Printed from https://ideas.repec.org/n/nep-rmg/2016-01-03.html
Report NEP-RMG-2016-01-03
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:
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-133/III, Dec.
- Item repec:dnb:dnbocs:1305 is not listed on IDEAS anymore
- Berdin, Elia & Sottocornolay, Matteo, 2015, "Insurance activities and systemic risk," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 19/15.
- A. K. M. Azhar & Vincent B. Y. Gan & W. A. T. Wan Abdullah & H. Zainuddin, 2015, "On the Fractal Geometry of the Balance Sheet and the Fractal Index of Insolvency Risk," Papers, arXiv.org, number 1512.09280, Dec.
- B. Camara & F.-D. Castellani & H. Fraisse & L. Frey & C. Héam & L. Labonne & V. Martin, 2015, "MERCURE : A Macroprudential Stress Testing Model developed at the ACPR," Débats Economiques et financiers, Banque de France, number 19.
- Piacquadio, Paolo G., 2015, "The Ethics of Intergenerational Risk," Memorandum, Oslo University, Department of Economics, number 15/2015, Aug.
- Amponsah, Stephen & Adu, Kofi Osei & Amissah, Anthony, 2015, "Assessing Internal Controls among Insurance companies in Ghana," MPRA Paper, University Library of Munich, Germany, number 68535, Dec.