In today's world, there is no shortage of disruptors acting on various professional domains. The Fourth Industrial Revolution, with its AI-driven and automation-focused technologies, has fundamentally changed many domains -- particularly the Information an ...
This thesis examines how banks choose their optimal capital structure and cash reserves in the presence of regulatory measures.The first chapter, titled Bank Capital Structure and Tail Risk, presents a bank capital structure model in which bank assets ...
Innovations in statistical technology, in functions including credit-screening, have raised concerns about distributional impacts across categories such as race. Theoretically, distributional effects of better statistical technology can come from greater f ...
This paper estimates the impact of stress-testing on lending spreads. We use firm-level data onsyndicated loans matched with bank holding company (BHC) data in our panel regressions.Using a difference-in-difference framework, we find: (1) BHCs that failed ...
This document corresponds to the appendix of the paper Regionalisation in high share renewable energy system modelling by Schnidrig et al. in redaction, and is based on the Master thesis of Amara Slaymaker 2021, giving additional information about the meth ...
The Pollution Detection Algorithm (PDA) is an algorithm to identify and flag periods of primary polluted data in remote atmospheric time series in five steps. The first and most important step identifies polluted periods based on the gradient (time-derivat ...