Printed from https://ideas.repec.org/n/nep-rmg/2015-08-25.html
Report NEP-RMG-2015-08-25
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:
- Item repec:mod:wcefin:15207 is not listed on IDEAS anymore
- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2015, "A risk management approach to capital allocation," Working Papers, HAL, number hal-01163180, Jun.
- Suzanne Emmer & Marie Kratz & Dirk Tasche, 2013, "What Is the Best Risk Measure in Practice? A Comparison of Standard Measures," Working Papers, HAL, number hal-00921283, Dec.
- Stéphane Crépey & Shiqi Song, 2014, "Counterparty risk and funding: Immersion and beyond," Working Papers, HAL, number hal-00989062, Mar.
- Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Working Papers, HAL, number hal-00914844, Dec.
- David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015, "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-59, Jun, DOI: 10.17016/FEDS.2015.059.
- Christian Thimann, 2014, "How Insurers Differ from Banks: A Primer on Systemic Regulation," PSE Working Papers, HAL, number halshs-01074933, Oct.
- Zachary Feinstein & Birgit Rudloff, 2015, "A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle," Papers, arXiv.org, number 1508.02367, Aug, revised Jul 2016.
- Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2015, "Realized Bank Risk during the Great Recession," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1140, Aug, DOI: 10.17016/IFDP.2015.1140r.
- Item repec:hal:wpaper:hal-01171395 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-01082559 is not listed on IDEAS anymore
- Georg Mainik, 2015, "Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions," Papers, arXiv.org, number 1508.02749, Aug.
- Pascal Le Masson & Benoit Weil & Olga Kokshagina, 2015, "A new perspective for risk management: a study of the design of generic technology with a matroid model in C-K theory," Post-Print, HAL, number hal-01083249.
- Thomas Humblot, 2014, "Basel Iii Effects On Smes’ Access To Bank Credit : An Empirical Assessment," Working Papers, HAL, number hal-01096527.
- Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015, "The term structure of the price of variance risk," Staff Reports, Federal Reserve Bank of New York, number 736, Aug.
- Mengying Cui & David Levinson, 2015, "Accessibility Analysis of Risk Severity," Working Papers, University of Minnesota: Nexus Research Group, number 000134, DOI: 10.1007/s11116-017-9837-4.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2015, "Vector Quantile Regression," Working Papers, HAL, number hal-01169653, Jun.
- Fernando Jaramillo & Hubert Kempf & Fabien Moizeau, 2015, "Heterogeneity and the formation of risk-sharing coalitions," Post-Print, HAL, number halshs-01075648, May, DOI: 10.1016/j.jdeveco.2014.09.003.
- Nicolas Gravel & Benoît Tarroux, 2015, "Robust normative comparisons of socially risky situations," Post-Print, HAL, number halshs-01057024, Feb, DOI: 10.1007/s00355-014-0833-8.
- Item repec:hal:wpaper:hal-01081758 is not listed on IDEAS anymore