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Bertrand K. Hassani

Observed names: Bertrand Kian Hassani, Bertrand Hassani, Bertrand K, Hassani, Bertrand Kian Hassani, Hassani, Bertrand, Hassani, Bertrand K., Hassani, Bertrand, K.
Observed institutions: Centre d'Économie de la Sorbonne, Laboratory of Excellence for Financial Regulation, Banco Santander (Spain), Labex (Sweden), Institut Louis Bachelier, Capgemini (France), Santander Universities, University College London, Université Paris 1 Panthéon-Sorbonne, Birkbeck, University of London
ORCID: 0000-0001-6256-8257
Observed ORCID: 0000-0001-6256-8257
OpenAlex ID: A5050751459
Credit Risk Analysis Using Machine and Deep Learning Models
2018 · Peter Martey Addo, Dominique Guegan, et al. · Risks · 369
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Relationships between ESG Disclosure and Economic Growth: A Critical Review
2022 · Bertrand Kian Hassani, Yacoub Bahini · Journal of risk and financial management · 69
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Societal Biases Reinforcement Through Machine Learning – A Credit Scoring Perspective
2020 · Bertrand K. Hassani · AI and Ethics · 59
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Regulatory learning: How to supervise machine learning models? An application to credit scoring
2018 · Dominique Guégan, Bertrand Hassani · The Journal of Finance and Data Science · 43
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Scenario Analysis in Risk Management
2016 · Bertrand K. Hassani · Springer eBooks · 43
Should AMA Be Replaced with SMA for Operational Risk?
2016 · Gareth Peters, Pavel Shevchenko, et al. · The Journal of Operational Risk · 32
Multivariate VaRs for operational risk capital computation: a vine structure approach
2013 · Dominique Guégan, Bertrand K. Hassani · International Journal of Risk Assessment and Management · 18
A modified Panjer algorithm for operational risk capital calculations
2009 · Dominique Guégan, Bertrand Hassani · The Journal of Operational Risk · 17
Risk Measurement: From Quantitative Measures to Management Decisions
2019 · Dominique Guégan, Bertrand K. Hassani · Springer eBooks · 16
Distortion Risk Measure or the Transformation of Unimodal Distributions into Multimodal Functions
2014 · Dominique Guégan, Bertrand Hassani · International series in management science/operations research/International series in operations research & management science · 16
Using a time series approach to correct serial correlation in operational risk capital calculation
2013 · Dominique Guégan, Bertrand Hassani · The Journal of Operational Risk · 14
More accurate measurement for enhanced controls: VaR vs ES?
2017 · Dominique Guegan, Bertrand K. Hassani · Journal of International Financial Markets Institutions and Money · 13
Emerging Countries Sovereign Rating Adjustment using Market Information: Impact on Financial Institutions’ Investment Decisions
2014 · Dominique Guégan, Bertrand K. Hassani, et al. · Elsevier eBooks · 13
Operational risk: A Basel II11 step before Basel III
2013 · Dominique Guégan, Bertrand K. Hassani · Journal of risk management in financial institutions · 13
An efficient threshold choice for the computation of operational risk capital
2012 · Dominique Guégan, Bertrand Hassani, et al. · The Journal of Operational Risk · 12
Expected Shortfall Reliability—Added Value of Traditional Statistics and Advanced Artificial Intelligence for Market Risk Measurement Purposes
2021 · Santiago Carrillo Menéndez, Bertrand Kian Hassani · Mathematics · 11
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Crosswashing in Sustainable Investing: Unveiling Strategic Practices Impacting ESG Scores
2024 · Bertrand Hassani, Yacoub Bahini · SSRN Electronic Journal · 8
The Cascade Bayesian Approach for a controlled integration of internal data, external data and scenarios
2013 · Bertrand K. Hassani, Alexis Renaudin · 7
Dependencies and Relationships Between Variables
2016 · Bertrand K. Hassani · Springer eBooks · 6
Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions
2014 · Dominique Guégan, Bertrand K. Hassani · RePEc: Research Papers in Economics · 6
A mathematical resurgence of risk management: an extreme modeling of expert opinions
2011 · Dominique Guégan, Bertrand K. Hassani · SSRN Electronic Journal · 6
Risk Appetite in Practice: Vulgaris Mathematica
2014 · Bertrand K. Hassani · SSRN Electronic Journal · 5
Model risk management: from epistemology to corporate governance
2019 · Bertrand Hassani · The Journal of Risk Model Validation · 4
Measuring risks in the tail: The extreme VaR and its confidence interval
2017 · Dominique Guégan, Bertrand Hassani, et al. · Risk and Decision Analysis · 4
Discarding the AMA could become a source of op risk
2016 · Ariane Chapelle, Bertrand K. Hassani, et al. · 4
Works count: 81
Citation count: 841
H-index: 13
I10-index: 16
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