Machine learning (ML) has revolutionised data analysis over the past decade. Like innumerous other industries heavily reliant on accurate information, banking supervision stands to benefit greatly from this technological advance. The objective of this review is to provide a comprehensive...

Risk analysis and scenario testing are two of the core activities carried out by economists at central banks. With the increasing adoption of machine learning to enhance decision-support systems, and the amount of collected data spiking, institutions provide countless use-cases for the...