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Report NEP-RMG-2017-04-02
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:
- Matthieu Garcin & Dominique Guegan & Bertrand Hassani, 2018, "A novel multivariate risk measure: the Kendall VaR," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01467857, Apr.
- Tatiana Gaelle Yongoua Tchikanda, 2017, "Systemic risk and individual risk: A trade-off?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-16.
- Gehrig, Thomas, 2017, "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11920, Mar.
- Dominique Guegan & Bertrand Hassani & Kehan Li, 2017, "Impact of multimodality of distributions on VaR and ES calculations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01491990, Mar.
- Franco Varetto, 2016, "L’ALBERO DEL RISCHIO: RELAZIONI STOCASTICHE (ELEMENTARI) TRA GLI INDICATORI DI BILANCIO [The tree of risk: (elementary) stochastic relations between financial ratios]," IRCrES Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Torino (TO) ITALY, number 201604, Oct.
- Raphaël Homayoun Boroumand & Georg Zachmann, 2015, "Risk hedging and competition : the case of electricity markets," EcoMod2015, EcoMod, number 8491, Jul.
- Hacène Djellout & Arnaud Guillin & Yacouba Samoura, 2017, "Large Deviations Of The Realized (Co-)Volatility Vector," Post-Print, HAL, number hal-01082903, Jan.
- D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016, "How does risk flow in the credit default swap market?," ESRB Working Paper Series, European Systemic Risk Board, number 33, Dec.
- Silva, André, 2016, "Strategic complementarity in banks’ funding liquidity choices and financial stability," ESRB Working Paper Series, European Systemic Risk Board, number 19, Jul.
- Efing, Matthias, 2016, "Arbitraging the Basel securitization framework: Evidence from German ABS investment," ESRB Working Paper Series, European Systemic Risk Board, number 22, Sep.
- Lundström, Christian, 2017, "On the Returns of Trend-Following Trading Strategies," Umeå Economic Studies, Umeå University, Department of Economics, number 948, Mar.
- Ester Faia & Gianmarco I. P. Ottaviano, 2017, "Global banking: risk taking and competition," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1471, Mar.
- Behn, Markus & Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem, 2016, "Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors," ESRB Working Paper Series, European Systemic Risk Board, number 29, Nov.
- Ignacio Tirado, 2017, "Banking Crises and the Japanese Legal Framework," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 17-E-02, Mar.
- Yasuyuki SAWADA & Tatsujiro MASAKI & Hiroyuki NAKATA & Kunio SEKIGUCHI, 2017, "Natural Disasters: Financial preparedness of corporate Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17014, Mar.
- Hazama, Makoto & Uesugi, Iichiro & 植杉, 威一郎, 2017, "Measuring the Systemic Risk in Interfirm Transaction Networks," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 66, Feb.