Report NEP-RMG-2016-03-29This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Feng-Hui Yu & Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu, 2016. "Interacting Default Intensity with Hidden Markov Process," Papers 1603.02902, arXiv.org.
- Item repec:bof:bofrdp:urn:nbn:fi:bof-201508211363 is not listed on IDEAS anymore
- Berdin, Elia & Sottocornola, Matteo, 2015. "Insurance activities and systemic risk," SAFE Working Paper Series 121, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Marcin Pitera & Thorsten Schmidt, 2016. "Unbiased estimation of risk," Papers 1603.02615, arXiv.org, revised Aug 2017.
- Beatriz Martínez, Beatriz Martínez & Hipòlit Torró, Hipòlit Torró, 2016. "Anatomy of Risk Premium in UK Natural Gas Futures," ESP: Energy Scenarios and Policy 232212, Fondazione Eni Enrico Mattei (FEEM).
- Hannah Cheng & Juan Zhan & William Rea & Alethea Rea, 2016. "Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX," Papers 1603.02354, arXiv.org.
- Gong, Di & Wagner, Wolf, 2016. "Systemic risk-taking at banks: Evidence from the pricing of syndicated loans," CEPR Discussion Papers 11150, C.E.P.R. Discussion Papers.
- Byström, Hans, 2016. "Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling," Working Papers 2016:4, Lund University, Department of Economics.
- Bienz, Carsten & Thorburn, Karin & Walz, Uwe, 2016. "Coinvestment and risk taking in private equity funds," SAFE Working Paper Series 126, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016. "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers 11147, C.E.P.R. Discussion Papers.
- Giulio Bottazzi & Alessandro De Sanctis & Fabio Vanni, 2016. "Non-performing loans, systemic risk and resilience in financial networks," LEM Papers Series 2016/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Eric Helland & Anupam B. Jena & Dan P. Ly & Seth A. Seabury, 2016. "Self-insuring against Liability Risk: Evidence from Physician Home Values in States with Unlimited Homestead Exemptions," NBER Working Papers 22031, National Bureau of Economic Research, Inc.
- Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015. "Facilitating Foreign Exchange Risk Management for Bond Investments in ASEAN+3," ADB Reports RPT157560-2, Asian Development Bank (ADB).
- Gareth W. Peters & Wilson Y. Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments," Papers 1603.01041, arXiv.org.