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Report NEP-RMG-2020-01-20
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:
- Erik B{o}lviken & Yinzhi Wang, 2019, "Optimal reinsurance for risk over surplus ratios," Papers, arXiv.org, number 1912.04086, Dec.
- Item repec:imf:imfwpa:19/303 is not listed on IDEAS anymore
- Abdullah, Azrul Bin, 2018, "Company-specific characteristics and the choice of hedge accounting for derivatives reporting: Malaysian case," SocArXiv, Center for Open Science, number npa6v, Nov, DOI: 10.31219/osf.io/npa6v.
- Mulia, Teti & Afriyeni, Afriyeni, 2018, "Penerapan Manajemen Risiko Operasional Pada Unit Teller Pt. Bank Pembangunan Daerah Sumatera Barat," OSF Preprints, Center for Open Science, number w5uqk, Dec, DOI: 10.31219/osf.io/w5uqk.
- Item repec:uea:ueaeco:2019_06 is not listed on IDEAS anymore
- Bandyopadhyay, Arindam, 2019, "The Accuracy of Agency Ratings," MPRA Paper, University Library of Munich, Germany, number 97847, Aug.
- Safoora Zarei & Ali R. Fallahi, 2019, "Pay-As-You-Drive Insurance Pricing Model," Papers, arXiv.org, number 1912.09273, Dec.
- Item repec:imf:imfwpa:19/279 is not listed on IDEAS anymore
- Yinzhi Wang & Erik B{o}lviken, 2019, "How much is optimal reinsurance degraded by error?," Papers, arXiv.org, number 1912.04175, Dec.
- c{C}au{g}{i}n Ararat & Zachary Feinstein, 2019, "Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations," Papers, arXiv.org, number 1912.06916, Dec, revised Sep 2020.
- Nina Boyarchenko & Or Shachar, 2020, "The Evolving Market for U.S. Sovereign Credit Risk," Liberty Street Economics, Federal Reserve Bank of New York, number 20200106, Jan.
- Serguei Pergamenchtchikov & Alena Shishkova, 2020, "Hedging problems for Asian options with transactions costs," Papers, arXiv.org, number 2001.01443, Jan.
- Nina Boyarchenko & Or Shachar, 2020, "What’s in A(AA) Credit Rating?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200108, Jan.
- Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton, 2019, "Valuation Risk Revalued," Working Papers, University of Liverpool, Department of Economics, number 201904, Jul.
- Rafael Wildauer & Jakob Kapeller, 2020, "A comment on fitting Pareto tails to complex survey data," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2001, Jan.
- Pozo, Jorge, 2019, "Capital Flows and Bank Risk-Taking," Working Papers, Banco Central de Reserva del Perú, number 2019-017, Dec.
- Abdul Latif, Nurul Atikah, 2019, "The Impact of Liquidity Risk on Internal and External Factors," MPRA Paper, University Library of Munich, Germany, number 97222, Nov.
- Lee, Mun Chen, 2019, "Audi AG’s Liquidity Risk and Corporate Governance," MPRA Paper, University Library of Munich, Germany, number 97260, Oct, revised 18 Nov 2019.
- Krzysztof Echaust, 2019, "How do market movements affect options prices?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912275, Oct.
- Bruno Bouchard & Xiaolu Tan, 2019, "Understanding the dual formulation for the hedging of path-dependent options with price impact," Papers, arXiv.org, number 1912.03946, Dec, revised Jan 2020.
- Yan, Shiwei, 2019, "Corporate Governance and Liquidity Risk of Bank of China," MPRA Paper, University Library of Munich, Germany, number 97271, Nov, revised 28 Nov 2019.
- Lin, Lili, 2019, "Corporate Governance and Liquidity Risk of Starbucks Company," MPRA Paper, University Library of Munich, Germany, number 97230, Nov, revised 18 Nov 2019.
- Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2018, "Risk management for sovereign financing within a debt sustainability framework," Working Papers, European Stability Mechanism, number 31, Oct.
- Item repec:pen:papers:20-002 is not listed on IDEAS anymore
- Alam, Md. Mahmudul & Uddi, Gazi Salah, 2019, "Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries," SocArXiv, Center for Open Science, number 5fket, Feb, DOI: 10.31219/osf.io/5fket.
- Said, Jamaliah & Alam, Md. Mahmudul & Abdullah, Nik Herda Nik & Zulkarnain, Nur Nadiah, 2019, "Risk Management and Value Creation: Empirical Findings from Government Linked Companies in Malaysia," SocArXiv, Center for Open Science, number u7f4k, Feb, DOI: 10.31219/osf.io/u7f4k.