Learning risk culture of banks using news analytics

DOI10.1016/J.EJOR.2019.02.045MaRDI QIDQ1737523zbMATH OpenOpenAlexFDO

Authors Arvind Agarwal, Aparna Gupta, Srikanth G. Tamilselvam, Arun Kumar

Publication date 23 April 2019

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2019.02.045

zbMATH Keywords

analyticsbankingfinancial crisisregulationsrisk governance

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Credit risk (91G40) Statistical methods; risk measures (91G70)

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Cites work

• On the predictive ability of narrative disclosures in annual reports
• On the risk prediction and analysis of soft information in finance reports

Cited in

(5)

• Metarisk: semi-supervised few-shot operational risk classification in banking industry
• The value of text for small business default prediction: a deep learning approach
• The interconnectedness of the economic content in the speeches of the US presidents
• CEO risk-culture, bank stability and the case of the Silicon Valley Bank
• Sentiment classification of time-sync comments: a semi-supervised hierarchical deep learning method

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