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Michael Rockinger Full Professor Finance department UNIL Profile
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Liens UNIL
Michael Rockinger
SDGs tackled in research
Personal insights
Michael likes to hike long distances.
And when not hiking, he collects minerals and this for more than 30 years.
Summary of research areas
In Michael's current research the aim is to better understand how banks manage risks. For this purpose he uses text-analysis to find sections in bank reporting related to certain types of risks and then to analyze what is being said in those sections.
Working on ESG themes, he is currently training a deep-network using transformer technology to understand much better what banks have to say about their contribution to ESG. The research contribution is methodological. Depending on the training set (general ESG related sentences vs bank reporting) the question is what are the scores attributed to various SDGs in a given report.
Expertises
Articles
Dong, Minyue and Jondeau, Eric and Rockinger, Georg Michael, Textual Analysis of Banks' Pillar 3 Documents (January 28, 2019).
