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Report NEP-RMG-2015-02-16
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:
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014, "Risk weights, lending, and financial stability: Limits to model-based capital regulation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100430.
- Petr Macek & Petr Teply, 2015, "Credit Valuation Adjustment Modelling During a Global Low Interest Rate Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/01, Jan, revised Jan 2015.
- Umberto Cherubini & Sabrina Mulinacci, 2015, "Systemic Risk with Exchangeable Contagion: Application to the European Banking System," Papers, arXiv.org, number 1502.01918, Feb.
- Peter Christoffersen & Xuhui (Nick) Pan, 2014, "Oil Volatility Risk and Expected Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-06, Dec.
- Ha-Thu Nguyen, 2015, "How is credit scoring used to predict default in China?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-1.
- Item repec:cbo:report:49866 is not listed on IDEAS anymore
- Eling, Martin & Pankoke, David, 2014, "Systemic Risk in the Insurance Sector: Review and Directions for Future Research," Working Papers on Finance, University of St. Gallen, School of Finance, number 1421, Nov.
- Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin, 2015, "On the (Ab)Use of Omega?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:02.
- M. Naresh Kumar & V. Sree Hari Rao, 2015, "A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime," Papers, arXiv.org, number 1502.00882, Feb.
- Ojo, Marianne, 2015, "Enhancing the reliability of performance measures in empirical based research: leverage ratios and theoretical based research," MPRA Paper, University Library of Munich, Germany, number 61789, Feb.
- Michalski , Tomasz & Ors , Evren, 2014, "Risk-Based Capital Requirements for Banks and International Trade," HEC Research Papers Series, HEC Paris, number 1064, Oct.
- Tim Keighley & Thomas Longden & Supriya Mathew & Stefan Trück, 2014, "Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions," Working Papers, Fondazione Eni Enrico Mattei, number 2014.93, Nov.
- Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2014, "Spillover dynamics for systemic risk measurement using spatial financial time series models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100632.
- Berevoianu, Rozi Liliana, 2014, "Computer model for evaluating performance and economic risk at the level of farms of different sizes," MPRA Paper, University Library of Munich, Germany, number 61763, Nov.
- Décamps, Jean-Paul & Gryglewicz, S. & Morellec, E. & Villeneuve, Stéphane, 2015, "Corporate Policies with Temporary and Permanent Shocks," TSE Working Papers, Toulouse School of Economics (TSE), number 15-552, Jan, revised 15 Jun 2016.