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Report NEP-RMG-2016-04-04
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:
- Song, Wenjuan & Sun, Lixin, 2014, "The Measurement of the Long-Term and Short-Term Risks of Chinese Listed Banks," MPRA Paper, University Library of Munich, Germany, number 70007, Mar, revised Jul 2014.
- Item repec:iae:iaewps:wp2016n4 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:16/38 is not listed on IDEAS anymore
- Renaud Coulomb & Yanos Zylberberg, 2016, "Rare events and risk perception: evidence from Fukushima accident," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 229, Mar.
- Paolo M. Panteghini & Sergio Vergalli, 2016, "Accelerated Depreciation, Default Risk and Investment Decisions," Working Papers, Fondazione Eni Enrico Mattei, number 2016.14, Mar.
- William R. Cline, 2016, "Benefits and Costs of Higher Capital Requirements for Banks," Working Paper Series, Peterson Institute for International Economics, number WP16-6, Mar.
- Stanislao Gualdi & Giulio Cimini & Kevin Primicerio & Riccardo Di Clemente & Damien Challet, 2016, "Statistically validated network of portfolio overlaps and systemic risk," Papers, arXiv.org, number 1603.05914, Mar, revised Sep 2016.
- Samuel Ronnqvist & Peter Sarlin, 2016, "Bank distress in the news: Describing events through deep learning," Papers, arXiv.org, number 1603.05670, Mar, revised Dec 2016.
- Paolo Giudici & Peter Sarlin & Alessandro Spelta, 2016, "The multivariate nature of systemic risk: direct and common exposures," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 118, Mar.
- Haufler, Andreas & Maier, Ulf, 2016, "Regulatory competition in capital standards with selection effects among banks," Discussion Papers in Economics, University of Munich, Department of Economics, number 27700, Mar.
- Joshua V. Rosenberg, 2016, "Operational risk management at the Federal Reserve Bank of New York," Speech, Federal Reserve Bank of New York, number 195, Mar.
- Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015, "Hedging strategies in energy markets: The case of electricity retailers," Post-Print, HAL, number halshs-01194750, DOI: 10.1016/j.eneco.2015.06.021.
- Ekaterina Sorokina, 2016, "Modeling and Estimation of the Risk When Choosing a Provider," Papers, arXiv.org, number 1603.05294, Mar.
- Dongwon Lee & Kyungkeun Kim, 2016, "Global Risk and International Equity Portfolio Rebalancing," Working Papers, University of California at Riverside, Department of Economics, number 201605, Mar.
- Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps, 2016, "Some mixing properties of conditionally independent processes," Post-Print, HAL, number hal-00670649.
- Philip Ernst & James Thompson & Yinsen Miao, 2016, "Tukey's transformational ladder for portfolio management," Papers, arXiv.org, number 1603.06050, Mar, revised Aug 2017.
- Pawe{l} Smaga & Mateusz Wili'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec, 2016, "Can banks default overnight? Modeling endogenous contagion on O/N interbank market," Papers, arXiv.org, number 1603.05142, Mar.
- Philomena M. Bacon & Anna Conte & Peter G. Moffatt, 2016, "A coefficient of risk vulnerability," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-01, Jan.
- Diego Cerdeiro & Marcin Dziubinski & Sanjeev Goyal, 2015, "Contagion Risk and Network Design," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1547, Feb.
- Yihui Pan & Tracy Yue Wang & Michael S. Weisbach, 2016, "How Management Risk Affects Corporate Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 22091, Mar.