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Report NEP-RMG-2015-11-15
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:
- Vékás, Péter, 2015, "An asymptotic test for the Conditional Value-at-Risk," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2015/19, Oct.
- David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh, 2015, "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-122/III, Nov.
- Arnold Polanski & Evarist Stoja, 2015, "Extreme risk interdependence," Bank of England working papers, Bank of England, number 563, Nov.
- Ivan Granito & Paolo De Angelis, 2015, "Capital allocation and risk appetite under Solvency II framework," Papers, arXiv.org, number 1511.02934, Nov.
- Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015, "Envelope Condition Method with an Application to Default Risk Models," 2015 Meeting Papers, Society for Economic Dynamics, number 1239.
- Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2015, "Nonstationary Z-score measures," MPRA Paper, University Library of Munich, Germany, number 67840, Nov.
- Item repec:cbo:report:498660 is not listed on IDEAS anymore
- Elisa Cavezzali & Gloria Gardenal, 2015, "Risk governance and performance of the Italian banks: an empirical analysis," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 8, Oct.
- Tóth, József, 2015, "Rules of remuneration of material risk takers and their implementation in the European Banks," MPRA Paper, University Library of Munich, Germany, number 67758, Nov.
- Salleo, Carmelo & Homar, Timotej & Kick, Heinrich, 2015, "What drives forbearance - evidence from the ECB Comprehensive Assessment," Working Paper Series, European Central Bank, number 1860, Oct.
- Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015, "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01224491, Sep.
- Benedikt Hoechner & Peter Reichling & Gordon Schulze, 2015, "Pitfalls of downside performance measures with arbitrary targets," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 150018, Nov.
- Hertrich, Markus, 2015, "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper, University Library of Munich, Germany, number 67837, Sep.
- Laps, Jochen, 2015, "Fully Funded Social Security Pensions, Lifetime Risk and Income," Working Papers, University of Heidelberg, Department of Economics, number 0603, Nov.
- Dacorogna, Michel & Kratz, Marie, 2015, "Living in a Stochastic World and Managing Complex Risks," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1517, Oct.