Printed from https://ideas.repec.org/n/nep-rmg/2019-01-07.html
Report NEP-RMG-2019-01-07
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:
- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018, "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 25405, Dec.
- Düll, Robert & König, Felix & Ohls, Jana, 2017, "On the exposure of insurance companies to sovereign risk − portfolio investments and market forces 1," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 83195, Aug.
- Matyas Barczy & Adam Dudas & Jozsef Gall, 2018, "On approximations of Value at Risk and Expected Shortfall involving kurtosis," Papers, arXiv.org, number 1811.06361, Nov, revised Dec 2020.
- Vincent Bouvatier & Laetitia Lepetit & Pierre-Nicolas Rehault & Frank Strobel, 2018, "Bank insolvency risk and Z-score measures: caveats and best practice," Working Papers, HAL, number hal-01937929, Nov.
- Harjaat S. Bhamra & Christian Dorion & Alexandre Jeanneret & Michael Weber & Michael Weber, 2018, "Low Inflation: High Default Risk AND High Equity Valuations," CESifo Working Paper Series, CESifo, number 7391.
- Item repec:san:wpecon:1805 is not listed on IDEAS anymore
- Andreas H Hamel, 2018, "Monetary Measures of Risk," Papers, arXiv.org, number 1812.04354, Dec.
- Sébastien Laurent & Shuping Shi, 2018, "Volatility Estimation and Jump Detection for drift-diffusion Processes," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1843, Dec.
- Danielsson, Jon & Macrae, Robert & Micheler, Eva, 2017, "Brexit and systemic risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85124, May.
- Name 1 Dieter Wang Email 1 & Iman (I.P.P.) van Lelyveld & Julia (J.) Schaumburg, 2018, "Do information contagion and business model similarities explain bank credit risk commonalities?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-100/IV, Dec.
- Sébastien Laurent & Shuping Shi, 2018, "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers, HAL, number halshs-01944449, Dec.
- Item repec:dnb:dnbwpp:619 is not listed on IDEAS anymore
- Nadine M Walters & Conrad Beyers & Gusti van Zyl & Rolf van den Heever, 2018, "A framework for simulating systemic risk and its application to the South African banking sector," Papers, arXiv.org, number 1811.04223, Nov.
- Item repec:boi:wpaper:2107.17 is not listed on IDEAS anymore
- Item repec:imf:imfscr:18/344 is not listed on IDEAS anymore
- Qiang Zhang & Rui Luo & Yaodong Yang & Yuanyuan Liu, 2018, "Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series," Papers, arXiv.org, number 1811.03711, Nov.
- Lucia Cipolina-Kun & Ignacio Ruiz & Mariano Zero-Medina Laris, 2018, "An Enhanced Initial Margin Methodology to Manage Warehoused Credit Risk," Papers, arXiv.org, number 1812.09407, Dec.