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Report NEP-RMG-2017-12-03
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:
- Adrian, Tobias, 2017, "Risk Management and Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12422, Nov.
- John Armstrong & Damiano Brigo, 2017, "Optimizing S-shaped utility and implications for risk management," Papers, arXiv.org, number 1711.00443, Nov, revised Jan 2018.
- Branger, Nicole & Rodrigues, Paulo & Schlag, Christian, 2017, "Level and slope of volatility smiles in Long-Run Risk Models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 186, DOI: 10.2139/ssrn.3064658.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017, "Network models of financial systemic risk: A review," Papers, arXiv.org, number 1710.11512, Oct.
- Mustapha, Ishaq Muhammad & Masih, Mansur, 2017, "Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers," MPRA Paper, University Library of Munich, Germany, number 82218, Aug.
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016, "Model risk of risk models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66365, Feb.
- Wenhao Li & Bolong Wang & Tianxiang Shen & Ronghua Zhu & Dehui Wang, 2017, "Research on ruin probability of risk model based on AR(1) series," Papers, arXiv.org, number 1710.10692, Oct.
- Zied Ben Salah & Jos'e Garrido, 2017, "On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model," Papers, arXiv.org, number 1710.11065, Oct, revised Jun 2018.
- Gandy, Axel & Veraart, Luitgard A. M., 2017, "A Bayesian methodology for systemic risk assessment in financial networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66312, Dec.
- Michel Baes & Cosimo Munari, 2017, "A continuous selection for optimal portfolios under convex risk measures does not always exist," Papers, arXiv.org, number 1711.00370, Oct.
- Item repec:imf:imfwpa:17/185 is not listed on IDEAS anymore
- Stefan Rass, 2017, "On Game-Theoretic Risk Management (Part Three) - Modeling and Applications," Papers, arXiv.org, number 1711.00708, Nov.
- Dzhamaev, Donat Sh. & Okulov, Vitaliy L., 2016, "Empirical Investigation on Price Risk Hedging of Emerging Countries Airline Companies," Conference Papers, Graduate School of Management, St. Petersburg State University, number 8618.
- Loukianova, Anna E. & Smirnova, Ekaterina, 2016, "The Corporate Risk-Management Strategy on Emerging Markets: Diving Through the Crisis," Conference Papers, Graduate School of Management, St. Petersburg State University, number 8681.
- Item repec:imf:imfwpa:17/210 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:17/181 is not listed on IDEAS anymore
- Santiago Gamba & Oscar Jaulín & Angélica Lizarazo & Juan Carlos Mendoza & Paola Morales & Daniel Osorio & Eduardo Yanquen, 2017, "SYSMO I: A Systemic Stress Model for the Colombian Financial System," Borradores de Economia, Banco de la Republica de Colombia, number 1028, Nov, DOI: 10.32468/be.1028.
- Divesh Aggarwal & Gavin K. Brennen & Troy Lee & Miklos Santha & Marco Tomamichel, 2017, "Quantum attacks on Bitcoin, and how to protect against them," Papers, arXiv.org, number 1710.10377, Oct.
- Elias Minaya & Miguel Cabello, 2017, "Macroprudential Policies in Peru: The effects of Dynamic Provisioning and Conditional Reserve Requirements," BIS Working Papers, Bank for International Settlements, number 675, Nov.
- Beccalli, Elena & Frantz, Pascal, 2016, "Why are some banks recapitalized and others taken over?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67305, Nov.
- Eliana Balla & Laurel Mazur & Edward Simpson Prescott & John R. Walter, 2017, "Comparison of Small Bank Failures and FDIC Losses in the 1986–92 and 2007–13 Banking Crises," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1719, Nov, DOI: 10.26509/frbc-wp-201719.
- Elisa Alos & Antoine Jacquier & Jorge Leon, 2017, "The implied volatility of Forward-Start options: ATM short-time level, skew and curvature," Papers, arXiv.org, number 1710.11232, Oct.
- Andrew Ellul & Marco Pagano & Annalisa Scognamiglio, 2017, "Career Risk and Market Discipline in Asset Management," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 489, Nov, revised 01 Mar 2019.