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Report NEP-RMG-2020-04-27
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:
- Joseph, Byrne & Sakemoto, Ryuta, 2020, "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper, University Library of Munich, Germany, number 99497, Apr.
- Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders, 2019, "Systemic Risk and Centrality Revisited:The Role of Interactions," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2019/1, Mar.
- Pierre Durand & Gaëtan Le Quang, 2020, "Banks to basics! Why banking regulation should focus on equity," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-2.
- Tomas Konecny & Lukas Pfeifer, 2019, "Macroprudential Ring-Fencing," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2019/04, Dec.
- Rene Belderbos & Tony W Tong & Shubin Wu, 2020, "Portfolio Configuration and Foreign Entry Decisions: A Juxtaposition of Real Options and Risk Diversification Theories," Working Papers of Department of Management, Strategy and Innovation, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven, number 653343, Apr.
- Paul S. Calem & Chellappan Ramasamy & Jenna Wang, 2020, "What Explains the Post–2011 Trends of Longer Maturities and Rising Default Rates on Auto Loans?," Consumer Finance Institute discussion papers, Federal Reserve Bank of Philadelphia, number 20-02, Apr, DOI: 10.21799/frbp.dp.2020.02.
- Grothe, Magdalena & Zeyer, Jana, 2020, "Risk characteristics of covered bonds: monitoring beyond ratings," Working Paper Series, European Central Bank, number 2393, Apr.
- Rochelle M. Edge & J. Nellie Liang, 2020, "Financial Stability Committees and Basel III Macroprudential Capital Buffers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-016, Feb, DOI: 10.17016/FEDS.2020.016.
- J. David López-Salido & Francesca Loria, 2020, "Inflation at Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-013, Feb, DOI: 10.17016/FEDS.2020.013.
- Item repec:grz:wpsses:2020-01 is not listed on IDEAS anymore
- Landgrave, Michelangelo Geovanny, 2020, "How Do Legislators Value Constituent’s (Statistical) Lives? COVID-19, Partisanship, and Value of a Statistical Life Analysis," SocArXiv, Center for Open Science, number n93w2, Apr, DOI: 10.31219/osf.io/n93w2.
- Stefan Borsky & Hannah B. Hennighausen, 2020, "Public flood risk mitigation and the homeowner's insurance demand response," Graz Economics Papers, University of Graz, Department of Economics, number 2020-09, Apr.
- Laeven, Luc & Perez-Quiros, Gabriel & Rivas, María Dolores Gadea, 2020, "Growth-and-risk trade-off," Working Paper Series, European Central Bank, number 2397, Apr.
- Chad E. Hart & Dermot J. Hayes & Keri L. Jacobs & Lee L. Schulz & John M. Crespi, 2020, "The Impact of COVID-19 on Iowa's Corn, Soybean, Ethanol, Pork, and Beef Sectors," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 20-pb28, Apr.
- Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019, "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/092, Jan.
- Uyanga Byambaa & Beverly Hirtle & Anna Kovner & Matthew Plosser, 2020, "How Does Supervision Affect Bank Performance during Downturns?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200408, Apr.
- Montserrat Guillen & Ana M. Pérez-Marín & Manuela Alcañiz, 2020, "Risk reference charts for speeding based on telematics information," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202003, Apr, revised Apr 2020.
- Item repec:rim:rimwps:20-12 is not listed on IDEAS anymore
- Sokol, Andrej & Eguren-Martin, Fernando, 2020, "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series, European Central Bank, number 2387, Apr.