Report NEP-RMG-2019-05-20

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:

• Christian Diem & Anton Pichler & Stefan Thurner, 2019, "What is the Minimal Systemic Risk in Financial Exposure Networks?," Papers, arXiv.org, number 1905.05931, May.
• Item repec:fst:wpaper:0005 is not listed on IDEAS anymore

• Item repec:fst:wpaper:0021 is not listed on IDEAS anymore

• Item repec:fst:wpaper:0004 is not listed on IDEAS anymore

• Item repec:fst:wpaper:0020 is not listed on IDEAS anymore

• Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018, "Credit Risk Analysis using Machine and Deep Learning models," Post-Print, HAL, number halshs-01719983, Feb.
• Wang, Dieter & van Lelyveld, Iman & Schaumburg, Julia, 2019, "Do information contagion and business model similarities explain bank credit risk commonalities?," ESRB Working Paper Series, European Systemic Risk Board, number 94, May.
• Item repec:fst:wpaper:0011 is not listed on IDEAS anymore

• Georges Dionne & Olfa Maalaoui Chun & Thouraya Triki, 2018, "The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-7, Jan.
• Jamal Bouoiyour & Refk Selmi, 2019, "The Qatar-Gulf Crisis and Risk Management in Oil and Gas Markets," Working Papers, HAL, number hal-02101633, Apr.
• Anasse Amarouche & Philippe Chapellier & Alain George, 2018, "La gestion des risques dans une chaîne d’approvisionnement
  [La gestion des risques dans une chaine d'approvisionnement : Le cas de la filière d'approvisionnement en fruits et légumes d'une entreprise d'Import-Export]," Post-Print, HAL, number hal-02101506, May.
• Serge Darolles & Christian Francq & Sébastien Laurent, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print, HAL, number hal-01980815, Jun, DOI: 10.1016/j.jeconom.2018.02.003.
• Item repec:ags:uguiwp:288511 is not listed on IDEAS anymore

Report NEP-RMG-2019-05-20

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: