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Report NEP-RMG-2015-08-13
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:
- Man Chung Fung & Katja Ignatieva & Michael Sherris, 2015, "Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives," Papers, arXiv.org, number 1508.00090, Aug.
- Item repec:hum:wpaper:sfb649dp2015-038 is not listed on IDEAS anymore
- SIDIBE, Tidiani, 2015, "Yards implementation of Basel prudential framework and IFRS: some ideas for African banks
[The yards of implementation of Basel prudential and IFRS: some ideas for African banks]," MPRA Paper, University Library of Munich, Germany, number 65848, Jul. - Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015, "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers, Business School - Economics, University of Glasgow, number 2015_15, Feb.
- Tatiana Cesaroni, 2015, "Procyclicality of credit rating systems: how to manage it," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 109, Jul.
- Tetsuya Adachi & Yoshihiko Uchida, 2015, "Variation of Wrong-Way Risk Management and Its Impact on Security Price Changes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-11, Jul.
- James Risk & Michael Ludkovski, 2015, "Statistical Emulators for Pricing and Hedging Longevity Risk Products," Papers, arXiv.org, number 1508.00310, Aug, revised Sep 2015.
- Frantisek Kopriva, 2015, "Constant Bet Size? Don't Bet on It! Testing Expected Utility Theory on Betfair Data," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp545, Jul.
- Guillaume Arnould & Salim Dehmej, 2015, "Is the European banking system more robust? An evaluation through the lens of the ECB's Comprehensive Assessment," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15061, Jul.
- Svetlana Andrianova & Badi Baltagi & Thorsten Beck & Panicos Demetriades & David Fielding & Stephen Hall & Steven Koch & Robert Lensink & Johan Rewilak & Peter Rousseau, 2015, "A New International Database on Financial Fragility," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/18, Jul.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2015, "Can governance quality predict stock market returns? New global evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_04, Jan, DOI: 10.1016/j.pacfin.2015.02.007.