Publications associées à Évaluation des risques-clients

A landmark environmental law looks ahead

In late December 1973, the United States enacted what some would come to call “the pitbull of environmental laws.” In the 50 years since, the formidable regulatory teeth of the Endangered Species Act (ESA) have been credited with considerable successes, ob ...

American Association for the Advancement of Science2023

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Andreas Fuster

Innovations in statistical technology, in functions including credit-screening, have raised concerns about distributional impacts across categories such as race. Theoretically, distributional effects of better statistical technology can come from greater f ...

2022

Rapid Progression of Kidney Dysfunction in People Living With HIV: Use of Polygenic and Data Collection on Adverse Events of Anti-HIV Drugs (D:A:D) Risk Scores

Jacques Fellay, Christian Axel Wandall Thorball

Background In people with human immunodeficiency virus (PWH), it is unknown whether genetic background associates with rapid progression of kidney dysfunction (ie, estimated glomerular filtration rate [eGFR] decrease of >5mL/min/1.73m(2) per year for >= 3 ...

OXFORD UNIV PRESS INC2021

Linear credit risk models

Damir Filipovic, Damien Edouard Ackerer

We introduce a novel class of credit risk models in which the drift of the survival process of a firm is a linear function of the factors. The prices of defaultable bonds and credit default swaps (CDS) are linear-rational in the factors. The price of a CDS ...

2020

Credit Supply and the Macroeconomy : An Empirical Analysis of Capital Regulation, Bank Lending, and Firm Behavior

Abhik Mukherjee

The policy response to the recent financial crisis has broadly focused on two themes: 1) Increasing the banking sectorsâ resilience to future financial shocks: 2) Improving credit availability to households and firms via lowering both short and long-term ...

EPFL2016

Leaning Against Boom-Bust Cycles in Credit and Housing Prices

Luisa Lambertini

This paper studies the potential gains of monetary and macro-prudential policies that lean against house-price and credit cycles. We rely on a model that features Borrowers and Savers and allows for over-borrowing induced by news-shock-driven cycles. We fi ...

Elsevier2013

The link between innovation and finance : evidence from survey data

Cristiano Zazzara

This thesis comprises three essays on the relationship between innovation and finance. Although previous research has acknowledged the multi-faceted nature of innovation, this thesis unpacks its constituent elements, compares alternative drivers of innovat ...

EPFL2008