Market risk stress testing for internationally active financial institutions

Risk Measurement for Financial Institutions

Financial Institutions in a European Market for Execu - Tive Competence

Complex financial institutions and systemic risk

The objective of this paper is to identify the bank organizational structures that generate substantial systemic risk and to explain why banks have incentives for creating them. We seek the explanation in a bank’s incentive to exploit financial synergies by choosing an organizational structure that maximizes the benefits the bank can derive from an interest tax shield, reduced default cost and ...

Neural Networks for Financial Market Risk Classification

During the last several years machine learning started to revolutionize many industrial fields by replacing human intellectual work with recent technologies. Machine learning has started to be used in financial sphere as well for predicting stock prices, detecting fraud actions etc. In this work, we are focusing on financial market risk classification, which is a part of fraud action detection ...

Information Security Risk in Financial Institutions

The history of technology and banking is examined as it relates to risk and technological determinism. It is proposed that the services that banks offer are determined by technology and that banks must adopt new technologies to be competitive. The adoption of technologies paradoxically forces the adoption of other new technologies to protect the bank from the increased risk of technology. This ...