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Concept

Secteur financier

Publications associées (24)

Spatial Modeling for Building Design Evaluation: from Visual Landscape Quality Assessment to Devaluation Risk Estimation

Adam Robert Swietek

Zoning reform is a crucial tool for cities to adapt to contemporary challenges. However, its implementation remains challenging. Property owners, with a vested interest in the value of their neighborhoods, are sensitive to local developments and the potent ...

EPFL2024

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

FinTech Lending

Andreas Fuster

In this article, we review the growing literature on financial technology (FinTech) lending-the provision of credit facilitated by technology that improves the customer-lender interaction or used in lenders' screening and monitoring of borrowers. FinTech l ...

ANNUAL REVIEWS2022

Cost-Based Decision Support System: A Dynamic Cost Estimation of Key Performance Indicators in Manufacturing

Dimitrios Kyritsis, Foivos Psarommatis Giannakopoulos

An attempt is made to translate five generic key performance indicators (KPIs) into a continuous real-time cost function in a batch order-based manufacturing environment. The challenge of controlling and optimizing resource utilization, production efficien ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

Getting more from many - A framework of community resourcefulness in new venture creation

Emmanuelle Fauchart Foray, Julia Katharina Binder, Christina Julia Hertel

In this study, we move beyond the predominant focus entrepreneurship researchers have put on the acquisition of financial capital from professional investors by exploring how, and with what effects, entrepreneurs can mobilize all required resources?financi ...

2021

When to Hedge in Interactive Services

Aikaterini Argyraki, Edouard Bugnion, Mia Primorac

In online data-intensive (OLDI) services, each client request typically executes on multiple servers in parallel; as a result, “system hiccups”, although rare within a single server, can interfere with many client requests and cause violations of service-l ...

USENIX ASSOC2021

COVID-19: data-driven dynamic asset allocation in times of pandemic

Anna Timonina-Farkas

The COVID-19 pandemic has demonstrated the importance and value of multi-period asset allocation strategies responding to rapid changes in market behavior. In this article, we formulate and solve a multi-stage stochastic optimization problem, choosing the ...

AMER INST MATHEMATICAL SCIENCES-AIMS2021

Systemic Risk in Networks with a Central Node

Damir Filipovic, Léo Hamed Amini

We examine the effects on a financial network of clearing all contracts though a central node (CN), thereby transforming the original network into a star-shaped one. The CN is capitalized with external equity and a guaranty fund. We introduce a structural ...

SIAM PUBLICATIONS2020

Increasing the relevance of science for practice and practice for science: Quantitative empirical insights

Claudia Rebeca Binder Signer, Livia Bianca Fritz, Ralph Hansmann

We present results of a survey conducted with researchers and practitioners involved in a Swiss National Research Programme on steering energy consumption. We analyse what motivates practitioners and researchers to engage in a collaborative research projec ...

2020

Essays in Financial Economics

Julien Arsène Blatt

I started my PhD studies in August 2014 with a strong desire to push my own limits without knowing precisely the areas I wanted to cover in detail. To me, it was clear that I was interested by many different fields, however, I was particularly concerned wi ...

EPFL2019

Spatial Risk Measures and Rate of Spatial Diversification

Erwan Fabrice Koch

An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a corresponding set of axioms ...

2019

Replicating portfolio approach to capital calculation

Damir Filipovic, Mathieu Jacques David Cambou

The replicating portfolio (RP) approach to the calculation of capital for life insurance portfolios is an industry standard. The RP is obtained from projecting the terminal loss of discounted asset–liability cash flows on a set of factors generated by a fa ...

2018

Financial Stability and the Macroeconomy : the Role of Bank Liquidity Regulation and Deposit Insurance

Corinne Dubois

The financial crisis of 2007-2009 drew attention to the essential role of banks for the macroeconomy and to the importance of having a resilient financial sector. A vulnerability in the financial sector spills over to the real economy and can drive it into ...

EPFL2018

Trusted Registration, Negotiation, and Service Evaluation in Multi-Agent Systems throughout the Blockchain Technology

Michael Ignaz Schumacher, Alevtina Dubovitskaya

Some recent trends in distributed intelligent systems rely extensively on agent-based approaches. The so-called Multi Agent Systems (MAS) are taking over the management of sensitive data on behalf of their producers and users (e.g., medical records, financ ...

IEEE2018

Socioeconomic characterization of regions through the lens of individual financial transactions

Emanuele Massaro

People are increasingly leaving digital traces of their daily activities through interacting with their digital environment. Among these traces, financial transactions are of paramount interest since they provide a panoramic view of human life through the ...

2017

Essays in Bank Financing

Yalda Sigrist

This thesis examines the optimal mode of financing for banks and financial institutions. The first chapter, which is a joint work with Prof. Jean-Charles Rochet, investigates how Systemically Important Financial Institutions (SIFIs) should be financed. The ...

EPFL2017

No money, no honey? Financial versus knowledge and demand constraints on innovation

Gabriele Pellegrino

The paper adds to the literature on the barriers to innovation in two ways. First, we assess comparatively what mostly constrains firms' ability to translate investment in innovation activity into new products and processes, whether it is mainly finance, a ...

Elsevier2017

Resilience To Contagion In Financial Networks

Léo Hamed Amini

We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on cont ...

Wiley-Blackwell2016

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

Operational Decisions and Supply Chain Dynamics : An Empirical Investigation

Olov Isaksson

While traditional research in operations management has focused on mathematical models for improving the flow of physical goods and information, this dissertation takes a quantitative empirical approach. With three distinct research projects it revisits ce ...

EPFL2013