Bertrand K. Hassani

发表

Risk Appetite in Practice: Vulgaris Mathematica

Bertrand K. Hassani, 2014 .

An efficient threshold choice for operational risk capital computation

Bertrand K. Hassani, Dominique Guegan, Cédric Naud, 2010 .

Fault Trees and Variations

Bertrand K. Hassani, 2016 .

Should the Advanced Measurement Approach be Replaced with the Standardized Measurement Approach for Operational Risk?

Bertrand K. Hassani, Gareth W. Peters, Pavel V. Shevchenko, 2016, 1607.02319.

Standardized Measurement Approach for Operational Risk: Pros and Cons

Bertrand K. Hassani, Gareth W. Peters, Pavel V. Shevchenko, 2016 .

Scenario Analysis in Risk Management

Bertrand K. Hassani, 2016 .

Societal bias reinforcement through machine learning: a credit scoring perspective pdf

Bertrand K. Hassani, 2020, AI and Ethics.

Artificial Neural Network to Serve Scenario Analysis Purposes

Bertrand K. Hassani, 2016 .

The Cascade Bayesian Approach for a controlled integration of internal data, external data and scenarios

Alexis Renaudin, Bertrand K. Hassani, 2013 .

The Consensus Approach

Bertrand K. Hassani, 2016 .

The Information Set: Feeding the Scenarios

Bertrand K. Hassani, 2016 .

The Cascade Bayesian Approach: Prior Transformation for a Controlled Integration of Internal Data, External Data and Scenarios

Alexis Renaudin, Bertrand K. Hassani, 2018 .

Using a time series approach to correct serial correlation in Operational Risk capital calculation

Bertrand K. Hassani, Dominique Guegan, 2012 .

Societal biases reinforcement through machine learning: A credit scoring perspective

Bertrand K. Hassani, 2020 .

Stress Testing Engineering: the real risk measurement?

Bertrand K. Hassani, Dominique Guegan, D. Guégan, 2015 .

Forward-Looking Underlying Information: Working with Time Series

Bertrand K. Hassani, 2016 .

The Spectral Stress VaR (SSVaR)

Bertrand K. Hassani, Dominique Guegan, Kehan Li, 2015 .

Regulatory Learning: Credit Scoring Application of Machine Learning

Bertrand K. Hassani, Dominique Guegan, 2017 .

The Traditional Risk Measures

Bertrand K. Hassani, Dominique Guegan, D. Guégan, 2019, Risk Measurement.

Univariate and Multivariate Distributions

Bertrand K. Hassani, D. Guégan, 2019, Risk Measurement.

Reconsidering Corporate Ratings

Bertrand K. Hassani, Xin Zhao, 2015 .

Impact of multimodality of distributions on VaR and ES calculations

Bertrand K. Hassani, D. Guégan, Kehan Li, 2017 .

A novel multivariate risk measure: the Kendall VaR

Bertrand K. Hassani, D. Guégan, Matthieu Garcin, 2017 .

A new algorithm for the loss distribution function with applications to Operational Risk Management

Bertrand K. Hassani, D. Guégan, 2009 .

A modified Panjer algorithm for operational risk capital calculations

Bertrand K. Hassani, D. Guégan, 2009 .

Shapley Allocation — the effect of Services on Diversification

Bertrand K. Hassani, P. Mitic, 2015 .

Shapley Allocation, Diversification and Services in Operational Risk

Bertrand K. Hassani, P. Mitic, 2015 .

Panjer algorithm for operational risk capital calculations

Bertrand K. Hassani, D. Guégan, 2010 .

Leveraging Extreme Value Theory

Bertrand K. Hassani, 2016 .

A Mathematical Resurgence of Risk Management: An Extreme Modeling of Expert Opinions

Bertrand K. Hassani, D. Guégan, Dominique Guegan, 2011 .

Bringing the Customer Back to the Foreground: The End of Conduct Risk?

Bertrand K. Hassani, 2016 .

The Lila distribution and its applications in risk modelling

Bertrand K. Hassani, Wei Yang, 2016 .

More Accurate Measurement for Enhanced Controls: VaR vs ES?

Bertrand K. Hassani, D. Guégan, 2017 .

Tilting Strategy: Using Probability Distribution Properties

Bertrand K. Hassani, 2016 .

Model Risk - From Epistemology to Management. Ipse se nihil scire id unum sciat. (Socrates' Plato)

Bertrand K. Hassani, 2015 .

Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions

Bertrand K. Hassani, D. Guégan, 2015 .

An alternative class of distortion operators

Bertrand K. Hassani, D. Guégan, Kehan Li, 2017 .

An alternative class of distortion operators alternative tools to generate asymmetrical multimodal distributions

Bertrand K. Hassani, D. Guégan, Kehan Li, 2017 .

Regulatory learning: How to supervise machine learning models? An application to credit scoring

Bertrand K. Hassani, Dominique Guégan, Bertrand Hassani, 2018, The Journal of Finance and Data Science.

Credit Risk Analysis Using Machine and Deep Learning Models

Bertrand K. Hassani, Dominique Guegan, Bertrand Hassani, 2018 .

Relationships between ESG Disclosure and Economic Growth: A Critical Review

Bertrand K. Hassani, Yacoub Bahini, 2022, Journal of Risk and Financial Management.

Risks and Non-Linear Dynamics

Bertrand K. Hassani, D. Guégan, 2019, Risk Measurement.

Introduction

Bertrand K. Hassani, D. Guégan, 2019, Risk Measurement.

Measuring risks in the tail: The extreme VaR and its confidence interval

Bertrand K. Hassani, Dominique Guégan, Bertrand Hassani, 2017, Risk Decis. Anal..

Measuring risks in the extreme tail: The extreme VaR and its confidence interval

Bertrand K. Hassani, D. Guégan, Kehan Li, 2017 .

Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure

Bertrand K. Hassani, D. Guégan, Kehan Li, 2016 .

Emerging Countries Sovereign Rating Adjustment using Market Information: Impact on Financial Institutions Investment Decisions

Bertrand K. Hassani, D. Guégan, Xin Zhao, 2013 .

Operational risk: a Basel II++ step before Basel III

Bertrand K. Hassani, D. Guégan, 2012 .

Expected Shortfall Reliability—Added Value of Traditional Statistics and Advanced Artificial Intelligence for Market Risk Measurement Purposes

Bertrand K. Hassani, Santiago Carrillo Menéndez, 2021, Mathematics.

Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions

Bertrand K. Hassani, D. Guégan, 2016 .

Risk Measures At Risk- Are we missing the point? Discussions around sub-additivity and distortion

Bertrand K. Hassani, D. Guégan, 2016 .

Dependencies and Relationships Between Variables

Bertrand K. Hassani, 2016 .