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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. 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:
- Detzer, Daniel, 2014, "Financial market regulation in Germany under the special focus of capital requirements of financial institutions," eabh Papers, The European Association for Banking and Financial History (EABH), number 14-04.
- AMARANTE, Massimiliano, 2013, "A Representation of Risk Measures," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2013-08.
- Jaehyung Choi & Young Shin Kim & Ivan Mitov, 2014, "Reward-risk momentum strategies using classical tempered stable distribution," Papers, arXiv.org, number 1403.6093, Mar, revised Jun 2015.
- Selim Mankaï & Aymen Belgacem, 2014, "Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms," Working Papers, Department of Research, Ipag Business School, number 2014-154, Jan.
- B. Podobnik & D. Horvatic & M. Bertella & L. Feng & X. Huang & B. Li, 2014, "Systemic risk in dynamical networks with stochastic failure criterion," Papers, arXiv.org, number 1403.5623, Mar, revised Apr 2014.
- Nauta, Bert-Jan, 2013, "Discounting Cashflows from Illiquid Assets on Bank Balance Sheets," MPRA Paper, University Library of Munich, Germany, number 54781, Apr, revised 22 Oct 2013.
- Gete, Pedro & Tiernan, Natalie, 2014, "Lending Standards and Countercyclical Capital Requirements under Imperfect Information," MPRA Paper, University Library of Munich, Germany, number 54486, Mar.
- Castiglionesi, Fabio & Feriozzi, Fabio & Lóránth, Gyöngyi & Loriana Pelizzon, 2014, "Liquidity coinsurance and bank capital," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 45, DOI: 10.2139/ssrn.2407517.
- 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/14, Feb.
- Karol Przanowski, 2014, "Credit acceptance process strategy case studies - the power of Credit Scoring," Papers, arXiv.org, number 1403.6531, Mar.
- Mehta, Salil, 2013, "Sophisticated gambler’s ruin and survival chances," MPRA Paper, University Library of Munich, Germany, number 54731, Nov.
- Randle, Tony & Rudolph, Heinz P., 2014, "Pension risk and risk-based supervision in defined contribution pension funds," Policy Research Working Paper Series, The World Bank, number 6813, Mar.
- Karl Mina & Gerald Cheang & Carl Chiarella, 2013, "Approximate Hedging of Options under Jump-Diffusion Processes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 340, Dec.
- Daniel Harenberg & Alexander Ludwig, , "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-14-002.