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AI and banks' own funds: a new determination?
[IA et fonds propres des banques : une nouvelle détermination ?]

Author

Listed:
  • Matthias Laporte
  • Henri Fraisse
  • Hyacinthe Buisson

Abstract

The increasing use of artificial intelligence (AI) or machine learning (ML) techniques could allow banks to develop new credit risk models. These techniques could lead to substantial reductions in capital requirements. However, the opaque nature of these algorithms and the governance challenges they raise might make their adoption less attractive. La popularisation des techniques d’intelligence artificielle (IA) pourrait permettre aux banques de développer de nouveaux modèles de risque de crédit. Ceux-ci seraient susceptibles d’entrainer des baisses substantielles d’exigence de fonds propres. Pour autant, l’opacité de ces algorithmes et les défis de gouvernance qu’ils présentent pourraient freiner leur adoption.

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Handle: RePEc:bfr:econot:266
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File URL: https://www.banque-france.fr/en/publications-and-statistics/publications/ai-and-banks-own-funds-new-determination
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File URL: https://www.banque-france.fr/fr/publications-et-statistiques/publications/ia-et-fonds-propres-des-banques-une-nouvelle-determination-billet
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