Required Readings

CURRENT ISSUES

Machine Learning and AI

Aziz, S. and M. Dowling (2019). “Machine Learning and AI for Risk Management”, in T. Lynn, G. Mooney, P. Rosati, and M. Cummins (eds.), Disrupting Finance: FinTech and Strategy in the 21st Century, Palgrave, 2019)
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“Artificial Intelligence Risk & Governance,” Artificial Intelligence/Machine Learning Risk & Security Working Group (AIRS)
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Climate Risk

“Climate-related risk drivers and their transmission channels,” Basel Committee on Banking Supervision Publication, April 2021
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“Climate- related financial risks – measurement methodologies,” Basel Committee on Banking Supervision Publication, April 2021
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“Principles for the effective management and supervision of climate-related financial risks,” Basel Committee on Banking Supervision Publication, June 2022
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Inflation Risk

“Inflation: a look under the hood,” Annual Economic Report, Basel Committee on Banking Supervision Publication, June 2022, pp. 41-64
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Blockchain, Cryptocurrency, and Decentralized Finance

David Andolfatto and Fernando M. Martin, “The Blockchain Revolution: Decoding Digital Currencies,” Federal Reserve Bank of St. Louis Review, Third Quarter 2022, pp. 149-65
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“The future monetary system,” Annual Economic Report, Basel Committee on Banking Supervision Publication, June 2022, pp. 75-103
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