SUNANDO ROY – On Banking, Finance and Society

Publications

Integrating Stress Testing and Risk Appetite within a Risk-Based Supervision Framework

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Context Engineering in Suptech Projects

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When Rules Talk to Code:
Why Financial Regulation Should Speak to Machines, and Humans

When Rules Talk to Code

AI Adoption and Central Banks in Emerging Markets : Challenges and Strategies

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https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5121231

IRRBB in Multi Currency Balance Sheet

Preventing Mis-Selling and Protecting Customers in Financial Institutions

June 2022 Sunandoroy

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Mis-selling is an adverse selection problem between the seller (the bank) and the buyer (the client) of a financial product, where the seller extracts profit out of customer’s lack of understanding of a financial product. The paper discusses steps that can be taken by financial institutions and financial market regulators to prevent mis-selling and consequent consumer harm.

Machine Learning and the Future of Finance

October 2019 Sunandoroy

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In the new world of finance, carefully crafted machine learning models are taking over operationsthat can derive value from quick processing of large information sets. It may sound scary, butmachines are outperforming human capabilities in many spheres of finance and life, though thedesign and control remains in human hands, at least for the time being. Machine learning thriveswhere information and processes are structured but lose out where human judgement is necessary.Thus structured processes like retail credit decisions will be suitable for Machine learningtechniques than investment structuring. Compliance and money laundering will be easier thangovernance of financial firms. There are many possible avenues for efficiency gains throughmachine learning where the positive effect can be as large as fixing wheels to suitcases . We arestill looking at the tip of the iceberg.
(PDF) Machine Learning and the Future of Finance.

The Global Sukuk Market : Prospects and Challenges Banking Frontiers, July 2016 Sunandoroy

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Lessons from a Bank Run Banking Frontiers, May 2016 Sunandoroy

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Forebearance and credit Quality Banking Frontiers, April 2016 Sunandoroy

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Tackling Operational Risk Banking Frontiers, March 2016 Sunandoroy

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The Challenges of Managing Risk in Islamic Banks Central Bank of Bahrain, 2011

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How to Run an Islamic Bank Article in Book January 2011 Publisher: The BankerIn http://www.thebanker.com/How-To-Run-A-Bank/2011 Chapter: How to Run an Islamic Bank

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An Integrated Risk and Capital Management Framework For the Insurance sector March 2011

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Mortgage Finance Risks June 2010

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FINANCING TRANSPORT INFRASTRUCTURE AND SERVICES IN INDIA 2009 ( With Professor S. Sriraman)

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Karachi RM Conference Sunando Roy

2009

Pilar II : The Road Less Travelled

Risk management in Islamic banks: the Bahrain experience 2008

Supervisory Risk Review of Banks : Dialogue in the Gulf Region Jan 2008

Liquidity Adjustment in Value at Risk (VaR) Model: Evidence from the Indian Debt Market 2006

Value at Risk – Concepts and Regulatory Requirements 2006 CCIL

Advancing the Risk Profession in India with PRMIA – A Fulfilling Journey 2004-2007

Fat Tails in Indian Debt Market : Implications for Risk Modelling

Liquidity Risk in Indian Debt market 2005

Value at Risk in the Indian Government Securities Market : An Empirical Examination 2005

Value at Risk Modeling : Regulator’s Perspective 2004

Contingent Liabilities at the State Level : The indian Experience 2004 ( Joint paper with Usha Thorat)

Privatisation and Disinvestment of Public Sector Enterprises in India 2003

Balancing Fear and Greed : Risk Management in the Government Securities Market DEC 2002

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Role of Primary Dealers in the Indian Government Securities Market 2002

Infrastructure Financing : Emerging Role of Banking sector 2002

Estimation of Default Probabilities and Risk Weights in State Guarantees – Conceptual and Methodological Issues 2002

Financial Sector Reforms and Indian Banking : An Empirical Appraisal 2001 ( with Michael Patra)

Macroeconomic Impact of Capital Account liberalization in Developing Countries 2001

Economics of Amarta Sen 1999 ( A review of Amartya Sen’s work till 1999)

The Economics of Amartya Sen 1998

Consensus estimates in Economic Forecasting 1998

Public Provision of Basic needs : lessons From Indian Experience 1997

Ashok Rudra 1992

Public Distribution of Cereals : An Alternative Model EPW 1992

Blogs over the years

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Preprints