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Contagion, Covid-19, Poisson autoregressive models
Copula, Two-step estimation, Operational Risk, VaR, Expected Shortfall
Credit risk management, Explainable AI , Financial Technologies , Similarity networks, Financial Networks, Machine Learning
Longitudinal models, Bayesian panel models, Credit risk, Default probability, Loss function
operational risks, financial institutions, cyber risks, time to discovery, value-at-risk
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
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cyber risks, financial institutions, Operational risks, time to discovery, Value-At-Risk
cyber risk, cloud services, financial institutions, bitcoin, cryptocurrencies, cyber cost, cyber regulation
Bitcoin, cloud services, cryptocurrencies, cyber cost, cyber regulation, cyber risk, financial institutions
Bayesian models, Rating models, Sustainable finance
Machine learning, Shapley values, Robo-advisory
stochastic processes, default probabilities, correlation networks, contagion effects
Centrality, COVID-19, Density, Financial Crises, Financial Networks, VAR
Portfolio Selection, Tail Risk, Extreme Downside Hedge, Systemic risk, Systematic risk.
Shapley values, Lorenz Zonoids, Predictive accuracy
Contagion models, COVID-19, Poisson Autoregressive models, Reproduction number
Shapley-Lorenz, Artificial Intelligence Credit Scoring, Fairness Test
Applied Bayesian models, Graphical Gaussian Models, Systemic financial risk
Credit Risk Management, Explainable AI, Expected Return, Financial Technologies
Artificial Intelligence, Lorenz Zonoids, Shapley values, Risk management
Crypto-Assets, Extreme Downside Hedge, Extreme Downside Correlation, Network Models, Systematic Risk, Systemic Risk
Credit Risk Management, Explainable AI, Financial Technologies, Random Forest models.
Cryptocurrencies, Fintech, Stablecoins, Spillover, Variance Decomposition
Artificial Intelligence, Predictive Accuracy, Receiver Operating Characteristic curve
Clustering, Credit Scoring, Factor Models, FinTech, P2P Lending, Segmentation
Bayesian models, B-splines, COVID-19 disease, PARX models, INGARCHX models, NPI covariates.
Financial Contagion, Network Models, VAR, Bank Lending, Financial Markets
Centrality, COVID-19, Financial Crises, NetVIX, Turbulence, VAR, VIX
Machine Learning, Sustainability, Accuracy, Fairness, Explainability, Finance, Risk, AI Act.
Machine Learning, Sustainability, Accuracy, Fairness, explainability, Financial risk management
Correlation networks, Network centrality, Portfolio optimization, Random Matrix theory
Bail-In, CDS Spreads, Financial Networks, Systemic Risk
COVID-19, Epidemic Modelling, Hawkes Process, Interconnectedness, Mobility Networks.
Lorenz Zonoids, Accuracy, Explainability, Fairness, Sustainability, Bitcoin price prediction
Credit Risk, Factor Models, Financial Technology, Peer-to-Peer, Scoring Models, Spatial Clustering
Feature attribution, Shapley values, Machine Learning, Explainability
international banking, contagion risk, multi-layer networks, tensor decompositions
Banking, Contagion Risk, Multi-Layer Networks, Tensor Decompositions
Cyber Attacks, Concordance Measures, Operational Risks, Ordinal Data, Rank Regression
Financial Crisis, Graphical Lasso, Inter-Country Contagion, Inter-Institutional Contagion, Sovereign Crisis, Sparse Covariance Selection
Credit Risk, Factor models, Fintech, Peer-to-Peer lending, Credit Scoring, Lasso, Segmentation
COVID-19 Pandemic, Credit Rating models, Financial technologies
Food industry, Extreme downside hedge, Extreme downside correlation, Systematic risk, Systemic risk.
Predictive accuracy, Concordance measures, Credit Scoring
Graphical network models, Islamic banking, Partial correlations, Systemic risk Measures
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2802573.pdf Size: 472K
extreme value distributions, operational risk management, self-assessment questionnaires, value-at-risk
Bank of International Settlements data, Correlation networks, Exposure networks
