ML-QuantSubscribe

RePEcML & AI Methods

Artificial Intelligence and Financial Tail Risks

AI-scenario contributions to financial-sector tail risk vary substantially by country, with downside asymmetry in Europe and the UK but limited impact in North America.

Featured in No. 138 on 6 Nov 2026 · 4 days after release

Concept of the Expected Shortfall decomposition
FIGURE 1. Concept of the Expected Shortfall decomposition.
Released
2 Nov 2026
First featured
No. 138 · 6 Nov 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:bca:bocawp:26-40
Authors
Javier Ojea Ferreiro et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page