Report NEP-RMG-2015-12-28

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Chris Kenyon & Andrew Green & Mourad Berrahoui, 2015, "Which measure for PFE? The Risk Appetite Measure, A," Papers, arXiv.org, number 1512.06247, Dec.
• Jean-Loup SOULA, 2015, "Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2015-09.
• Asche, Frank & Misund, Bard, 2015, "Hedging Efficiency of Atlantic Salmon Futures," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/12, Dec.
• Misund, Bård, 2015, "Financial Ratios and Prediction on Corporate Bankruptcy in the Atlantic Salmon Industry," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/9, Dec.
• Heyen, Daniel & Goeschl, Timo & Wiesenfarth , Boris, 2015, "Risk Assessment under Ambiguity: Precautionary Learning vs. Research Pessimism," Working Papers, University of Heidelberg, Department of Economics, number 0605, Dec.
• Item repec:hal:wpaper:hal-01242023 is not listed on IDEAS anymore

• Chong, Terence Tai Leung & Lin, Shiyu, 2015, "Predictive Models for Disaggregate Stock Market Volatility," MPRA Paper, University Library of Munich, Germany, number 68460, Nov.
• Sprios Bougheas & Alan Kirman, 2015, "Systemic Risk and the Optimal Seniority Structure of Banking Liabilities," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2015/15.
• Marcel Lever & Ilja Boelaars & Ryanne Cox & Roel Mehlkopf, 2015, "The allocation of financial risks during the life cycle in individual and collective DC pension contracts," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 317, Dec.
• Michael R. Tehranchi, 2015, "Uniform bounds for Black--Scholes implied volatility," Papers, arXiv.org, number 1512.06812, Dec, revised Aug 2016.
• Matthieu Garcin & Clément Goulet, 2017, "Non-parametric news impact curve: a variational approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01244292, Feb.