Report NEP-RMG-2017-03-12This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Knapp, S. & Heij, C., 2016. "Evaluation of total risk exposure and insurance premiums in the maritime industry," Econometric Institute Research Papers EI-1661, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Amira Akl Ahmed & Doaa Akl Ahmed, 2016. "Modelling Conditional Volatility and Downside Risk for Istanbul Stock Exchange," Working Papers 1028, Economic Research Forum, revised Jul 2016.
- Degryse, Hans & Smedts, Kristien & Van Hulle, Cynthia, 2017. "Risk-sharing benefits and the capital structure of insurance companies," CEPR Discussion Papers 11838, C.E.P.R. Discussion Papers.
- GaÃ«tan Le Quang, 2017. ""Taking Diversity into Account": the Diversity of Financial Institutions and Accounting Regulation," EconomiX Working Papers 2017-10, University of Paris Nanterre, EconomiX.
- Berardi, Simone & Marcelletti, Alessandra, 2017. "Optimal Bank Capital Requirements: An Asymmetric Information Perspective," SEP Working Papers 2017/2, LUISS School of European Political Economy.
- Bernadette A. Minton & René M. Stulz & Alvaro G. Taboada, 2017. "Are Larger Banks Valued More Highly?," NBER Working Papers 23212, National Bureau of Economic Research, Inc.
- Wayne Passmore & Alexander H. von Hafften, 2017. "Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small?," FEDS Notes 2017-02-27-1, Board of Governors of the Federal Reserve System (U.S.).
- Paravisini, Daniel & Rappoport, Veronica & Ravina, Enrichetta, 2017. "Risk aversion and wealth: evidence from person-to-person lending portfolios," LSE Research Online Documents on Economics 62137, London School of Economics and Political Science, LSE Library.
- Jose Felix Izquierdo & Santiago MuÃ±oz & Ana Rubio & Camilo Ulloa, 2017. "Impact of capital regulation on SMEs credit," Working Papers 17/01, BBVA Bank, Economic Research Department.
- Frutos de Andres, Juan Carlos & Papsdorf, Patrick & Arciero, Luca & Hellqvist, Matti & Heyvaert, Patrick & Kaliontzoglou, Alexandros & König, Ronald & Korpinen, Kasperi & Martin, Clement & Müller, Ale, 2017. "Stress-Testing of liquidity risk in TARGET2," Occasional Paper Series 183, European Central Bank.