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Report NEP-RMG-2016-09-04
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:
- Benjamin Lorent, 2016, "Treatment of Market Risks under Solvency II and its Market Implications," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/231942, Jun.
- Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos, 2014, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," MPRA Paper, University Library of Munich, Germany, number 73399, Dec, revised Aug 2016.
- Emil Siriwardane & Bernard Herskovic & Andrea Eisfeldt, 2016, "Risk Reallocation in OTC Derivatives Networks," 2016 Meeting Papers, Society for Economic Dynamics, number 538.
- Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014, "A Composite Indicator of Systemic Stress (CISS) for Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 80, Jun, DOI: 10.32468/tef.80.
- Filippo Curti & Ibrahim Ergen & Minh Le & Marco Migueis & Rob T. Stewart, 2016, "Benchmarking Operational Risk Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-070, Mar, DOI: 10.17016/FEDS.2016.070.
- Rutger-Jan Lange & Andre Lucas & Arjen H. Siegmann, 2016, "Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-064/IV, Aug.
- Massa, Massimo & Ferreira, Miguel & Matos, Pedro Pinto, 2016, "Investor-Stock Decoupling in Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11476, Aug.
- Weber, Martin & Regele, Tobias & Jacobs, Heiko, 2016, "Expected skewness and momentum," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11455, Aug.