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Risk Management Magazine
ISSN 2612-3665 · AIFIRM · 110 artikel di indeks
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C.A.R.E. (Critical Analysis & Review Engine): A Combinatorial Orchestration Framework for Structured Risk Assessment
This paper proposes C.A.R.E. (Critical Analysis & Review Engine), a framework for the structured epistemic analysis of complex textual constructs, built on a deterministic aggregation engine. The system decomposes each instance into four isolated cognitive archetypes: Procedural (I1), Substantive…
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Stock Market Development and Environmental Sustainability in Africa
The level of environmental vulnerabilities is elevated in Sub-Saharan Africa. This study adopted an African perspective to evaluate the impact of capital market development on environmental sustainability, drawing on inclusive theoretical and empirical constructs of the nexus between the two…
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Support Vector Machines for Credit Scoring: a performance comparison between classical Machine Learning and Quantum-enhanced approach
The objective of this paper is to demonstrate that traditional statistical problems in credit scoring can be solved efficiently by implementing a quantum-enhanced version of the traditional Support Vector Machines algorithm. Three significant case studies are presented, involving regression…
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One Year On from the New IRRBB / CSRBB Regulatory Framework: Evidence, Implementation Challenges and Open Issues from Italian Banks
This paper provides an empirical assessment of the implementation of the new IRRBB and CSRBB regulatory framework approximately one years after its introduction, based on evidence from an AIFIRM survey on 25 Italian banks. The analysis covers three reporting dates (31 December 2023, 31 December…
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State-Issued Stablecoins and Financial Stability: Regulatory Fragmentation and Risks for the U.S. Banking System
Recent US stablecoin legislation has introduced a significant shift in American monetary federalism by permitting state-issued stablecoins under a federal exemption regime. This article examines whether state-level experimentation in digital currencies enhances financial innovation or risks…
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Multi-model credit rating system for SMEs: a deterministic methodology of arrangements with repetitions
The present document analyzes a proprietary methodological framework, developed in 2015, based on a deterministic approach for the temporal normalization of the scores on a two-year basis and for the determination of the final rating. The distinctive element of the system lies in the use of…
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Bridging RDARR and credit risk models: a data lineage-driven framework for sound data governance
The effective implementation of the Risk Data Aggregation and Risk Reporting (RDARR) principles introduced in 2013 by BCBS 239 continues to pose significant challenges for banking institutions, particularly in ensuring consistent interpretation and application across complex reporting domains. More…
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Climate Risk and Performance of European Banks: Evidence from Pillar 3 Disclosures
Climate-related risks have emerged as material factors in banking. This study explores the relationship between climate risk exposure and the financial and risk performance of European banks using a single-year cross-sectional sample of significant banking groups. A key contribution is the…
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Ratings and Banking Regulation: a Shift from Productive (Basel II), to Contradictory (EBA-GL LOM and Supervisory Practices), to Dangerous (Basel 3+ and CRR3)
External ratings (agency ratings) and internal ratings were already in use before Basel II, as powerful management tools. Basel II "adopts" them (the former in the Standard approach, the latter in the IRB approaches) in a productive way: internal ratings represent the final summary of the…
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Examining cointegration between corporate governance and financial performance in selected listed South African financial institutions
Since the 2007 global financial crisis, scholars have attempted to explain market failures using aspects other than corporate governance. Previous studies focused on the function of corporate governance in financial performance, with a dearth of literature on other financial dimensions like risk…
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Integrating Machine Learning and Rule-Based Systems for Fraud Detection: A case study based on the Logic Learning Machine
Money laundering is one of the most relevant global challenges, with significant repercussions on the economy and international security. Identifying suspicious transactions is a key element in the fight against the phenomenon, but the task is extremely complex due to the constant evolution of the…
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Risk Culture & Culture Risk: not a play on words
The purpose of this article is to suggest a primer for culture risk, aimed at outlining actionable and practical approaches distinguishing between ‘risk culture’ and ‘culture risk’. The topic, originally addressed by the Financial Stability Board (FSB, 2014), has recently garnered renewed interest…
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Effect of Risk Management Practices on Supplier Selection in Lower Benue River Basin Development Authority Makurdi, Nigeria
This study examines the influence of risk management practices on supplier selection at the Lower Benue River Basin Development Authority (LBRBDA) in Makurdi, highlighting the importance of integrating structured risk management into public procurement processes. A descriptive survey design was…
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Operational Risk: New Standard Approach and Impacts on Banks
In the increasingly complex and dynamic financial landscape, managing operational risks poses a crucial challenge for financial institutions. Evolving regulations, the rise of cyber threats, and growing stakeholder expectations make a rigorous and systematic approach to quantifying and managing…
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Firm Performance and capital structure: does liquidity matter?
This research examines how capital structure and liquidity impact the financial performance of South African firms from 2012 to 2023. Using panel data methodologies and the Generalised Method of Moments (GMM) estimation, the study addresses potential endogeneity issues and inaccuracies in the…
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Alternative Stochastic Binomial Trees for Quantitative Analysis of Convertible Bonds
The objective of the present study is to implement the alternative stochastic binomial trees for the evaluation and estimation of the main sensitivity measures of convertible bonds, thus filling a gap in scientific literature. The paper proposes the implementation of the Haahtela, Jarrow-Rudd and…
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CSRD, reporting and beyond: challenges and opportunities for financial institutions
The EU Corporate Sustainability Reporting Directive (CSRD) presents both challenges and criticisms, but it will also offer more ESG information for financial institutions' investments and exposures. Banks and investors are realizing that addressing the supervisory expectations about non-financial…
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A Structured Approach to Enterprise Risk Management in Ethiopian Commercial Banks
The aim of the study was to develop an enterprise risk management framework for Ethiopian commercial banks. This approach is undertaken to enhance the risk management systems and practices and foster the soundness and stability of the Ethiopian banking system. The study employed a multi-stage mixed…
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Audit Program on Artificial Intelligence (AI)-driven Credit Risk Models
From an Internal Audit perspective, the integration of Artificial Intelligence (AI) into credit risk modelling through Machine Learning (ML) algorithms presents significant challenges due to the complexity and multidimensional nature of these models. While AI enhances predictive performance and…
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Integrating Generative AI and Large Language Models in Financial Sector Risk Management: Regulatory Frameworks and Practical Applications
The rapid advancement of artificial intelligence (AI) technologies, particularly generative AI and large language models (LLMs), has ushered in a new era of possibilities for the financial sector. This paper explores the integration of these cutting-edge technologies into financial sector risk…