Bertrand Hassani

Université Paris I Panthéon-Sorbonne

17, rue de la Sorbonne

Paris, IL 75005

France

University College London - Department of Computer Science

United Kingdom

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 44,377

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11

CROSSREF CITATIONS

5

Scholarly Papers (10)

1.

Standardized Measurement Approach for Operational Risk: Pros and Cons

Number of pages: 18 Posted: 04 Jun 2016
University College London - Department of Statistical ScienceUniversity of California Santa Barbara, Macquarie University - Department of Actuarial Studies and Business Analytics, Université Paris I Panthéon-Sorbonne and University College London - Department of Computer Science
Downloads 788 (39,704)
Citation 2

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2.

Credit Risk Analysis Using Machine and Deep Learning Models

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 08/WP/2018
Number of pages: 32 Posted: 17 Apr 2018
Agence Française de Développement (AFD)Labex ReFi, Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne
Downloads 617 (55,044)
Citation 8

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Credit risk, Financial regulation, Data Science, Bigdata, Deep learning

Should the Advanced Measurement Approach be Replaced with the Standardized Measurement Approach for Operational Risk?

Journal of Operational Risk, Vol 11, No. 3, pp. 1–49, 2016, DOI: 10.21314/JOP.2016.177
Number of pages: 38 Posted: 14 Jun 2016 Last Revised: 15 Sep 2016
University College London - Department of Statistical ScienceUniversity of California Santa Barbara, Macquarie University - Department of Actuarial Studies and Business Analytics, Université Paris I Panthéon-Sorbonne and University College London - Department of Computer Science
Downloads 199 (191,944)
Citation 8

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Operational Risk, Standarised Measurement Approach, Advanced Measurement Approach

4.

A Mathematical Resurgence of Risk Management: An Extreme Modeling of Expert Opinions

Frontiers in Finance and Economics, Vol. 11, No. 1, 25-45, 2014
Number of pages: 21 Posted: 02 Feb 2015
Dominique Guegan and Bertrand Hassani
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne
Downloads 183 (206,956)

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Operational risks, EVT, AMA, Expert, Value-at-Risk, Expected Shortfall

5.

The Spectral Stress VaR (SSVaR)

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2015
Number of pages: 23 Posted: 25 Jun 2015
Dominique Guegan, Bertrand Hassani and Kehan Li
Université Paris I Panthéon-Sorbonne, Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne
Downloads 91 (349,960)
Citation 1

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Value at Risk, Asymptotic theory, Distribution, Spectral analysis, Stress, Risk measure, Regulation

6.

Risk or Regulatory Capital? Bringing Distributions Back in the Foreground

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2015
Number of pages: 42 Posted: 25 Jun 2015
Dominique Guegan and Bertrand Hassani
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne
Downloads 39 (528,888)

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Risk measures, Sub-additivity, Level of confidence, Extreme value distributions, Financial regulation, aggregation

7.

Societal Biases Reinforcement Through Machine Learning – A Credit Scoring Perspective

To appear in AI and Ethics
Number of pages: 14 Posted: 09 Jul 2020 Last Revised: 02 Nov 2020
Bertrand Hassani
Université Paris I Panthéon-Sorbonne
Downloads 35 (554,585)
Citation 1

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SMOTE, Machine Learning, Social Bias, Credit Scoring, Random Forest

8.

Shapley Allocation, Diversification and Services in Operational Risk

Journal of Operational Risk, Forthcoming
Number of pages: 15 Posted: 02 Mar 2018
Peter Mitic and Bertrand Hassani
Santander Bank and Université Paris I Panthéon-Sorbonne
Downloads 1 (793,524)
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capital value, diversification, game theory, operational risk, service, Shapley.

9.

Risk Appetite in Practice: Vulgaris Mathematica

The IUP Journal of Financial Risk Management, Vol. XII, No. 1, March 2015, pp. 7-22
Posted: 12 Oct 2015
Bertrand Hassani
Université Paris I Panthéon-Sorbonne

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10.

Reconsidering Corporate Ratings

Economic Notes, Vol. 44, Issue 2, pp. 177-209, 2015
Number of pages: 33 Posted: 30 Jun 2015
Bertrand Hassani and Xin Zhao
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne
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