Banking regulation
Humans struggle to keep pace with machine learning
Banks and regulators grapple with ‘XAI’ challenge
NSFR pricing Singapore banks out of swaps market, dealers say
Market share in long-dated trades has halved since metric was imposed at start of year
Predictive fraud analytics: B-tests
In this paper, the authors look at B-tests: methods by which it is possible to identify internal fraud among employees and partners of the bank at an early stage.
Forward-looking and incentive-compatible operational risk capital framework
This paper proposes an alternative framework for setting banks’ operational risk capital, which allows for forward-looking assessments and limits gaming opportunities by relying on an incentive-compatible mechanism.
To be resolved: the FDIC and the future of bank failure
Will Jelena McWilliams finally nail down the FDIC’s role as a resolution authority?