Haku
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Predicting systemic financial crises with recurrent neural networks
(31.05.2020)
Journal of Financial Stability August
Journal of Financial Stability August
We consider predicting systemic financial crises one to five years ahead using recurrent neural networks. We evaluate the prediction performance with the Jórda-Schularick-Taylor dataset, which includes the crisis dates and ...
Are bank capital requirements optimally set? Evidence from researchers’ views
(22.07.2020)
Journal of Financial Stability October ; 2020
Journal of Financial Stability October ; 2020
We survey 149 leading academic researchers on bank capital regulation. The median (average) respondent prefers a 10% (15%) minimum non-risk-weighted equity-to-assets ratio, which is considerably higher than the current ...