相关论文: Prediction of ESG Compliance using a Heterogeneous…
Over the past years, topics ranging from climate change to human rights have seen increasing importance for investment decisions. Hence, investors (asset managers and asset owners) who wanted to incorporate these issues started to assess…
We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in a large investment universe. The algorithm consists of regularly updated sets of rules that map regions into…
Tax evasion causes severe losses of government revenues and disturbs the economic order of fair competition. To help alleviate this problem, the latest tax evasion detection solutions utilize expert knowledge to extract features and then…
Environmental, social and governance (ESG) engagement of companies moved into the focus of public attention over recent years. With the requirements of compulsory reporting being implemented and investors incorporating sustainability in…
Determining the sustainability impact of companies is a highly complex subject which has garnered more and more attention over the past few years. Today, investors largely rely on sustainability-ratings from established rating-providers in…
In recent years, institutions operating in the global market economy face growing risks stemming from non-financial risk factors such as cyber, third-party, and reputational outweighing traditional risks of credit and liquidity. Adverse…
Incorporating environmental, social, and governance (ESG) considerations into systematic investments has drawn numerous attention recently. In this paper, we focus on the ESG events in financial news flow and exploring the predictive power…
The Sustainable Development Goals (SDGs) were introduced by the United Nations in order to encourage policies and activities that help guarantee human prosperity and sustainability. SDG frameworks produced in the finance industry are…
In the investment industry, it is often essential to carry out fine-grained company similarity quantification for a range of purposes, including market mapping, competitor analysis, and mergers and acquisitions. We propose and publish a…
Environmental, social, and governance (ESG) reports are globally recognized as a keystone in sustainable enterprise development. However, current literature has not concluded the development of topics and trends in ESG contexts in the…
Sustainable Investing identifies the approach of investors whose aim is twofold: on the one hand, they want to achieve the best compromise between portfolio risk and return, but they also want to take into account the sustainability of…
Environmental, Social, and Governance (ESG) reports are central to investment decision-making, yet their length, heterogeneous content, and lack of standardized structure make manual analysis costly and inconsistent. We present ESGLens, a…
The rapid growth of sustainable investing, now exceeding 35 trillion USD globally, has transformed financial markets, yet the implications for monetary policy transmission remain underexplored. While existing literature documents…
Environmental, Social, and Governance (ESG) data provides non-financial insights into corporations. In this study, we aim to identify relevant ESG raw variables to assess financial risk, measured by logarithmic volatility of return. We…
Firm disclosures about future prospects are crucial for corporate valuation and compliance with global regulations, such as the EU's MAR and the US's SEC Rule 10b-5 and RegFD. To comply with disclosure obligations, issuers must identify…
Risk assessment is a substantial problem for financial institutions that has been extensively studied both for its methodological richness and its various practical applications. With the expansion of inclusive finance, recent attentions…
We study the impact of contagion in a network of firms facing credit risk. We describe an intensity based model where the homogeneity assumption is broken by introducing a random environment that makes it possible to take into account the…
Agencies such as Standard & Poor's and Moody's provide bank credit ratings that influence economic stability and decision-making by stakeholders. Accurate and timely predictions support informed decision-making, regulatory actions, and…
Context: Sustainable corporate behavior is increasingly valued by society and impacts corporate reputation and customer trust. Hence, companies regularly publish sustainability reports to shed light on their impact on environmental, social,…
Organizations around the world face an array of risks impacting their operations globally. It is imperative to have a robust risk identification process to detect and evaluate the impact of potential risks before they materialize. Given the…