МАШИННОЕ ОБУЧЕНИЕ И ТЕХНОЛОГИИ ИСКУССТВЕННОГО ИНТЕЛЛЕКТА ДЛЯ УПРАВЛЕНИЯ РИСКАМИ

This paper aims to demonstrate that machine learning (ML) and artificial intelligence (AI) solutions are transforming risk management. Firstly, a nontechnical overview is given of the main machine learning and AI techniques of benefit to risk management. Then, a review is provided, using current practice and empirical evidence, of the application of these techniques to the risk management fields of credit risk, market risk, operational risk, and compliance. Moreover, some practical questions on the matter of ML applications, rules for the data preparations and risk-managers skills are discussed. Overall, this research provides an optimistic picture of the role of machine learning and AI in risk management but notes some practical limitations around suitable data management policies, transparency, and lack of necessary skillsets within firms.