Printed from https://ideas.repec.org/n/nep-rmg/2016-11-13.html
Report NEP-RMG-2016-11-13
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:
- Gareth W. Peters & Pavel V. Shevchenko & Bertrand K. Hassani & Ariane Chapelle, 2016, "Standardized Measurement Approach for Operational risk: Pros and Cons," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16064, Jun.
- Pierre-Charles Pradier & Hamza El Khalloufi, 2016, "The Impact of regulatory capital regulation on balance sheet structure, intermediation cost and growth," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16061, Sep.
- Gareth W. Peters & Pavel V. Shevchenko & Bertrand K. Hassani & Ariane Chapelle, 2016, "Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16065, Jul.
- Ingo Fender & Ulf Lewrick, 2016, "Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues," BIS Working Papers, Bank for International Settlements, number 591, Nov.
- Dominique Guegan & Bertrand K. Hassani, 2016, "Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16066, Oct.
- Xisong Jin & Francisco Nadal De Simone, 2016, "Tracking Changes in the Intensity of Financial Sector's Systemic Risk," BCL working papers, Central Bank of Luxembourg, number 102, Oct.
- Dhillon, Amrita & Pickering, Andrew & Sjöström, Tomas, 2016, "Sovereign Debt: Election Concerns and the Democratic Disadvantage," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 308.
- Katrien Antonio & Sander Devriendt & Wouter de Boer & Robert de Vries & Anja De Waegenaere & Hok-Kwan Kan & Egbert Kromme & Wilbert Ouburg & Tim Schulteis & Erica Slagter & Michel Vellekoop & Marco va, 2016, "Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 554572.
- Damiano Brigo & Fr'ed'eric Vrins, 2016, "Disentangling wrong-way risk: pricing CVA via change of measures and drift adjustment," Papers, arXiv.org, number 1611.02877, Nov.
- Bertrand K. Hassani, 2016, "Bringing the Customer Back to the Foreground: The End of Conduct Risk?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01391106, Oct.
- Item repec:hum:wpaper:sfb649dp2016-046 is not listed on IDEAS anymore
- Gadat, Sébastien & Panloup, Fabien & Saadane, Sofiane, 2016, "Stochastic Heavy Ball," TSE Working Papers, Toulouse School of Economics (TSE), number 16-712, Oct.
- Beccue, Phillip & Huntington, Hillard, 2016, "An Updated Assessment of Oil Market Disruption Risks," MPRA Paper, University Library of Munich, Germany, number 74986.
- Pierre-Charles Pradier & Arnaud Chneiweiss, 2016, "The evolution of insurance regulation in the EU since 2005," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16060, Sep.
- Milan Kumar Das & Anindya Goswami & Tanmay S. Patankar, 2016, "Pricing Derivatives in a Regime Switching Market with Time Inhomogeneous Volatility," Papers, arXiv.org, number 1611.02026, Nov.