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Report NEP-RMG-2016-07-02
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:
- Paolo Giudici & Laura Parisi, 2016, "Bail in or Bail out? The Atlante example from a systemic risk perspective," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 124, Jun.
- Roman Matousek & Thao Ngoc Nguyen & Chris Stewart, 2016, "Risk management of the Vietnamese banking system: A market research survey," Economics Discussion Papers, School of Economics, Kingston University London, number 2016-10, Jun.
- Vergote, Olivier, 2016, "Credit risk spillover between financials and sovereigns in the euro area during 2007-2015," Working Paper Series, European Central Bank, number 1898, Apr.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016, "Asset encumbrance, bank funding and financial fragility," Discussion Papers, Deutsche Bundesbank, number 17/2016.
- Shah, Anand, 2016, "Pricing of Rainfall Insurance in India using Gaussian and t Copulas," 90th Annual Conference, April 4-6, 2016, Warwick University, Coventry, UK, Agricultural Economics Society, number 236288, Apr, DOI: 10.22004/ag.econ.236288.
- Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015, "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series, HEC Paris, number 1112, Jul.
- Tenani, Paulo Sérgio, 2016, "Revisiting modern portfolio theory," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 419, May.
- Hana Dzmuranova, 2016, "Risk Management of Demand Deposits in a Low Interest Rate Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/10, May, revised May 2016.
- Mehmet Y. Gürdal & Tolga U. Kuzubaþ & Burak Saltoðlu, 2016, "Measures of Individual Risk Attitudes and Portfolio Choice: Evidence from Pension Participants," Working Papers, Bogazici University, Department of Economics, number 2016/02, Feb.
- Tariq, Anam & Masih, Mansur, 2016, "Risk-sharing deposits in islamic banks: do interest rates have any influence on them?," MPRA Paper, University Library of Munich, Germany, number 71680, May.