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Report NEP-RMG-2012-09-30
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Zimmer, Anja & Gründl, Helmut & Schade, Christian, 2012, "Be as safe as possible: A behavioral approach to the optimal corporate risk strategy of insurers," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 06/11.
- Suarez, Javier & Martinez-Miera, David, 2012, "A Macroeconomic Model of Endogenous Systemic Risk Taking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9134, Sep.
- Amaya, Diego & Gauthier, Geneviève & Léautier, Thomas-Olivier, 2012, "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 737, Apr.
- Fischer, Katharina & Schlütter, Sebastian, 2012, "Optimal investment strategies for insurance companies in the presence of standardised capital requirements," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 09/12.
- Olga Kokshagina & Pascal Le Masson & Benoit Weil & Patrick Cogez, 2012, "Risk Management strategies in a highly uncertain environment: undesrtanding the role of common unknown," Post-Print, HAL, number hal-00734100, Jun.
- Thomas Conlon & John Cotter, 2012, "Downside risk and the energy hedger's horizon," Working Papers, Geary Institute, University College Dublin, number 201219, Sep.
- Höring, Dirk, 2012, "Will Solvency II market risk requirements bite? The impact of Solvency II on insurers' asset allocation," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 11/12.
- Alois Pichler, 2012, "Spectral Risk Measures, With Adaptions For Stochastic Optimization," Papers, arXiv.org, number 1209.3570, Sep.
- Gechun Liang & Eva Lutkebohmert & Wei Wei, 2012, "Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model," Papers, arXiv.org, number 1209.3513, Sep, revised Mar 2015.
- Marco Cipriani & Michael Holscher & Antoine Martin & Patrick E. McCabe, 2012, "The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds," Staff Reports, Federal Reserve Bank of New York, number 564, Jul.
- Stoyanova, Rayna & Schlütter, Sebastian, 2012, "Safety versus affordability as targets of insurance regulation in an opaque market: A welfare approach," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 10/12.
- Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012, "On the strategic value of risk management," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 739, Sep.
- Campbell, John Y & Ranish, Benjamin, 2012, "How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9136, Sep.
- Bruno Cara Giovannetti & Guilherme B. Martins, 2012, "Do Margin Requirements Affect Asset Prices?," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2012_17, Sep.
- Zhang Li & Ilya Pollak, 2012, "Sparsifying Defaults: Optimal Bailout Policies for Financial Networks in Distress," Papers, arXiv.org, number 1209.3982, Sep.
- Olga Kokshagina & Pascal Le Masson & Benoit Weil & Patrick Cogez, 2012, "Platform emergence in double unknown: Common challenge strategy," Post-Print, HAL, number hal-00734111, May.
- Jesse Tack & Rulon Pope & Jeffrey LaFrance & Timothy Graciano & Scott Colby, 2012, "Intertemporal Risk Management in Agriculture," Monash Economics Working Papers, Monash University, Department of Economics, number 16-12, Sep.