arXiv:2604.02832v1 Announce Type: cross
Abstract: Accurate forecasting of recovery rates (RR) is central to credit risk management and regulatory capital determination. In many loan portfolios, however, RR modeling is constrained by data scarcity aris…
arXiv:2603.10202v2 Announce Type: replace-cross
Abstract: Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design. Existing app…
arXiv:2604.00556v1 Announce Type: cross
Abstract: Housing selection is a high-stakes and largely irreversible decision problem. We study housing consultation as a decision-support interface for housing selection. Existing housing platforms and many LL…
arXiv:2509.05841v2 Announce Type: replace-cross
Abstract: We give an overview on the emerging applications of GenAI in the financial industry, especially within investment banks. Inherent to these exciting opportunities is a new realm of risks that mu…
arXiv:2106.00839v3 Announce Type: replace
Abstract: When AI systems make errors in high-stakes domains like medical diagnosis or autonomous vehicles, a single algorithmic flaw across varying operational contexts can generate highly heterogeneous losse…
arXiv:2501.10677v3 Announce Type: replace
Abstract: The advent of artificial intelligence has significantly enhanced credit scoring technologies. Despite the remarkable efficacy of advanced deep learning models, mainstream adoption continues to favor …
arXiv:2603.27370v1 Announce Type: cross
Abstract: This paper revisits and extends the 2013 development by Rockafellar and Uryasev of the Risk Quadrangle (RQ) as a unified scheme for integrating risk management, optimization, and statistical estimation…
arXiv:2603.26309v1 Announce Type: cross
Abstract: We propose a semi-structured discrete-time multi-state model to analyse mortgage delinquency transitions. This model combines an easy-to-understand structured additive predictor, which includes linear …
arXiv:2211.14997v5 Announce Type: replace-cross
Abstract: Enterprise financial risk analysis aims at predicting the future financial risk of enterprises. Due to its wide and significant application, enterprise financial risk analysis has always been t…