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Report NEP-RMG-2015-07-11
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:
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2015, "The Spectral Stress VaR (SSVaR)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169537, Jun.
- Pauline BARRIEU & Henri LOUBERGE, 2011, "Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-57, Oct.
- Dominique Guegan & Bertrand Hassani, 2015, "Risk or Regulatory Capital? Bringing distributions back in the foreground," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169268, May.
- Ley-Borrás,Roberto & Fox,Benjamin Daniel, 2015, "Using probabilistic models to appraise and decide on sovereign disaster risk financing and insurance," Policy Research Working Paper Series, The World Bank, number 7358, Jul.
- Zachary Feinstein & Fatena El-Masri, 2015, "The Effects of Leverage Requirements and Fire Sales on Financial Contagion via Asset Liquidation Strategies in Financial Networks," Papers, arXiv.org, number 1507.01847, Jul, revised Oct 2016.
- Horlick-Jones, Tom & Rosenhead, Jonathan, 2013, "Ambiguity and therapy in risk management," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62497, Nov.
- V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said, 2015, "Impact of dependence on some multivariate risk indicators," Papers, arXiv.org, number 1507.01175, Jul.
- Andrew Harvey & Rutger-Jan Lange, 2015, "Modeling the Interactions between Volatility and Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1518, Jul.
- Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015, "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper, University Library of Munich, Germany, number 65473.
- Stanley Fischer, 2015, "Supervisory Stress Testing of Large Systemic Financial Institutions : A speech at the Riksbank Macroprudential Conference, Stockholm, Sweden, June 24, 2015," Speech, Board of Governors of the Federal Reserve System (U.S.), number 855, Jun.
- Siem Jan Koopman & Rutger Lit & Andre Lucas, 2015, "Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-076/IV/DSF94, Jul.
- Hyeongwoo Kim & Deockhyun Ryu, 2015, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-08, Jun.
- Billi, Roberto, 2015, "Price Level Targeting and Risk Management," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 302, Jun, revised 01 Feb 2016.