Svetlana Borovkova’s column in the Financial Investigator is about the relationships between news sentiment & corporate bond yields, and ESG scores & corporate bond yields.

Svetlana Borovkova’s column in the Financial Investigator is about climate risk assessment for NGFS and portfolio climate risk.

Svetlana Borovkova’s column in the Financial Investigator is about machine learning for market risk, neural networks, and the use of autoencoders as proposed by Prof. John Hull.

Renze Munnik’s column in the Financial Investigator is about intrinsic risk management, the free market, and government interventions in the financial sector.

Svetlana Borovkova’s column in the Financial Investigator is about the value of alternative data, backtesting for assessing the value and returns versus costs.

Renze Munnik’s column in the Financial Investigator is about consistency within MVO (CSR), and how far organizations should look back in the chain for investment considerations.

At RiskMinds 2021, three important themes were discussed: climate risk, credit risk and market risk. Furthermore, CROs worry about cybersecurity and operational risk.

This EBA discussion paper provides a good and comprehensive overview of the use of machine learning for credit applications.

In November 2021, we organized a roundtable regarding the application of expert judgment and overrides in behavioral modeling of prepayments and savings, including interest rates, COVID-19, and elasticity of savings.

The goal of this paper is to show how sustainability considerations can be combined with multifactor investment strategies, and to demonstrate that adding sustainability considerations to these strategies does not diminish their performance.