Report NEP-RMG-2018-08-27This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Dionne, Georges & Mnasri, Mohamed, 2018. "Real implications of corporate risk management: Evidence from U.S. oil producers," Working Papers 18-5, HEC Montreal, Canada Research Chair in Risk Management.
- Müller, Carola, 2018. "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers 14/2018, Halle Institute for Economic Research (IWH).
- Enrico Ferri, 2018. "Optimal Model Points Portfolio in Life Insurance," Papers 1808.00866, arXiv.org, revised Aug 2018.
- Manfred Gilli & Enrico Schumann, 2017. "Risk-Reward Ratio Optimisation (Revisited)," Swiss Finance Institute Research Paper Series 17-55, Swiss Finance Institute.
- Luca G. Deidda & Ettore Panetti, 2017. "Banks’ Liquidity Management and Systemic Risk," Working Papers w201713, Banco de Portugal, Economics and Research Department.
- Fuad Aleskerov & Natalia Meshcheryakova & Alisa Nikitina & Sergey Shvydun, 2018. "Key Borrowers Detection by Long-Range Interactions," Papers 1807.10115, arXiv.org.
- Satyajit Chatterjee & Dean Corbae & Jose-Victor Rios-Rull & Kyle Dempsey, 2018. "A Theory of Credit Scoring and the Competitive Pricing of Default Risk," 2018 Meeting Papers 550, Society for Economic Dynamics.
- Dohmen, Thomas & Quercia, Simone & Willrodt, Jana, 2018. "Willingness to Take Risk: The Role of Risk Conception and Optimism," IZA Discussion Papers 11642, Institute for the Study of Labor (IZA).
- Martynova, Natalya & Perotti, Enrico C., 2018. "Convertible bonds and bank risk-taking," Discussion Papers 24/2018, Deutsche Bundesbank.
- Didier Sornette & Peter Cauwels & Georgi Smilyanov, 2017. "Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles," Swiss Finance Institute Research Paper Series 17-27, Swiss Finance Institute.
- Fabio Panetta & Alberto Franco Pozzolo, 2018. "Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period," Temi di discussione (Economic working papers) 1183, Bank of Italy, Economic Research and International Relations Area.
- Van Horen, Neeltje & Kotidis, Antonis, 2018. "Repo market functioning: the role of capital regulation," Bank of England working papers 746, Bank of England.
- Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;, 2018. "Valuing Life as an Asset, as a Statistic and at Gunpoint," Health, Econometrics and Data Group (HEDG) Working Papers 18/20, HEDG, c/o Department of Economics, University of York.
- Fabio Bellini & Pablo Koch-Medina & Cosimo Munari & Gregor Svindland, 2018. "Law-invariant insurance pricing and its limitations," Papers 1808.00821, arXiv.org.
- Emiliano Delfau, 2018. "Risk Framework Analysis in the Management of Sovereign Debt: The Argentine case," CEMA Working Papers: Serie Documentos de Trabajo. 634, Universidad del CEMA.