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Report NEP-RMG-2020-06-29
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:
- Nguyen, Van Phuong, 2019, "An attempt to derive the Risk Weight Function for the bank," MPRA Paper, University Library of Munich, Germany, number 100631, Dec.
- Zhibin Niu & Runlin Li & Junqi Wu & Dawei Cheng & Jiawan Zhang, 2020, "iConViz: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans," Papers, arXiv.org, number 2006.09542, Jun, revised Aug 2020.
- T. van der Zwaard & L. A. Grzelak & C. W. Oosterlee, 2020, "A Computational Approach to Hedging Credit Valuation Adjustment in a Jump-Diffusion Setting," Papers, arXiv.org, number 2005.10504, May, revised Sep 2020.
- Sergio Alvares Maffra & John Armstrong & Teemu Pennanen, 2020, "Stochastic modeling of assets and liabilities with mortality risk," Papers, arXiv.org, number 2005.09974, May.
- Monia Castellini & Vincenzo Riso, 2020, "Risk Management and Management Control System, a close relationship in process: Isomorphism in the Italian Municipalities," Working Papers, University of Ferrara, Department of Economics, number 2020039, Jun.
- Ioannis Anagnostou & Tiziano Squartini & Drona Kandhai & Diego Garlaschelli, 2020, "Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling," Papers, arXiv.org, number 2006.03014, Jun, revised Apr 2021.
- Javad Shaabani & Ali Akbar Jafari, 2020, "A New Look to Three-Factor Fama-French Regression Model using Sample Innovations," Papers, arXiv.org, number 2006.02467, Jun.
- Bonsoo Koo & Athanasios A. Pantelous & Yunxiao Wang, 2020, "Novel Utility-based Life Cycle Models to Optimise Income in Retirement in the Presence of Heterogeneous Preferences," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/20.
- International Monetary Fund, 2020, "Myanmar: Technical Assistance Report-Banking Supervision and Regulation," IMF Staff Country Reports, International Monetary Fund, number 2020/184, Jun.
- Perry Beider & David Torregrosa, 2020, "Federal Reinsurance for Terrorism Risk and Its Effects on the Budget: Working Paper 2020-04," Working Papers, Congressional Budget Office, number 56420, Jun.
- de Groot, Oliver & Richter, Alexander W. & Throckmorton, Nathaniel, 2020, "Valuation Risk Revalued," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14588, Apr.
- Campbell R. Harvey & Yan Liu, 2020, "False (and Missed) Discoveries in Financial Economics," Papers, arXiv.org, number 2006.04269, Jun.
- Croce, Mariano & Farroni, Paolo & Wolfskeil, Isabella, 2020, "When the Markets Get COVID: COntagion, Viruses, and Information Diffusion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14674, Apr.
- Shintaro ASAOKA, 2020, "Reserve Requirements and Bubbles," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 20042, May.
- Sapian, Safeza & Masih, Mansur, 2018, "Do macroeconomic factors affect the credit risk of islamic banks? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 100719, Nov.
- Taylor, Alan M. & Jordà , Òscar & Schularick, Moritz, 2020, "Disasters Everywhere: The Costs of Business Cycles Reconsidered," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14559, Apr.