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Report NEP-RMG-2019-12-09
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:
- Vaclav Broz & Evzen Kocenda, 2019, "Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/25, Sep, revised Sep 2019.
- Jozef Baruník & Matěj Nevrla, 2019, "Tail Risks, Asset Prices, and Investment Horizons," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/10, May, revised May 2019.
- Barbora Máková, 2019, "Bank-Sourced Transition Matrices: Are Banks' Internal Credit Risk Estimates Markovian?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/3, Mar, revised Mar 2019.
- Item repec:hal:wpaper:hal-02367200 is not listed on IDEAS anymore
- Xiao, Tim, 2018, "Incremental Risk Charge Methodology," SocArXiv, Center for Open Science, number y43dx, Aug, DOI: 10.31219/osf.io/y43dx.
- Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," arabixiv.org, Center for Open Science, number 86xhw, Nov, DOI: 10.31219/osf.io/86xhw.
- Lerby Ergun, 2019, "Extreme Downside Risk in Asset Returns," Staff Working Papers, Bank of Canada, number 19-46, Dec, DOI: 10.34989/swp-2019-46.
- Pancost, N. Aaron & Robatto, Roberto, 2019, "The effects of capital requirements on good and bad risk-taking," ESRB Working Paper Series, European Systemic Risk Board, number 104, Dec.
- Sheikh Rabiul Islam & William Eberle & Sheikh K. Ghafoor & Sid C. Bundy & Douglas A. Talbert & Ambareen Siraj, 2019, "Investigating bankruptcy prediction models in the presence of extreme class imbalance and multiple stages of economy," Papers, arXiv.org, number 1911.09858, Nov.
- Yurchenko, Yurii, 2019, "The impact of macroeconomic factors on collateral value within the framework of expected credit loss calculation," MPRA Paper, University Library of Munich, Germany, number 97135, Nov.
- Gruener, Sven & Hirschauer, Norbert & Krüger, Felix, 2018, "Eliciting individual risk attitudes – different procedures, different findings," SocArXiv, Center for Open Science, number 7bwyq, Aug, DOI: 10.31219/osf.io/7bwyq.
- Tzougas, George & Hoon, W. L. & Lim, J. M., 2019, "The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101728, Jul.
- Xiao, Tim, 2018, "An Economic Examination of Collateralization in Different Financial Markets," SocArXiv, Center for Open Science, number zw6xq, Jun, DOI: 10.31219/osf.io/zw6xq.
- Dominika Kolcunová & Simona Malovaná, 2019, "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/5, Apr, revised Apr 2019.
- Grozavu, Adrian & MIHAI, Florin Constantin, 2018, "Environmental Risks between Conceptualization and Action," SocArXiv, Center for Open Science, number 9t6mw, Oct, DOI: 10.31219/osf.io/9t6mw.
- Moura, Guilherme V. & Santos, André A. P. & Ruiz Ortega, Esther, 2019, "Comparing Forecasts of Extremely Large Conditional Covariance Matrices," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 29291, Nov.
- Shiyi Wang, 2019, "Capital Flow Volatility: The Effects of Financial Development and Global Financial Conditions," 2019 Papers, Job Market Papers, number pwa945, Dec.
- Item repec:hig:wpaper:105sti2019 is not listed on IDEAS anymore
- Iqbal, Muhammad & Ullah, Raza & Abbas, Azhar & Afil, Sultan & Sadaf, Tahira, 2018, "Proceedings: 2nd International Conference on Food and Agricultural Economics: ASSESSING FARM RISK MANAGEMENT DECISION: DETERMINANTS AND METHODOLOGICAL APPROACHES," 2nd International Conference on Food and Agricultural Economics, April 27-28, 2018, Alanya, Turkey, International Conference on Food and Agricultural Economics, number 296704, Apr, DOI: 10.22004/ag.econ.296704.