Renze Munnik: Risicomanagement intern of extern bemensen?
Criteria for deciding to staff risk management internally or externally, and one or more persons. Renze Munnik’s column provides an overview of pros and cons for each option.
Criteria for deciding to staff risk management internally or externally, and one or more persons. Renze Munnik’s column provides an overview of pros and cons for each option.
Svetlana Borovkova’s column in the Financial Investigator is about the relationships between news sentiment & corporate bond yields, and ESG scores & corporate bond yields.
Gerd-Jan van Wiggen’s column in the Financial Investigator is about The EU Taxonomy Regulation and highlights banks’ exposure, trading books, and green missions.
Amba Zeggen’s column in the Financial Investigator is about incorporating climate risk in the ORSA process, EIOPA’s application guidance & time horizons.
Criteria for deciding to staff risk management internally or externally, and one or more persons. Renze Munnik’s column provides an overview of pros and cons for each option.
What are the trends and developments that are relevant in risk management this year? What will keep CRO’s awake at night in 2023? Svetlana Borovkova writes about this in her latest column in Financial Investigator:
The aim of this paper is to extend Variational AutoEncoders (VAE) to allow for heavy tailed distribution of the latent space and apply them to the problem of market risk of large portfolios.
Probability B.V.
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