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.

Svetlana Borovkova’s column in the Financial Investigator is about the ML application of pricing and hedging financial derivatives and reinforcement learning.

In this column for the Financial Investigator, Renze Munnik describes that a good reputation as a colleague and risk manager is an essential co-cause of effectiveness.

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.