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Report NEP-RMG-2018-05-14
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:
- David Higgins, 2017, "Does the risk match the returns: an examination of US commercial property market data," ERES, European Real Estate Society (ERES), number eres2017_397, Jul.
- Paul Glasserman & Qi Wu, 2017, "Persistence and Procyclicality in Margin Requirements," Working Papers, Office of Financial Research, US Department of the Treasury, number 17-01, Feb.
- Hassen Raîs, 2016, "Empirical determinants of business insurances in Non-financial Firms: Are they different from derivatives' determinants?," Post-Print, HAL, number hal-01766113, May.
- Miao Yuan & Cheng Yong Tang & Yili Hong & Jian Yang, 2018, "Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions," Papers, arXiv.org, number 1804.09302, Apr.
- Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017, "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Working Papers, Office of Financial Research, US Department of the Treasury, number 17-07, Dec, revised 02 Jun 2020.
- Philippe Briand & Romuald Elie & Ying Hu, 2018, "BSDEs with mean reflection," Post-Print, HAL, number hal-01318649, DOI: 10.1214/17-AAP1310.
- Helena Chulià & Jorge M. Uribe, 2018, "“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201809, May, revised May 2018.
- Tursoy, Turgut, 2018, "Risk management process in banking industry," MPRA Paper, University Library of Munich, Germany, number 86427, Apr.
- Monia Ben Ltaifa, 2018, "Risk measures in Islamic Banks MounaMoualhi 1 volatility of return on assets, volatility of return equity," Post-Print, HAL, number hal-01761031, Jan.
- Samim Ghamami & Paul Glasserman, 2016, "Does OTC Derivatives Reform Incentivize Central Clearing?," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-07, Jul.
- Item repec:imf:imfwpa:18/92 is not listed on IDEAS anymore
- Kevin Kuo, 2018, "DeepTriangle: A Deep Learning Approach to Loss Reserving," Papers, arXiv.org, number 1804.09253, Apr, revised Sep 2019.
- Suarez, Ronny, 2018, "Is the Dutch stock market getting riskier?," MPRA Paper, University Library of Munich, Germany, number 86197, Apr.
- Meraj Allahrakha & Jill Cetina & Benjamin Munyan, 2016, "Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-11, Nov.
- Asen Ivanov, 2018, "Optimal Default Policies in Defined Contribution Pension Plans when Employees are Biased," Working Papers, Queen Mary University of London, School of Economics and Finance, number 858, Apr.
- Richard Bookstaber & Dror Y. Kenett, 2016, "Looking Deeper, Seeing More: A Multilayer Map of the Financial System," Briefs, Office of Financial Research, US Department of the Treasury, number 16-06, Jul.
- Mark Paddrik & H. Peyton Young, 2017, "How Safe are Central Counterparties in Derivatives Markets?," Working Papers, Office of Financial Research, US Department of the Treasury, number 17-06, Nov.
- Andrea Aguiar & Richard Bookstaber & Dror Y. Kenett & Thomas Wipf, 2016, "A Map of Collateral Uses and Flows," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-06, May.
- Stathis Tompaidis, 2017, "Measuring Systemwide Resilience of Central Counterparties," Briefs, Office of Financial Research, US Department of the Treasury, number 17-03, Feb.