Report NEP-RMG-2014-03-01This 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:
- Konstantinos Spiliopoulos, 2014. "Systemic Risk and Default Clustering for Large Financial Systems," Papers 1402.5352, arXiv.org, revised Feb 2015.
- Marcello Galeotti, 2014. "Computing the distribution of the sum of dependent random variables via overlapping hypercubes," Working Papers - Mathematical Economics 2014-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Bhaskar DasGupta & Lakshmi Kaligounder, 2014. "Densely Entangled Financial Systems," Papers 1402.5208, arXiv.org.
- Imre Kondor, 2014. "Estimation Error of Expected Shortfall," Papers 1402.5534, arXiv.org.
- Matteo Smerlak & Brady Stoll & Agam Gupta & James S. Magdanz, 2014. "Mapping systemic risk: critical degree and failures distribution in financial networks," Papers 1402.4783, arXiv.org, revised Mar 2014.
- Bowo Setiyono & Amine Tarazi, 2014. "Disclosure, ownership structure and bank risk: Evidence from Asia," Working Papers hal-00947590, HAL.
- Peter Tankov, 2014. "Tails of weakly dependent random vectors," Papers 1402.4683, arXiv.org, revised Jan 2016.
- Bahman Kashi, 2014. "Risk Management and the Stated Capital Costs by Independent Power Producers," Development Discussion Papers 2014-03, JDI Executive Programs.
- Jonathan M. Lee & Laura O. Taylor, 2014. "Randomized Safety Inspections And Risk Exposure On The Job: Quasi-Experimental Estimates Of The Value Of A Statistical Life," Working Papers 14-05, Center for Economic Studies, U.S. Census Bureau.
- Acharya, Viral V. & Steffen, Sascha, 2014. "Falling short of expectations? Stress-testing the European banking system," CEPS Papers 8803, Centre for European Policy Studies.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
- Item repec:pdn:wpaper:77 is not listed on IDEAS anymore
- Mohamed Mouloud Haddak & Nathalie Havet & Marie Lefèvre, 2014. "Willingness-to-pay for road safety improvement," Working Papers halshs-00950017, HAL.
- Mihaly Fazekas & Istvan Janos Toth & Lawrence Peter King, 2014. "Anatomy of grand corruption: A composite corruption risk index based on objective data," IEHAS Discussion Papers 1403, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
- Hayakawa, Kazunobu & Matsuura, Toshiyuki & Okubo, Fumihiro, 2014. "Firm-level impacts of natural disasters on production networks : evidence from a flood in Thailand," IDE Discussion Papers 445, Institute of Developing Economies, Japan External Trade Organization(JETRO).