Printed from https://ideas.repec.org/n/nep-rmg/2017-05-21.html
Report NEP-RMG-2017-05-21
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:
- David Xiao Chen & Philippe Muller & Hawa Wagué, 2017, "Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data," Discussion Papers, Bank of Canada, number 17-6, DOI: 10.34989/sdp-2017-6.
- David Bauder & Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2017, "Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility," Papers, arXiv.org, number 1705.06533, May.
- Ziegel, Johanna F. & Krueger, Fabian & Jordan, Alexander & Fasciati, Fernando, 2017, "Murphy Diagrams: Forecast Evaluation of Expected Shortfall," Working Papers, University of Heidelberg, Department of Economics, number 0632, May.
- Uluc, Arzu & Wieladek, Tomasz, 2017, "Capital requirements, risk shifting and the mortgage market," Working Paper Series, European Central Bank, number 2061, May.
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2017, "Computation of second order price sensitivities in depressed markets," Papers, arXiv.org, number 1705.02473, May, revised Jan 2018.
- Item repec:imf:imfwpa:17/107 is not listed on IDEAS anymore
- Ralph S.J. Koijen & Motohiro Yogo, 2017, "Risk of Life Insurers: Recent Trends and Transmission Mechanisms," NBER Working Papers, National Bureau of Economic Research, Inc, number 23365, Apr.
- Item repec:imf:imfscr:17/92 is not listed on IDEAS anymore
- Item repec:imf:imfscr:17/95 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:17/97 is not listed on IDEAS anymore
- Item repec:bof:bofrdp:2017_010 is not listed on IDEAS anymore
- Eric Rosengren, 2017, "Trends in commercial real estate: remarks at the Risk Management for Commercial Real Estate Financial Markets Conference, New York University Stern School of Business, New York, New York, May 9, 2017," Speech, Federal Reserve Bank of Boston, number 118, May.
- Christophe Hurlin & Jérémy Leymarie & Antoine Patin, 2018, "Loss functions for LGD model comparison," Working Papers, HAL, number halshs-01516147, Jan.