Printed from https://ideas.repec.org/n/nep-rmg/2015-10-10.html
Report NEP-RMG-2015-10-10
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:
- Lucas, André & Schwaab, Bernd & Zhang, Xin, 2015, "Modeling financial sector joint tail risk in the euro area," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 308, Jun.
- F. Dilvin Ta?k?n & Ufuk Tutan, 2015, "Use of Derivatives and Financial Stability in Turkish Banking Sector," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2805197, Oct.
- Halis Sak & .Ismail Bac{s}ou{g}lu, 2015, "Efficient Randomized Quasi-Monte Carlo Methods For Portfolio Market Risk," Papers, arXiv.org, number 1510.01593, Oct.
- Christoph Basten & Catherine Koch, 2015, "Higher bank capital requirements and mortgage pricing: evidence from the Countercyclical Capital Buffer (CCB)," BIS Working Papers, Bank for International Settlements, number 511, Sep.
- Oliver Kley & Claudia Kluppelberg & Gesine Reinert, 2015, "Conditional risk measures in a bipartite market structure," Papers, arXiv.org, number 1510.00616, Oct.
- Farzad Alavi Fard & Firmin Doko Tchatoka & Sivagowry Sriananthakumar, 2015, "Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2015-17, Sep.
- Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer, 2015, "What's in a ball? Constructing and characterizing uncertainty sets," Papers, arXiv.org, number 1510.01675, Oct.
- Item repec:hal:wpaper:hal-01205753 is not listed on IDEAS anymore
- De Bruyckere, Valerie, 2015, "Systemic risk rankings and network centrality in the European banking sector," Working Paper Series, European Central Bank, number 1848, Sep.
- Item repec:rza:wpaper:534 is not listed on IDEAS anymore
- Bertsch, Christoph & Mariathasan, Mike, 2015, "Optimal Bank Capitalization in Crowded Markets," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 312, Sep, revised 01 Dec 2017.
- Lucas, André & Zhang, Xin, 2015, "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 309, Sep.
- Takatoshi ITO & Satoshi KOIBUCHI & Kiyotaka SATO & Junko SHIMIZU, 2015, "Exchange Risk Management and the Choice of Invoice Currency: 2014 Questionnaire Survey of Japanese Overseas Subsidiaries (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 15054, Oct.
- Nadezda Sinenko & Olga Lielkalne, 2015, "Cobweb diagram as a tool for assesing changes in the most important financial stability risks," Discussion Papers, Latvijas Banka, number 2015/01, Jul.
- Matthew Ginley, 2015, "Shortfall from Maximum Convexity," Papers, arXiv.org, number 1510.00941, Oct.