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Report NEP-RMG-2016-10-16
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:
- Leonardo Gambacorta & Sudipto Karmakar, 2016, "Leverage and risk weighted capital requirements," BIS Working Papers, Bank for International Settlements, number 586, Sep.
- Yassine Bakkar & Clovis Rugemintwari & Amine Tarazi, 2017, "Charter value and bank stability before and after the global financial crisis of 2007-2008 Charter value and bank stability before and after the global financial crisis of 2007-2008," Working Papers, HAL, number hal-01337601, Jan.
- Eufinger, Christian & Gill, Andrej, 2016, "Incentive-based capital requirements," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 9 [rev.], revised 2016, DOI: 10.2139/ssrn.1967492.
- Jianxi Su & Edward Furman, 2016, "Multiple risk factor dependence structures: Copulas and related properties," Papers, arXiv.org, number 1610.02126, Oct.
- J. D. Opdyke, 2016, "Fast, Accurate, Straightforward Extreme Quantiles of Compound Loss Distributions," Papers, arXiv.org, number 1610.03718, Oct, revised Jul 2017.
- Olivier Le Marois & Julia Mikhalevsky & Raphaël Douady, 2014, "Extreme Risk, excess return and leverage: the LP formula," Post-Print, HAL, number hal-01151376, Dec.
- Nassim Nicholas Taleb & Raphaël Douady, 2014, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Post-Print, HAL, number hal-01151340, Dec.
- Isabelle Distinguin & Aref Mahdavi-Ardekani & Amine Tarazi, 2017, "Do banks differently set their liquidity ratios based on their network characteristics?," Working Papers, HAL, number hal-01336784, Mar.
- Item repec:hal:wpaper:hal-01367277 is not listed on IDEAS anymore
- Brühl, Volker, 2016, "How to define a Systemically Important Financial Institution (SIFI): A new perspective," CFS Working Paper Series, Center for Financial Studies (CFS), number 538.
- Sokolovska, Olena, 2016, "Trade credit insurance: theoretical background and some international practices," MPRA Paper, University Library of Munich, Germany, number 74303, Aug, revised Aug 2016.
- Pia Hüttl & Dirk Schoenmaker, 2016, "Fiscal capacity to support large banks," Bruegel Policy Contributions, Bruegel, number 16765, Oct.
- SK, Shanthi & Nangia, Vinay Kumar & Sircar, Sanjoy & Reddy, Kotapati Srinivasa, 2015, "Banking and Financial Regulation in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 74289, revised 2015.
- Giovanni Favara & Simon Gilchrist & Kurt F. Lewis & Egon Zakrajšek, 2016, "Updating the Recession Risk and the Excess Bond Premium," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-10-06, Oct, DOI: 10.17016/2380-7172.1836.