Nos derniers articles

"We use the recently failed #svb as a case study. Our [#machinelearning #textanalysis] findings indicate a weaker emphasis on #riskgovernance by SVB and an environment, particularly after 2011, where the #ceo became more dominant in influencing SVB’s #riskculture. We also show that despite recognition of the portfolio problems, SVB’s CEO’s tone indicated that #regulatorycompliance and #riskstrategy of the #bank would #mitigate these #risks. We observe an alignment between the #riskculture of SVB and other banks with the highest uninsured deposits as well as with two #us #gsibs."

"... we have applied text analysis methodologies to extract information from descriptions in the OpRisk database. After delicate tasks like data cleaning, text vectorization, and semantic adjustment, we apply methods of dimensionality reduction and several clustering models and algorithms to develop a comparison of their performances and weaknesses. Our results improve retrospective knowledge of loss events and enable to mitigate future risks."