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Report NEP-RMG-2017-07-02
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:
- Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017, "Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 10, Jun.
- Smith, Jonathan Acosta & Grill, Michael & Lang, Jan Hannes, 2017, "The leverage ratio, risk-taking and bank stability," Working Paper Series, European Central Bank, number 2079, Jun.
- Yang, Bill Huajian, 2017, "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper, University Library of Munich, Germany, number 79911, Jun.
- Item repec:rza:wpaper:686 is not listed on IDEAS anymore
- Elia Berdin & Matteo Sottocornola, 2015, "Assessing Systemic Risk of the European Insurance Industry," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 6, Dec.
- Maha Bakoben & Tony Bellotti & Niall Adams, 2017, "Identification of Credit Risk Based on Cluster Analysis of Account Behaviours," Papers, arXiv.org, number 1706.07466, May.
- Khalifa, Ahmed & Caporin, Massimiliano & Costola, Michele & Hammoudeh, Shawkat, 2017, "Systemic risk for financial institutions of major petroleum-based economies: The role of oil," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 172, revised 2017, DOI: 10.2139/ssrn.2985352.
- Anatoliy Swishchuk, 2017, "Risk Model Based on General Compound Hawkes Process," Papers, arXiv.org, number 1706.09038, Jun.
- Andreas Muhlbacher & Thomas Guhr, 2017, "Extreme portfolio loss correlations in credit risk," Papers, arXiv.org, number 1706.09809, Jun.
- Manabu Asai & Chia-Lin Chang & Michael McAleer, 2017, "Realized Stochastic Volatility with General Asymmetry and Long Memory," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-038/III, Apr.
- Item repec:rza:wpaper:688 is not listed on IDEAS anymore
- Martino, Ricci & Patrizio, Tirelli, 2017, "Subprime Mortgages and Banking in a DSGE Model," Working Papers, University of Milano-Bicocca, Department of Economics, number 366, Jun, revised 22 Jun 2017.
- Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017, "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers, University of Pretoria, Department of Economics, number 201750, Jun.
- Oskar Knapik, 2017, "Modeling and forecasting electricity price jumps in the Nord Pool power market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-07, Feb.
- Gleber, Peter, 2017, "Die Genossenschaftliche Institutssicherung – ein notwendiges Instrument zur Stärkung des Kundenvertrauens und des Risikomanagements im dezentralen Bankenverbund," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 05-17.
- Rajkamal Iyer & Marco Macchiavelli, 2017, "Primary Dealers' Behavior during the 2007-08 Crisis : Part I, Repo Runs," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-06-22-1, Jun, DOI: 10.17016/2380-7172.1996.
- Item repec:dnb:dnbwpp:557 is not listed on IDEAS anymore
- Lambertini Luisa & Nuguer Victoria & Uysal Pinar, 2017, "Mortgage Default in an Estimated Model of the U.S. Housing Market," Working Papers, Banco de México, number 2017-06, Jun.