Climate stress testing: increased regulatory pressure but challenges persist. What are good approaches and solutions that a financial institution can use? A column by Svetlana Borovkova.
Tag Archive for: Svetlana Borovkova
In this paper, I give a bird’s-eye view of Large Language Models and outline the most significant issues related to their applications in financial services. I will discuss potential use cases, LLMs’ limitations, and the challenges associated with their applications. The objective is to provide the reader with understanding of various aspects of LLMs, placing them in the context of financial institutions. Additionally, I will discuss ways of implementing LLMs in finance-related areas, outline potential dangers and pitfalls, and explore emerging strategies of overcoming these challenges.
2024 promises to be an interesting year, especially for risk professionals. What are the main issues that will keep Chief Risk Officers of financial institutions awake at night?
Climate risk is not all doom and gloom: while climate change poses significant financial risks, it also opens up lucrative investment opportunities. Read Dr Svetlana Borovkova’s newest column in Financial Investigator where she discusses which types of companies can benefit from climate change and climate-related regulations.
Can we ensure fairness and explainability for AI and ML in insurance? Tools and techniques for ensuring explainable ML, bias measurement and mitigation.
Large Language Models are reshaping Financial Services.
Our rapidly changing world requires asset managers to keep pace with significant technological developments. Should institutional investors embrace tech, crypto, and digital assets? Svetlana Borovkova shares her insights on this topic in her latest column at Financial Investigator.
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.
Svetlana Borovkova’s column in the Financial Investigator is about the relationships between news sentiment & corporate bond yields, and ESG scores & corporate bond yields.