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Report NEP-RMG-2018-04-02
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:
- Tomasz R. Bielecki & Igor Cialenco & Shibi Feng, 2018, "A Dynamic Model of Central Counterparty Risk," Papers, arXiv.org, number 1803.02012, Mar.
- Item repec:imf:imfwpa:18/49 is not listed on IDEAS anymore
- Anastasios Petropoulos & Vasilis Siakoulis & Dionysios Mylonas & Aristotelis Klamargias, 2018, "A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios," Working Papers, Bank of Greece, number 243, Mar.
- Paul J.J. Welfens, 2018, "International Risk Management in BREXIT and Policy Options," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei242, Mar.
- Tobias Neumann, 2018, "Mortgages: estimating default correlation and forecasting default risk," Bank of England working papers, Bank of England, number 708, Feb.
- Item repec:hal:wpaper:hal-01710394 is not listed on IDEAS anymore
- Xisong Jin, 2018, "How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation," BCL working papers, Central Bank of Luxembourg, number 118, Feb.
- Martin Iseringhausen, 2018, "The Time-Varying Asymmetry Of Exchange Rate Returns: A Stochastic Volatility Stochastic Skewness Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 18/944, Mar.
- Ishita Sen & David Humphry, 2018, "Capital regulation and product market outcomes," Bank of England working papers, Bank of England, number 715, Mar.
- Viet-Dung Tran & M. Kabir Hassan & Reza Houston, 2018, "Ownership Structure and Bank Risk: The Effects of Crisis, Market Discipline and Regulatory Pressure," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2018-WP-03, Mar.
- Julien Hok & Shih-Hau Tan, 2018, "Calibration of Local Volatility Model with Stochastic Interest Rates by Efficient Numerical PDE Method," Papers, arXiv.org, number 1803.03941, Mar.
- Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018, "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 490, Mar.
- Christian Gross & Pierre L. Siklos, 2018, "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7218, Mar.
- Matteo Benetton & Philippe Bracke & Nicola Garbarino, 2018, "Down payment and mortgage rates: evidence from equity loans," Bank of England working papers, Bank of England, number 713, Feb.
- Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017, "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/15, Dec.
- Eric Jondeau & Jean-Guillaume Sahuc, 2018, "A General Equilibrium Appraisal of Capital Shortfall," Working papers, Banque de France, number 668.
- Chiranjit Chakraborty & Mariana Gimpelewicz & Arzu Uluc, 2017, "A tiger by the tail: estimating the UK mortgage market vulnerabilities from loan-level data," Bank of England working papers, Bank of England, number 703, Dec.
- Arito Ono, Kosuke Aoki & hinichi Nishioka & Kohei Shintani & Yosuke Yasui, 2018, "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," Working Papers, Tokyo Center for Economic Research, number e119, Feb.
- David Aikman & Andrew Haldane & Marc Hinterschweiger & Sujit Kapadia, 2018, "Rethinking financial stability," Bank of England working papers, Bank of England, number 712, Feb.
- Serafín Frache & Javier García-Cicco & Jorge Ponce, 2017, "Countercyclical Prudential Tools in an Estimated DSGE Model," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0917, Aug.