector, and via Monte Carlo simulations the stochastic distribution of UK banks’ losses to study the severity and likelihood of tail-events (Conditional Capital at Risk). In the end, we provide insights on the impact of the Covid-19 pandemic on UK banking system’s loss distribution by decomposing the sources of average and tail risks."

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