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Report NEP-RMG-2019-04-29
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:
- Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2019, "Hedging longevity risk in defined contribution pension schemes," Papers, arXiv.org, number 1904.10229, Apr, revised May 2020.
- Yang, Bill Huajian, 2019, "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper, University Library of Munich, Germany, number 93398, Mar.
- Yang, Bill Huajian, 2019, "Resolutions to flip-over credit risk and beyond," MPRA Paper, University Library of Munich, Germany, number 93389, Mar.
- Xiaochuan Deng & Fei Sun, 2019, "Regulator-based risk statistics with scenario analysis," Papers, arXiv.org, number 1904.11032, Apr, revised Jul 2020.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018, "Risk Management-Driven Policy Rate Gap," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2018n10, Aug.
- Wang, Frank Xuyan, 2019, "Shape Factor Asymptotic Analysis I," MPRA Paper, University Library of Munich, Germany, number 93357.
- Abdelbary, Amr, 2019, "Changing The Game; New Frame Work Of Capital Adequacy Ratio," MPRA Paper, University Library of Munich, Germany, number 93388, Feb.
- Junyao Chen & Tony Sit & Hoi Ying Wong, 2019, "Simulation-based Value-at-Risk for Nonlinear Portfolios," Papers, arXiv.org, number 1904.09088, Apr.
- Rogelio A. Mancisidor & Michael Kampffmeyer & Kjersti Aas & Robert Jenssen, 2019, "Deep Generative Models for Reject Inference in Credit Scoring," Papers, arXiv.org, number 1904.11376, Apr, revised Sep 2021.
- Yang, Bill Huajian, 2019, "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper, University Library of Munich, Germany, number 93400, Mar.
- Pástor, Luboš & Stambaugh, Robert F., 2019, "Liquidity Risk After 20 Years," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13680, Apr.
- Mauricio Calani, 2019, "Can regulation on loan-loss-provisions for credit risk affect the mortgage market? Evidence from administrative data in Chile," BIS Working Papers, Bank for International Settlements, number 780, Apr.