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Report NEP-RMG-2017-10-29
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:
- Michael Ludkovski & James Risk, 2017, "Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement," Papers, arXiv.org, number 1710.05204, Oct, revised May 2018.
- Wosser, Michael, 2017, "What Drives Systemic Bank Risk in Europe: the balance sheet effect," Research Technical Papers, Central Bank of Ireland, number 08/RT/17, Oct.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2017, "Asset encumbrance, bank funding and fragility," ESRB Working Paper Series, European Systemic Risk Board, number 52, Jul.
- Fraisse, Henri & Lé, Mathias & Thesmar, David, 2017, "The real effects of bank capital requirements," ESRB Working Paper Series, European Systemic Risk Board, number 47, Jun.
- Longjie Jia & Martijn Pistorius & Harry Zheng, 2017, "Dynamic Portfolio Optimization with Looping Contagion Risk," Papers, arXiv.org, number 1710.05168, Oct, revised Aug 2018.
- Leon Li & Nen-Chen Richard Hwang, 2017, "Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression," Working Papers in Economics, University of Waikato, number 17/25, Oct.
- Flore, Raphael, 2017, "Costless Capital Requirements," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168226.
- Schnabel, Isabel & Brunnermeier, Markus & Rother, Simon, 2017, "Asset Price Bubbles and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12362, Oct.
- Noth, Felix & Schüwer, Ulrich, 2017, "Natural disasters and bank stability: Evidence from the U.S. financial system," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168263.
- Jan Bruha & Evžen Kocenda & Evžen Kočenda, 2017, "Financial Stability in Europe: Banking and Sovereign Risk," CESifo Working Paper Series, CESifo, number 6453.
- Petersen, Dana & Hanna, Mark, 2016, "Minimize risk by monitoring farm energy costs," ISU General Staff Papers, Iowa State University, Department of Economics, number 201603251509491410, Mar.
- Loretta J. Mester, 2017, "Guiding Principles for Financial Regulation; Panel Remarks at \"The Future of Global Finance: Populism, Technology, and Regulation\" Conference, Columbia University, New York, NY," Speech, Federal Reserve Bank of Cleveland, number 87, Oct.
- Eduard Baumöhl & Evžen Kocenda & Stefan Lyócsa & Tomás Vyrost & Evžen Kočenda, 2017, "Networks of Volatility Spillovers among Stock Markets," CESifo Working Paper Series, CESifo, number 6476.