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Essays in Banking and Financial Regulation

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Mortality in Different Mountain Sports Activities Primarily Practiced in the Summer Season-A Narrative Review

Johannes Burtscher

Millions of people engage in mountain sports activities worldwide. Although leisure-time physical activity is associated with significant health benefits, mountain sports activities also bear an inherent risk for injury and death. However, death risk may v ...

2019

The Pass-through of Bank Capital Requirements to Corporate Lending Spreads

Luisa Lambertini, Abhik Mukherjee, Robert Bichsel

This paper studies the impact of higher bank capital requirements on corporate lending spreads. We conduct an empirical analysis using granular bank- and loan-level data for Switzerland. Overall, we nd a positive relationship between capital ratios, actual ...

2019

IT Investment and its impacts

Shameem Hasan

This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...

EPFL2018

Financial Stability and the Macroeconomy

Corinne Dubois

The financial crisis of 2007-2009 drew attention to the essential role of banks for the macroeconomy and to the importance of having a resilient financial sector. A vulnerability in the financial sector spills over to the real economy and can drive it into ...

EPFL2018

Hedge or Rebalance: Optimal Risk Management with Transaction Costs

Semyon Malamud

We solve the problem of optimal risk management for an investor holding an illiquid, alpha-generating fund and hedging his/her position with a liquid futures contract. When the investor is subject to a lower bound on net return, he/she is forced to reduce ...

2018

Tiered Approach to Resilience Assessment

Marie-Valentine Renée Agnès Florin, Aleksandar Jovanovic

Regulatory agencies have long adopted a three-tier framework for risk assessment. We build on this structure to propose a tiered approach for resilience assessment that can be integrated into the existing regulatory processes. Comprehensive approaches to a ...

2018

EaRL: Toolbox for Earthquake Risk and Loss Assessment of Building Assets

Dimitrios Lignos, Ahmed Mohamed Ahmed Elkady, Seong-Hoon Hwang

Infrastructure (asset) risk management is essential for a resilient environment. Several industries are concerned to improve their building asset preparedness subject to seismic hazard. To this end, the development of software tools that quantify and asses ...

2018

Multilevel Monte Carlo Approximation of Functions

Fabio Nobile, Sebastian Krumscheid

Many applications across sciences and technologies require a careful quantification of nondeterministic effects to a system output, for example, when evaluating the system’s reliability or when gearing it towards more robust operation conditions. At the he ...

2018

La prudence reste de mise en montagne, en forêt et sur les berges

Interview of Prof. Lyesse Laloui at the RTS on the risks during the period of flood reduction. During the period of flood reduction, the level of water reduces more quickly than the pore water pressures in the ground of banks, which makes the risk of insta ...

2018

IRGC Resource Guide on Resilience (Volume 2)

Marie-Valentine Renée Agnès Florin

Volume 2 of the IRGC Resource Guide on Resilience provides an in-depth and pragmatic evaluation of concepts and methods for resilience-based approaches in contrast to risk-based approaches, as proposed and practised in different domains of science and prac ...

International Risk Governance Center (IRGC)2018