Risk analysis and scenario testing are two of the core activities carried out by economists at central banks. With the … term sup-tech has entered the financial jargon and is here to stay. In this paper, we address risk assessment from a … risk methodology. For that reason, we adopted the Risk Assessment Methodology (RAS), the quantitative pillar from the …

learning models offer the prospect of better measurement of credit risk and enhancing financial inclusion. This study yields … several conclusions and recommendations regarding (i) the accuracy of risk parameter estimations, (ii) the level of regulatory …

a whole. The impact of artificial intelligence and machine learning on banking risk management has become particularly … further banking risk management improvement. The paper seeks to explore the possibility for successful implementation yet … challenges, including those caused by the COVID-19 crisis. The main focus in this paper is on credit risk management, but also on …