Report NEP-RMG-2013-09-25This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Thilo A. Schmitt & Desislava Chetalova & Rudi Schafer & Thomas Guhr, 2013. "Credit Risk and the Instability of the Financial System: an Ensemble Approach," Papers 1309.5245, arXiv.org, revised Nov 2013.
- Simon Gilchrist & Egon Zakrajsek, 2013. "The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk," Finance and Economics Discussion Series 2013-56, Board of Governors of the Federal Reserve System (U.S.).
- Rama Cont & Lakshithe Wagalath, 2013. "Fire sales forensics: measuring endogenous risk," Working Papers 2013-FIN-01, IESEG School of Management.
- Ying Jiao & Olivier Klopfenstein & Peter Tankov, 2013. "Hedging under multiple risk constraints," Papers 1309.5094, arXiv.org.
- Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza, 2013. "International evidence on government support and risk taking in the banking sector," International Finance Discussion Papers 1086, Board of Governors of the Federal Reserve System (U.S.).
- Pierre Blanc & R'emy Chicheportiche & Jean-Philippe Bouchaud, 2013. "The fine structure of volatility feedback II: overnight and intra-day effects," Papers 1309.5806, arXiv.org, revised May 2014.
- Peter Debbaut & Andra C. Ghent & Marianna Kudlyak, 2013. "Are young borrowers bad borrowers? Evidence from the Credit CARD Act of 2009," Working Paper 13-09, Federal Reserve Bank of Richmond.