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We show that around one third of executive directors on the boards of national supervisory authorities (NSA) in European banking have an employment history in the financial industry. The appointment of executives without a finance background associates with negative valuation effects....
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Relying on confidential supervisory data related to the 2016 EU-wide stress test, this paper presents novel empirical evidence that supervisory scrutiny associated to stress testing has a disciplining effect on bank risk. We find that banks that participated in the 2016 EU-wide stress test...
Persistent link: https://www.econbiz.de/10013403472
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...
Persistent link: https://www.econbiz.de/10013357249
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Banking supervisors worldwide recognise the pressing need to harness frontier technologies such as artificial intelligence (AI), particularly machine learning (ML), to enhance their efficiency and analytical capabilities. The European Central Bank (ECB) has similarly acknowledged the...
Persistent link: https://www.econbiz.de/10014357424
These guidelines provide harmonised definitions and templates for the funding plans of credit institutions mainly as a response to the European Systemic Risk Board (ESRB) Recommendation 2012/02(1) on the funding of credit institutions and, in particular, Recommendation A.4, addressed to the EBA,...
Persistent link: https://www.econbiz.de/10010369700