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Report NEP-RMG-2018-11-26
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:
- Krzysztof Echaust, 2018, "Conditional VaR using GARCH-EVT approach with optimal tail selection," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910151, Oct.
- Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi, 2018, "Systemic risk assessment through high order clustering coefficient," Papers, arXiv.org, number 1810.13250, Oct, revised Jul 2020.
- András Bebes & Dávid Tran & László Bebesi, 2018, "Optimizing the Hungarian Government Debt Portfolio," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910176, Oct.
- Jorge M. Uribe, 2018, "“Scaling Down Downside Risk with Inter-Quantile Semivariances”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201826, Oct, revised Oct 2018.
- Muhammad Hoque & Sthembile Millicent Ntsele, 2018, "Dertimining The Relationship Between Transformational Leadership And Risk Management In The Retail Bank," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8110308, Nov.
- Becker, Janis & Leschinski, Christian, 2018, "The Bias of Realized Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-642, Nov.
- Item repec:imf:imfwpa:18/228 is not listed on IDEAS anymore
- Stephan Eckstein & Michael Kupper & Mathias Pohl, 2018, "Robust risk aggregation with neural networks," Papers, arXiv.org, number 1811.00304, Nov, revised May 2020.
- Diego A. Agudelo & Sergio Preciado & Carlos Castro, 2018, "Measuring the effectiveness of volatility auctions," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16943, Jul.
- Gehrig, Thomas & Sögner, Leopold & Westerkamp, Arne, 2018, "Making Parametric Portfolio Policies Work," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13193, Sep.
- Laurent Cappelletti & Nicolas Dufourg, 2018, "How to manage prudential standards ? Results of an intervention-research carried out in a mutual integrating Solvency II
[Comment gérer les normes prudentielles ? Résultats d'une recherche-intervention sur l'application de Solvabilité II par une m," Post-Print, HAL, number hal-01907802, May. - Perez-Richet, Eduardo & Bramoullé, Yann & Bourles, Renaud, 2018, "Altruism and Risk Sharing in Networks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13164, Sep.
- Esida Gila-Gourgoura & Eftychia Nikolaidou, 2018, "Credit Risk Determinants In The Vulnerable Economies Of Europe: Evidence From The Italian Banking System," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6909750, Oct.
- Okahara, Naoto, 2018, "銀行の資本構成と自己資本比率規制
[Banks' capital structures and capital regulations]," MPRA Paper, University Library of Munich, Germany, number 89869, Aug. - Michal Mares & Martin Slany, 2018, "Early Warning Indicator of financial crises for V4 Countries," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910382, Oct.