Report NEP-RMG-2020-08-10

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:

• Thomas Conlon & Xing Huan & Steven Ongena, 2020, "Operational Risk Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-55, Jul.
• Mr. Tobias Adrian & Andrea Deghi & Mitsuru Katagiri & Mr. Sohaib Shahid & Nico Valckx, 2020, "Predicting Downside Risks to House Prices and Macro-Financial Stability," IMF Working Papers, International Monetary Fund, number 2020/011, Jan.
• J. C. Arismendi-Zambrano & Vladimir Belitsky & Vinicius Amorim Sobreiro & Herbert Kimura, 2020, "The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n306-20.pdf.
• Xiaoming Li & Zheng Liu & Yuchao Peng & Zhiwei Xu, 2020, "Bank Risk-Taking and Monetary Policy Transmission: Evidence from China," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-27, Aug, DOI: 10.24148/wp2020-27.
• Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020, "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20143.
• Nassim Nicholas Taleb & Yaneer Bar-Yam & Pasquale Cirillo, 2020, "On Single Point Forecasts for Fat-Tailed Variables," Papers, arXiv.org, number 2007.16096, Jul.
• Hyeongwoo Kim & Wen Shi, 2020, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-04, Jul.
• Simon Glossner & Pedro Matos & Stefano Ramelli & Alexander F. Wagner, 2020, "Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-56, Jul.
• Alexis Louaas & Pierre Picard, 2020, "Optimal insurance coverage of low-probability catastrophic risks," Working Papers, HAL, number hal-02875534, Jun.
• Aarøen, Camilla & Selart, Marcus, 2020, "Risk framing and business model adaptation: A conceptualization based on threat-rigidity theory," SocArXiv, Center for Open Science, number 5qxnb, Jun, DOI: 10.31219/osf.io/5qxnb.
• Alzuabi, Raslan & Caglayan, Mustafa & Mouratidis, Kostas, 2020, "The Risk-Taking Channel in the US: A GVAR Approach," MPRA Paper, University Library of Munich, Germany, number 101391, Jun.
• Ryan Niladri Banerjee & Aaron Mehrotra & Fabrizio Zampolli, 2020, "Inflation at risk from Covid-19," BIS Bulletins, Bank for International Settlements, number 28, Jul.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2020, "Value of Life and Annuity Demand," MPRA Paper, University Library of Munich, Germany, number 100794, May.
• Sraer, David & Haddad, Valentin, 2019, "The Banking View of Bond Risk Premia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14207, Dec.
• Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020, "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Working Papers, Business School - Economics, University of Glasgow, number 2020_18, Feb.
• Kim, Hyung-Tae & Lee, Seungwon & Park, Sung-Jin & Lee, Brandon, 2019, "Audit fees and corporate innovation: Auditors' response to corporate innovation," MPRA Paper, University Library of Munich, Germany, number 101081, May.
• Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020, "Identifying indicators of systemic risk," Discussion Papers, Deutsche Bundesbank, number 33/2020.
• Jean-Baptiste Hasse, 2020, "Systemic Risk: a Network Approach," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2025, Jul.
• Alev{s} v{C}ern'y, 2020, "The Hansen ratio in mean--variance portfolio theory," Papers, arXiv.org, number 2007.15980, Jul.
• Wenliang Hou, 2020, "How Accurate Are RetireesÕ Assessments of Their Retirement Risk?," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number 202014, Jul.
• Julia Anna Bingler & Chiara Colesanti Senni, 2020, "Taming the Green Swan: How to improve climate-related financial risk assessments," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 20/340, Jul.
• Marlene Amstad & Giulio Cornelli & Leonardo Gambacorta & Dora Xia, 2020, "Investors' risk attitudes in the pandemic and the stock market: new evidence based on internet searches," BIS Bulletins, Bank for International Settlements, number 25, Jun.
• Anqi Chen & Nilufer Gok, 2020, "How Exposed Are Retirement Savings to Market Risk?," Issues in Brief, Center for Retirement Research, number 2020-10, Jun.
• Alexis Direr, 2020, "Portfolio choice with time horizon risk," Working Papers, HAL, number hal-02879759, Jun.
• Antoine Bozio & Simon Rabaté & Audrey Rain & Maxime Tô, 2019, "How should a points pension system be managed?," Institut des Politiques Publiques, HAL, number halshs-02516413, Jun.
• Item repec:wrk:wrkemf:34 is not listed on IDEAS anymore

• Sonali Das, 2019, "China’s Evolving Exchange Rate Regime," IMF Working Papers, International Monetary Fund, number 2019/050, Mar.

Report NEP-RMG-2020-08-10

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: