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Report NEP-RMG-2016-04-16
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:
- Xi Yang, 2016, "Predicting bank failures: The leverage versus the risk-weighted capital ratio," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-15.
- Olivier Bruno & Alexandra Girod, 2013, "Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio," Working Papers, HAL, number halshs-01295573.
- Bikramjit Das & Vicky Fasen, 2016, "Risk contagion under regular variation and asymptotic tail independence," Papers, arXiv.org, number 1603.09406, Mar, revised Apr 2017.
- Denise Scheld & Johannes Paha & Nicolas Fandrey, 2015, "A risk governance approach to managing antitrust risks in the banking industry," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201535.
- Gazi I. Kara & S. Mehmet Ozsoy, 2016, "Bank regulation under fire sale externalities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-026, Mar, DOI: 10.17016/FEDS.2016.026.
- Suarez, Ronny, 2016, "Large-cap versus small-cap, a downside risk comparison," MPRA Paper, University Library of Munich, Germany, number 70547, Apr.
- Donaldson, Jason & Micheler, Eva, 2016, "Resaleable debt and systemic risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66042, Jan.
- Malcolm Baker & Mathias F. Hoeyer & Jeffrey Wurgler, 2016, "The Risk Anomaly Tradeoff of Leverage," NBER Working Papers, National Bureau of Economic Research, Inc, number 22116, Mar.
- Enzo Busseti & Ernest K. Ryu & Stephen Boyd, 2016, "Risk-Constrained Kelly Gambling," Papers, arXiv.org, number 1603.06183, Mar.
- Lux, Thomas, 2016, "Network effects and systemic risk in the banking sector," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 62.