Printed from https://ideas.repec.org/n/nep-rmg/2017-09-03.html
Report NEP-RMG-2017-09-03
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:hum:wpaper:sfb649dp2017-021 is not listed on IDEAS anymore
- Ion Lapteacru, 2017, "The Z-score is dead, long live the Z-score! A new way to measure bank risk," Working Papers, HAL, number hal-01518652, May.
- Stavros Stavroyiannis, 2017, "Value-at-Risk and Expected Shortfall for the major digital currencies," Papers, arXiv.org, number 1708.09343, Aug.
- Alexis Louaas & Pierre Picard, 2017, "Optimal insurance for catastrophic risk: theory and application to nuclear corporate liability," Working Papers, HAL, number hal-01527478, May.
- Item repec:hal:wpaper:hal-01561987 is not listed on IDEAS anymore
- Wahyoe Soedarmono & Djauhari Sitorus & Amine Tarazi, 2017, "Abnormal loan growth, credit information sharing and systemic risk in Asian banks," Working Papers, HAL, number hal-01558249, Jul.
- Robert Deyoung & Isabelle Distinguin & Amine Tarazi, 2017, "Bank Liquidity Management and Bank Capital Shocks," Working Papers, HAL, number hal-01559053, Jul.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017, "Does banks' systemic importance affect their capital structure adjustment process?," Working Papers, HAL, number hal-01546995, Jun.
- Wujiang Lou, 2017, "Haircutting Non-cash Collateral," Papers, arXiv.org, number 1708.07585, Aug.
- Adrian, Tobias & Boyarchenko, Nina, 2017, "Liquidity Policies and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12247, Aug.
- Taisuke Nakata, 2017, "Model-Based Measures of ELB Risk," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-08-23, Aug, DOI: 10.17016/2380-7172.2058.
- Donal O'Neill, 2017, "A Competing Risk Decomposition of Average Duration Effects," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n280-17.pdf.
- Frantisek Cech & Jozef Barunik, 2017, "Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns," Papers, arXiv.org, number 1708.08622, Aug.
- J.A. Bikker & Tobias M. Vervliet, 2017, "Bank Profitability and Risk-Taking under Low Interest Rates," Working Papers, Utrecht School of Economics, number 17-10, Jul.
- Davide Valenti & Giorgio Fazio & Bernardo Spagnolo, 2017, "The stabilizing effect of volatility in financial markets," Papers, arXiv.org, number 1708.08695, Aug.
- Roxana Dumitrescu & Marie-Claire Quenez & Agn`es Sulem, 2017, "American options in an imperfect market with default," Papers, arXiv.org, number 1708.08675, Aug.
- Marcelo Lima, 2017, "Survey sponsor effects on the willingness to pay for mortality risk reductions," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 272, Aug.
- Khaled Guesmi & Sandrine Kablan & Aymen Belgacem, 2017, "The regional pricing of risk: An empirical investigation of the MENA equity determinants," Working Papers, HAL, number hal-01527654, May.
- Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
- Giampiero M. Gallo & Edoardo Otranto, 2017, "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_05, Aug.