Printed from https://ideas.repec.org/n/nep-rmg/2018-01-29.html
Report NEP-RMG-2018-01-29
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:
- Kévin Spinassou & Leo Indra Wardhana, 2021, "Basel framework and profit-sharing contracts: Islamic banking through the lens of capital requirements," Working Papers, HAL, number hal-01674376, Feb.
- Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe, 2018, "Ensemble Learning or Deep Learning? Application to Default Risk Analysis," Discussion Papers, Graduate School of Economics, Kobe University, number 1802, Jan.
- Manh Ha Nguyen & Olivier Darné, 2018, "Forecasting and risk management in the Vietnam Stock Exchange," Working Papers, HAL, number halshs-01679456, Jan.
- Tetiana Davydiuk, 2017, "Dynamic Bank Capital Requirements," 2017 Meeting Papers, Society for Economic Dynamics, number 1328.
- Item repec:hum:wpaper:sfb649dp2016-059 is not listed on IDEAS anymore
- Catalina Bolancé & Raluca Vernic, 2017, "“Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201718, Oct, revised Oct 2017.
- Simona Malovana, 2017, "Banks’ Capital Surplus and the Impact of Additional Capital Requirements," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/28, Dec, revised Dec 2017.
- Joseph Hughes & Choon-Geol Moon, 2018, "How Bad Is a Bad Loan? Distinguishing Inherent Credit Risk from Inefficient Lending (Does the Capital Market Price This Difference?)," Departmental Working Papers, Rutgers University, Department of Economics, number 201802, Jan.
- Alessi, Lucia & Cannas, Giuseppina & Maccaferri, Sara & Petracco Giudici, Marco, 2017, "The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-12, Dec.
- Item repec:bof:bofitp:2018_001 is not listed on IDEAS anymore
- Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
- Evzen Kocenda & Michala Moravcova, 2017, "Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/27, Nov, revised Nov 2017.
- V'ictor Gallego & Pablo Su'arez-Garc'ia & Pablo Angulo & David G'omez-Ullate, 2018, "Assessing the effect of advertising expenditures upon sales: a Bayesian structural time series model," Papers, arXiv.org, number 1801.03050, Jan, revised May 2019.
- Thibault Gajdos & John A Weymark & Claudio Zoli, 2018, "Feasible Shared Destiny Risk Distributions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 18-00002, Jan.
- Le Liu & Xiao-Yang Li & Enrico Zio & Rui Kang & Tong-Min Jiang, 2017, "Model Uncertainty in Accelerated Degradation Testing Analysis," Post-Print, HAL, number hal-01652218, Sep, DOI: 10.1109/TR.2017.2696341.
- Yasaman Karami & Kenichiro Shiraya, 2018, "An approximation formula for normal implied volatility under general local stochastic volatility models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-427, Jan.
- A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2018, "Does Smooth Ambiguity Matter for Asset Pricing?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1221, Jan, DOI: 10.17016/IFDP.2018.1221.
- Juan Jose Viquez & Alexander Campos & Jorge Loria & Luis Alfredo Mendoza & Jorge Aurelio Viquez, 2017, "Demographic Modeling Via 3-dimensional Markov Chains," Papers, arXiv.org, number 1801.04841, Dec.
- Don Schlagenhauf & Carlos Garriga, 2017, "Identifying "Default Thresholds" in Consumer Liabilities Using High Frequency Data," 2017 Meeting Papers, Society for Economic Dynamics, number 1305.
- Quinn Culver & Dennis Heitmann & Christian Wei{ss}, 2018, "The Influence of Seed Selection on the Solvency II Ratio," Papers, arXiv.org, number 1801.05409, Jan, revised Feb 2018.
- Majda Lachhab & Cédrick Béler & Erlyn Solano-Charris & Thierry Coudert, 2017, "Towards an integration of systems engineering and project management processes for a decision aiding purpose," Post-Print, HAL, number hal-01658004, Jul.