Learning risk culture of banks using news analytics.
European Journal of Operational Research(2019)
摘要
•Identify risk culture of banks undergoing Federal Reserves annual stress test.•Define risk culture indicators based on unstructured news data on the banks.•Supervised and unsupervised learning for qualitative assessment of risk culture.•Find the most significant features to evaluate banks’ risk culture characteristics.•Apply clustering to determine the high to low quality of risk culture and its changes in time.
更多查看译文
关键词
Analytics,Banking,Financial crisis,Regulations,Risk governance
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络