Report NEP-RMG-2014-03-30

This 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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Detzer, Daniel, 2014. "Financial market regulation in Germany under the special focus of capital requirements of financial institutions," eabh Papers 14-04, The European Association for Banking and Financial History (EABH).
• AMARANTE, Massimiliano, 2013. "A Representation of Risk Measures," Cahiers de recherche 2013-08, Universite de Montreal, Departement de sciences economiques.
• Jaehyung Choi & Young Shin Kim & Ivan Mitov, 2014. "Reward-risk momentum strategies using classical tempered stable distribution," Papers 1403.6093, arXiv.org, revised Jun 2015.
• Selim Mankaï & Aymen Belgacem, 2014. "Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms," Working Papers 2014-154, Department of Research, Ipag Business School.
• B. Podobnik & D. Horvatic & M. Bertella & L. Feng & X. Huang & B. Li, 2014. "Systemic risk in dynamical networks with stochastic failure criterion," Papers 1403.5623, arXiv.org, revised Apr 2014.
• Nauta, Bert-Jan, 2013. "Discounting Cashflows from Illiquid Assets on Bank Balance Sheets," MPRA Paper 54781, University Library of Munich, Germany, revised 22 Oct 2013.
• Gete, Pedro & Tiernan, Natalie, 2014. "Lending Standards and Countercyclical Capital Requirements under Imperfect Information," MPRA Paper 54486, University Library of Munich, Germany.
• Castiglionesi, Fabio & Feriozzi, Fabio & Lóránth, Gyöngyi & Loriana Pelizzon, 2014. "Liquidity coinsurance and bank capital," SAFE Working Paper Series 45, Leibniz Institute for Financial Research SAFE.
• Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series," CeMMAP working papers CWP06/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Karol Przanowski, 2014. "Credit acceptance process strategy case studies - the power of Credit Scoring," Papers 1403.6531, arXiv.org.
• Mehta, Salil, 2013. "Sophisticated gambler’s ruin and survival chances," MPRA Paper 54731, University Library of Munich, Germany.
• Randle, Tony & Rudolph, Heinz P., 2014. "Pension risk and risk-based supervision in defined contribution pension funds," Policy Research Working Paper Series 6813, The World Bank.
• Karl Mina & Gerald Cheang & Carl Chiarella, 2013. "Approximate Hedging of Options under Jump-Diffusion Processes," Research Paper Series 340, Quantitative Finance Research Centre, University of Technology, Sydney.
• Daniel Harenberg & Alexander Ludwig, "undated". "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Papers ETH-RC-14-002, ETH Zurich, Chair of Systems Design.