Publications associées à Risque opérationnel (établissement financier)

Using automated design appraisal to model building-specific devaluation risk due to land-use change

Uncertainty of spillover effects – including property devaluation - from proposed land-use change elicits opposition to local development. This hinders cities’ ability to implement land-use policy aimed at housing affordability and environmental sustainabi ...

2024

Quartiers rhodaniens en transition

Sara Sonia Formery Regazzoni

Over the course of history, the relationship between cities and their waters has shown different gradients of interweaving, marked by cycles of bonding and distancing. Following a period of complete neglect of urban watercourses, the versatile, multifacete ...

EPFL2024

Can one hear the shape of a target zone?

Max-Olivier Hongler

We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...

2023

Greening the Swiss National Bank's Portfolio

Rüdiger Fahlenbrach, Eric Jondeau

Central banks are increasingly concerned about climate-related risks and want to ensure that the financial system is resilient to them. As they integrate these risks into financial stability monitoring, they also discuss how to apply environmental criteria ...

OXFORD UNIV PRESS2023

Bayes Security: A Not So Average Metric

Carmela González Troncoso, Giovanni Cherubin

Security system designers favor worst-case security metrics, such as those derived from differential privacy (DP), due to the strong guarantees they provide. On the downside, these guarantees result in a high penalty on the system's performance. In this pa ...

IEEE2023

Challenging the Assumptions: Rethinking Privacy, Bias, and Security in Machine Learning

Bogdan Kulynych

Predictive models based on machine learning (ML) offer a compelling promise: bringing clarity and structure to complex natural and social environments. However, the use of ML poses substantial risks related to the privacy of their training data as well as ...

EPFL2023

Combining European and US risk prediction models with polygenic risk scores to refine cardiovascular prevention: the CoLaus|PsyCoLaus Study

Jacques Fellay, Christian Axel Wandall Thorball, Stéphane Fournier, Roxane De La Harpe

Lay Summary The aim of this study is to determine whether using polygenic risk scores improves the prediction of atherosclerotic cardiovascular disease risk when combined with clinical scores currently recommended by European and US guidelines on cardiovas ...

OXFORD UNIV PRESS2023

Numerical simulation of the fate, transport and public health risks of enteric viruses in Lake Geneva

Chaojie Li

Lakes are a fundamental feature of nature with brilliance, profoundness and complexity. Various of physical, chemical and biological changes take place three dimensionally in deep lakes, regulated by complicated boundary conditions. To understand and predi ...

EPFL2023

Dynamic pulse scheduling in ASDEX Upgrade: Disruption avoidance and investigation of the H-Mode density limit

Federico Alberto Alfredo Felici, Alessandro Pau, Bernhard Sieglin

Operation of a tokamak device requires the coordinated operation of a multitude of systems. The sequence of operations during a discharge is both too complex and fast for human interaction. A common way of operation is a predefined sequence of operations w ...

2023

Surrogate modelling for seismic collapse risk assessment of steel moment resisting frames

Dimitrios Lignos, Andronikos Skiadopoulos, Nenad Bijelic

With the overall goal of reducing the numerical burden of uncertainty quantification involved in seismic risk assessments, this paper examines opportunities for assessment of seismic collapse capacity and risk using data-driven surrogates as a complement t ...

2023