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Report NEP-RMG-2017-06-11
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:
- Item repec:iik:wpaper:237 is not listed on IDEAS anymore
- Schlütter, Sebastian, 2017, "Scenario-based capital requirements for the interest rate risk of insurance companies," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 28/17.
- Item repec:iik:wpaper:239 is not listed on IDEAS anymore
- Siri, Michele, 2017, "Corporate governance of insurance firms after Sovency II," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 27/17.
- Sooji Kim & Matthew Plosser & João A. C. Santos, 2017, "Macroprudential policy and the revolving door of risk: lessons from leveraged lending guidance," Staff Reports, Federal Reserve Bank of New York, number 815, May.
- Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc, 2017, "Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2017/03, May.
- Karin Heinschink & Franz Sinabell & Thomas Url, 2017, "Elements of an Index-based Margin Insurance. An Application to Wheat Production in Austria," WIFO Working Papers, WIFO, number 536, May.
- Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A., 2017, "Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk," MPRA Paper, University Library of Munich, Germany, number 79438, May.
- Benno Ferrarini & Marthe Hinojales & Pasquale Scaramozzino, 2017, "Leverage and Capital Structure Determinants of Chinese Listed Companies," ADB Economics Working Paper Series, Asian Development Bank, number 509, Jan.
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017, "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1706.
- Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017, "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 140, May.
- Jean-Pierre Fouque & Yuri F. Saporito, 2017, "Heston Stochastic Vol-of-Vol Model for Joint Calibration of VIX and S&P 500 Options," Papers, arXiv.org, number 1706.00873, Jun.