人工智能与系统性风险

Artificial intelligence and systemic risk

Journal of Banking & Finance · 2021
被引 119 · 同刊同年前 6%
人大 A-ABS 3

中文导读

分析了人工智能在金融系统中应用带来的新尾部风险和放大现有风险的方式,对风险管理者与金融监管者具有参考价值。

Abstract

Artificial intelligence (AI) is rapidly changing how the financial system is operated, taking over core functions for both cost savings and operational efficiency reasons. AI will assist both risk managers and the financial authorities. However, it can destabilize the financial system, creating new tail risks and amplifying existing ones due to procyclicality, unknown-unknowns, the need for trust, and optimization against the system.

人工智能系统性风险金融稳定尾部风险