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Report NEP-RMG-2017-03-26
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:
- Rama Cont & Eric Schaanning, 2017, "Fire sales, indirect contagion and systemic stress testing," Working Paper, Norges Bank, number 2017/2, Mar.
- Pankaj Baag, 2014, "Predicting The Probability Of Default Using Asset Correlation Of A Loan Portfolio," Working papers, Indian Institute of Management Kozhikode, number 151.
- Dominique Guegan & Bertrand Hassani & Kehan Li, 2017, "Impact of multimodality of distributions on VaR and ES calculations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17019, Mar.
- Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu, 2017, "Automatic Portmanteau Tests with Applications to Market Risk Management," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-002, Mar.
- Sebastian de Ramon & William Francis & Kristoffer Milonas, 2017, "An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database," Bank of England working papers, Bank of England, number 652, Mar.
- Stijn Ferrari & Mara Pirovano & Wanda Cornacchia, 2015, "Identifying early warning indicators for real estate-related banking crises," ESRB Occasional Paper Series, European Systemic Risk Board, number 08, Aug.
- Kazutoshi Sugimura & Masaru Itatani & Masaki Bessho, 2017, "Scope of Re-hypothecation Regulation (Report of Workshops (3))," Bank of Japan Research Laboratory Series, Bank of Japan, number 17-E-3, Mar.
- Lukasz Gatarek & Soeren Johansen, 2017, "The role of cointegration for optimal hedging with heteroscedastic error term," Discussion Papers, University of Copenhagen. Department of Economics, number 17-03, Mar.
- W. Scott Frame & Atanas Mihov & Leandro Sanz, 2017, "Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-2, Mar.
- Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017, "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201719, Mar.
- Shovan Chowdhury, 2014, "Compounded Generalized Weibull Distributions - A Unified Approach," Working papers, Indian Institute of Management Kozhikode, number 148.
- Paudyn, Bartholomew, 2015, "The struggle to perform the political economy of creditworthiness: European Union governance of credit ratings through risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59624, Sep.
- Shovan Chowdhury, 2016, "Type I Censored Acceptance Sampling Plan for the Generalized Weibull Model," Working papers, Indian Institute of Management Kozhikode, number 208, Oct.
- Jimut Bahan Chakrabarty & Shovan Chowdhury, 2016, "Compounded Inverse Weibull Distributions: Properties, Inference and Applications," Working papers, Indian Institute of Management Kozhikode, number 213, Dec.
- Yasuyuki SAWADA & Tatsujiro MASAKI & Hiroyuki NAKATA & Kunio SEKIGUCHI, 2017, "Corporate Disaster Risk Financing in Japan: Status quo and challenges (Japanese)," Policy Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 17002, Feb.
- Sander Barendse, 2017, "Interquantile Expectation Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-034/III, Mar.
- Alexander Lehmann, 2017, "Carving out legacy assets- a successful tool for bank restructuring?," Bruegel Policy Contributions, Bruegel, number 19601, Mar.
- Georges Dionne & Ying Liu, 2017, "Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 17-1, Mar.
- Item repec:imf:imfscr:17/20 is not listed on IDEAS anymore