Search Results - "Risk management magazine (Online)"

CEO power and bank risk nexus: Evidence from commercial banks in Uganda by Makoni, Patricia, Kajumbula, Richard

“…This study aimed to establish the nexus between CEO power and bank risk. Previous studies on how CEO power affects risk-taking have produced mixed results…”
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Interest rates, profitability and risk: Evidence from local Italian banks over the years 2006 -2018 by Cocozza, Rosa, Curcio, Domenico, Gianfrancesco, Igor, Onoraro, Grazia

“…This paper studies the determinants of net interest margin and of the exposure to the interest rate risk of a sample of 125 local Italian banks during the…”
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A Novel Supervised-Unsupervised Approach for Past-Due Prediction by Gabbi, Giampaolo, Tonini, Daniele, Russo, Michele

“…In the current landscape of banking and financial services, a primary concern for industry practitioners revolves around predicting the probability of default…”
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Does the banks’ performance improve after share buybacks? by Brogi, Marina, Bruno, Michelangelo, Lagasio, Valentina

“…Share buybacks have become a popular way for companies to return capital to shareholders. However, there is an ongoing debate regarding the impact of share…”
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The growing importance of digital risk governance by Valerio Begozzi, Matteo Oldani, Francesca Terrizzano

“…The aim of the paper is to explain what is meant by Digital Risk&Governance. For this purpose, it is important to retrace the technological evolution that has…”
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Modello LGSR forward looking by Cavallini, David, Letizia, Francesco

“…In this work, we propose a hierarchical model to introduce Forward-Looking effects on the Loss Given Default Rate (LGDR) estimate, as required by IFRS9. The…”
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AML Risk Adjusted Performance Indicators: Assumptions & Methodology by Traina, Ivano, Vivoli, Andrea

“…In this paper, starting from the "holistic" approach of the European Banking Authority (EBA) which reinforces the relevance of antimoney laundering in the…”
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COVID-19: managing a pandemic risk with a Non-physical Damage Business Interruption policy by Lagasio, Valentina, Santoboni, Fabrizio, Tremoglie, Davide

“…Pandemic risks, such as Covid-19, are difficult to insure because they are characterized by multiple risks and losses that can affect a variety of enterprises…”
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Banks' governance and risk management frameworks: how to integrate ESG and climate risks by Birindelli, giuliana, Bruno, Michelangelo, Citterio, Alberto, Fuso, Umberto, Genero, Guido Luciano, Magurano, Andrea

“…The transition towards a sustainable economy is currently one of the most pressing issues for managers, stakeholders and policy makers. For the banking sector,…”
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Covid-19 crisis and its impacts on the economic and financial sector by Giliberto, Camillo

“…The World Bank data confirm that the recovery scenario will be different depending on the type of nation, the fundamentals of its economy, etc.. The Bank of…”
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A remark on some extensions of the mean-variance portfolio selection models by Moretto, Enrico

“…Quantitative risk management techniques should prove their efficacy when financially turbulent periods are about to occur. Along the common saying “who needs…”
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Money laundering transaction detection with classification tree models by Giudici, Paolo, Marini, Giulia

“…The detection of money laundering is a very important problem, especially in the financial sector. We propose a mathematical specification of the problem in…”
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Fundamental review of the trading book - Stato dell’arte sulle implementazioni dell’Internal Model Approach by Frazzei, Carlo, Segantin, Davide, Dolci, Patrizia, Garufi, Alessandro, Zavattari, Simone Luca, Giommaroni, Ilaria, Rodonò, Andrea

“…In light of the finalization of the new regulatory framework for market with the adoption of the FRTB at EU level through the publication of CRR III, financial…”
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Deep Learning for seasonality modelling in Inflation-Indexed Swap pricing by Giribone, Pier Giuseppe, Martelli, Duccio

“…An Inflation-Indexed Swap (IIS) is a derivative in which, at every payment date, the counterparties swap an inflation rate with a fixed rate. For the…”
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Stima prospettica delle misure finanziarie e di rischio mediante reti neurali dinamiche: un’applicazione al mercato statunitense by Carlo Decherchi, Pier Giuseppe Giribone

“…The purpose of this article is to explain how a technology based on dynamic neural networks is used for prices forecasting in order to calculate risk measures,…”
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Managing the Risks of Negative Interest Rates by Akkizidis, Ioannis

“…The acceleration in the issuance of government debt since the global financial crisis has led central bankers to engineer interest rates that are historically…”
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Risk allocation with Shapley value in the risk aggregation framework by Lugoboni, Antonio, Picchiotti, Nicola, Spuntarelli, Andrea

“…The topic of risk aggregation arises from the need to incorporate in a single measure the overall exposure to the different risk types. In general, the…”
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Why segmentation matters: a Machine Learning approach for predicting loan defaults in the Peer-to-Peer (P2P) Financial Ecosystem by Perrotta, Adamaria, Bliatsios, Georgios

“…Peer-to-Peer (P2P) lending is an online lending process allowing individuals to obtain or concede loans without the interference of traditional financial…”
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Fundamental review of the trading book: state of art on implementation of Standardised Approach by Figurelli, Nicoletta, Frazzei, Carlo, Garufi, Alessandro, Giordani, Tommaso, Miraldi, Luca, Peron, Marco, Rodonò, Andrea, Siccardi, Edoardo, Stellacci, Gaetano, Tenuta, Pietro

“…Following the publication of the regulatory framework for the Fundamental Review of the Trading Book (FRTB) by both the Basel Committee (BCBS) and the EU…”
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Economic recovery and inflation risk: what is the “price” to manage debt? by Macchia, Gianluca

“…It is clear the action of policy makers aimed at supporting the economic recovery, holding up consumption in the short term as well as public investments in…”
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