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Report NEP-RMG-2018-09-10
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:
- Item repec:imf:imfdep:18/13 is not listed on IDEAS anymore
- Guglielmo Maria Caporale & Timur Zekokh, 2018, "Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models," CESifo Working Paper Series, CESifo, number 7167.
- Edward Bace, 2018, "ALM and Credit Risk," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7809651, Jul.
- Das, Bikramjit & Kratz, Marie, 2017, "Diversification benefits under multivariate second order regular variation," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1706, Apr.
- Heinschink, Karin & Sinabell, Franz & Url, Thomas, , "Elements of an index-based margin insurance – an application to wheat production in Austria," 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland, Agricultural Economics Society, number 258625, DOI: 10.22004/ag.econ.258625.
- van Horen, Neeltje & Kotidis, Antonios, 2018, "Repo market functioning: The role of capital regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13090, Jul.
- Pablo D'Erasmo & Dean Corbae, 2018, "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2018 Meeting Papers, Society for Economic Dynamics, number 1221.
- Franco Varetto, 2017, "La correlazione tra PD ed LGD nell’analisi del rischio di credito/The correlation between probability of default and loss given default in the credit risk analysis," IRCrES Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Torino (TO) ITALY, number 201714, Dec.
- Barbora Malinska, 2018, "Volatility Term Structure Modeling Using Nelson-Siegel Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/17, Aug, revised Aug 2018.
- Doms, Juliane, , "Put, call or strangle? About the challenges in designing weather index insurances to hedge performance risk in agriculture," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017, German Association of Agricultural Economists (GEWISOLA), number 261990, DOI: 10.22004/ag.econ.261990.
- Gohin, Alexandre, , "Lessons from the U.S. risk management instruments for the future CAP," 162nd Seminar, April 26-27, 2018, Budapest, Hungary, European Association of Agricultural Economists, number 271965, DOI: 10.22004/ag.econ.271965.
- Lesedi Mabitsela & Calisto Guambe & Rodwell Kufakunesu, 2018, "A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations," Papers, arXiv.org, number 1808.04611, Aug.
- Rangan Gupta, 2018, "Manager Sentiment and Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 201853, Aug.