Printed from https://ideas.repec.org/n/nep-rmg/2018-03-12.html
Report NEP-RMG-2018-03-12
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:
- Fidrmuc, Jarko & Lind, Ronja, 2017, "Macroeconomic Impact of Basel III: Evidence from a Meta-Analysis," Beiträge zur Jahrestagung 2016 (Witten/Herdecke), Verein für Socialpolitik, Ausschuss für Wirtschaftssysteme und Institutionenökonomik, number 175189.
- Peter Martey Addo & Dominique Guégan & Bertrand Hassani, 2018, "Credit Risk Analysis using Machine and Deep learning models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18003, Feb.
- Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018, "Asset Securitization and Bank risk: Do Religiosity or Ownership Structure Matter?," Working Papers, Swansea University, School of Management, number 2018-17, Feb.
- Morrison, Alan & Walther, Ansgar, 2018, "Market Discipline and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12689, Feb.
- Grigat, Daniel & Caccioli, Fabio, 2017, "Reverse stress testing interbank networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86746, Nov.
- John Cotter & Anita Suurlaht, 2018, "Spillovers in Risk of Financial Institutions," Working Papers, Geary Institute, University College Dublin, number 201805, Feb.
- F. Zhou & W.J.W. Botzen, 2017, "The Impact of Natural Disasters on Firm Growth in Vietnam:: Interaction with Financial Constraints," Working Papers, Utrecht School of Economics, number 17-20.
- Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018, "Asset Securitization and Risk: Does Bank Type Matter?," Working Papers, Swansea University, School of Management, number 2018-15, Feb.
- Item repec:tiu:tiutis:227bdfce-9f38-4e8a-8665-f18e1943a5de is not listed on IDEAS anymore
- Colesnic, Olga & Kounetas, Kostas & Polemis, Michael, 2018, "Estimating risk efficiency in MiddleEast banks before and after the crisis.A Metafrontier framework," MPRA Paper, University Library of Munich, Germany, number 84795, Feb.
- Item repec:mod:wcefin:18031 is not listed on IDEAS anymore
- Item repec:imf:imfscr:18/7 is not listed on IDEAS anymore
- Donghoon Lee & Joseph Tracy, 2018, "Long-term outcomes of FHA first-time homebuyers," Staff Reports, Federal Reserve Bank of New York, number 839, Feb.
- Item repec:imf:imfscr:18/4 is not listed on IDEAS anymore
- Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018, "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12687, Feb.
- Jackson Evert & Arantxa Jarque & John R. Walter, 2018, "On the Measurement of Large Financial Firm Resolvability," Working Paper, Federal Reserve Bank of Richmond, number 18-6, Mar.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018, "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12686, Feb.
- Simon Hochgerner & Florian Gach, 2018, "Analytical Validation Formulas for Best Estimate Calculation in Traditional Life Insurance," Papers, arXiv.org, number 1802.07009, Feb, revised Jul 2019.