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Report NEP-RMG-2016-07-16
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:
- Jinghai Shao & Siming Li & Yong Li, 2016, "Estimation and prediction of credit risk based on rating transition systems," Papers, arXiv.org, number 1607.00448, Jul, revised Mar 2018.
- Bennet Berger & Pia Hüttl & Silvia Merler, 2016, "Total assets versus risk weighted assets- does it matter for MREL?," Bruegel Policy Contributions, Bruegel, number 15646, Aug.
- Gareth W. Peters & Pavel V. Shevchenko & Bertrand Hassani & Ariane Chapelle, 2016, "Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?," Papers, arXiv.org, number 1607.02319, Jul, revised Sep 2016.
- Masahiko Egami & Rusudan Kevkhishvili, 2016, "An Analysis of Simultaneous Company Defaults Using a Shot Noise Process," Discussion papers, Graduate School of Economics , Kyoto University, number e-16-001, Apr.
- Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016, "Global credit risk: world country and industry factors," Working Paper Series, European Central Bank, number 1922, Jun.
- Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna, 2016, "Pricing sovereign credit risk of an emerging market," Working Paper Series, European Central Bank, number 1924, Jun.
- Alexander Karminsky, 2016, "Rating models: emerging market distinctions," Papers, arXiv.org, number 1607.02422, Jul.
- Justin Sirignano & Apaar Sadhwani & Kay Giesecke, 2016, "Deep Learning for Mortgage Risk," Papers, arXiv.org, number 1607.02470, Jul, revised Mar 2018.
- Florence Crick & Katie Jenkins & Swenja Surminski, 2016, "Strengthening insurance partnerships in the face of climate change – insights from an agent-based model of flood insurance in the UK," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 241, Jun.
- Morgan, Peter & Regis, Paulo José & Salike, Nimesh, 2015, "Loan-to-Value Policy as a Macroprudential Tool: The Case of Residential Mortgage Loans in Asia," RIEI Working Papers, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, number 2015-03, Aug.
- Clarke,Daniel Jonathan & Wren-Lewis,Liam, 2016, "Solving commitment problems in disaster risk finance," Policy Research Working Paper Series, The World Bank, number 7720, Jun.