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Report NEP-RMG-2015-04-19
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:
- Mauro Bernardi & Leopoldo Catania, 2015, "Switching-GAS Copula Models With Application to Systemic Risk," Papers, arXiv.org, number 1504.03733, Apr, revised Jan 2016.
- Alfredo Calderon Vela & Gabriel Rodríguez, 2014, "Extreme Value Theory: An Application to the Peruvian Stock Market Returns," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-394.
- Tobias Adrian, 2015, "Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks”," Staff Reports, Federal Reserve Bank of New York, number 722, Apr.
- Marco Bianchetti & Sergei Kucherenko & Stefano Scoleri, 2015, "Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis," Papers, arXiv.org, number 1504.02896, Apr.
- W. Scott Frame & Kristopher Gerardi & Paul S. Willen, 2015, "The failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-3, Mar.
- Paech, Philipp, 2015, "The value of insolvency safe harbours," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61591.
- Maria Garbuzova-Schlifter & Reinhard Madlener, 2014, "Risk Analysis of Energy Performance Contracting Projects in Russia: An Analytic Hierarchy Process Approach," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 10/2014, Oct.
- Qianqian Cao & Shimeng Liu, 2015, "The Impact of State Foreclosure and Bankruptcy Laws on Higher-Risk Lending: Evidence from FHA and Subprime Mortgage Originations," Working Paper, USC Lusk Center for Real Estate, number 9411.
- Fabio Antonelli & Alessandro Ramponi & Sergio Scarlatti, 2015, "Random Time Forward Starting Options," Papers, arXiv.org, number 1504.03552, Apr.
- Item repec:rnp:ppaper:mak3 is not listed on IDEAS anymore
- Ozili, PK, 2015, "How Bank Managers Anticipate Non-Performing Loans. Evidence from Europe, US, Asia and Africa," MPRA Paper, University Library of Munich, Germany, number 63681.
- Nijman, Theo E & Bovenberg, Lans, 2015, "Personal Pensions with Risk sharing: Affordable, Adequate and Stable Private Pensions in Europe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10538, Apr.