Printed from https://ideas.repec.org/n/nep-rmg/2017-04-09.html
Report NEP-RMG-2017-04-09
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:
- Osmundsen, Kjartan Kloster, 2017, "Using Expected Shortfall for Credit Risk Regulation," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/4, Mar.
- Giglio, Stefano, 2016, "Credit default swap spreads and systemic financial risk," ESRB Working Paper Series, European Systemic Risk Board, number 15, Jun.
- Rama Cont, 2017, "Central clearing and risk transformation," Working Paper, Norges Bank, number 2017/3, Mar.
- Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016, "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-46, Dec.
- Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017, "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70769, Mar.
- Item repec:rza:wpaper:666 is not listed on IDEAS anymore
- Boissel, Charles & Derrien, François & Örs, Evren & Thesmar, David, 2016, "Systemic risk in clearing houses: Evidence from the European repo market," ESRB Working Paper Series, European Systemic Risk Board, number 10, May.
- Polanski, Arnold & Stoja, Evarist, 2016, "Extreme risk interdependence," ESRB Working Paper Series, European Systemic Risk Board, number 12, Jun.
- Abdullah, Azrul & Ku Ismail, Ku Nor Izah, 2016, "The Effectiveness of Risk Management Committee and Hedge Accounting Practices in Malaysia," MPRA Paper, University Library of Munich, Germany, number 77960, Jul.
- Syed Abul, Basher & Lawrence M., Kessler & Murat K., Munkin, 2017, "Bank capital and portfolio risk among Islamic banks," MPRA Paper, University Library of Munich, Germany, number 77932, Mar.
- Jamal Bouoiyour & Refk Selmi, 2017, "Are Trump and Bitcoin Good Partners?," Working Papers, HAL, number hal-01480031, Mar.
- Louis Raymond Eeckhoudt & Elisa Pagani & Emanuela Rosazza Gianin, 2016, "Prudence, risk measures and the Optimized Certainty Equivalent: a note," Working Papers, University of Verona, Department of Economics, number 07/2016, May.
- Simón Sosvilla-Rivero & Victor Echevarria Icaza, 2017, "Systemic banks, capital composition and CoCo bonds issuance:The effects on bank risk," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 17-03, Mar.
- Georges Dionne & Denise Desjardins, 2017, "Reinsurance Demand and Liquidity Creation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 17-3, Feb.
- Item repec:srk:srkwps:201608 is not listed on IDEAS anymore
- Cyril Grunspan & Ricardo Pérez-Marco, 2017, "Satoshi Risk Tables," Working Papers, HAL, number hal-01465634, Feb.
- Anastasiou, Dimitrios, 2016, "Management and Resolution methods of Non-performing loans: A Review of the Literature," MPRA Paper, University Library of Munich, Germany, number 77581, revised 2017.
- Sarena Goodman & Alice Henriques Volz & Alvaro Mezza, 2017, "On Intergenerational Immobility : Evidence that Adult Credit Health Reflects the Childhood Environment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-032, Mar, DOI: 10.17016/FEDS.2017.032r1.
- David Andolfatto & Ed Nosal, 2017, "Bank Panics and Scale Economies," Working Papers, Federal Reserve Bank of St. Louis, number 2017-9, Mar, DOI: 10.20955/wp.2017.009.
- Rocks, Sophie A. & Schubert, Iljana & Soane, Emma & Black, Edgar & Muckle, Rachel & Petts, Judith & Prpich, George & Pollard, Simon J., 2017, "Engaging with comparative risk appraisals: public views on policy priorities for environmental risk governance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 71580, Sep.
- Keuschnigg, Christian & Kogler, Michael, 2017, "Schumpeterian Banks: Credit Reallocation and Capital Requirements," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1704, Mar, revised Dec 2019.
- Aiba, Daiju & Odajima, Ken & Khou, Vouthy, 2017, "Foreign Currency Borrowing and Risk-Hedging Behavior: Evidence from a Household Survey in Cambodia," Working Papers, JICA Research Institute, number 143, Mar.
- Homar, Timotej, 2016, "Bank recapitalizations and lending: A little is not enough," ESRB Working Paper Series, European Systemic Risk Board, number 16, Jun.
- Valerii Salov, 2017, "The Wandering of Corn," Papers, arXiv.org, number 1704.01179, Apr.
- Jan Dhaene & Ben Stassen & Karim Barigou & Daniël Linders & Ze Chen, 2017, "Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency," 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 578281.
- Georges Dionne & Scott Harrington, 2017, "Insurance and Insurance Markets," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 17-2, Mar.
- Fabian Schupp & Leonid Silbermann, 2017, "The Role of Structural Funding for Stability in the German Banking Sector," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201717.
- Raslan Alzubi & Mustafa Caglayan & Kostas Mouratidis, 2017, "The Risk-Taking Channel in the US: A GVAR Approach," Working Papers, The University of Sheffield, Department of Economics, number 2017009, Mar.