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Report NEP-RMG-2021-01-04
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:
- Marc Hallin & Carlos Trucíos, 2020, "Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-50, Dec.
- International Monetary Fund, 2020, "Italy: Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing of the Banking and Corporate Sectors," IMF Staff Country Reports, International Monetary Fund, number 2020/238, Aug.
- Omar Zulaica, 2020, "What share for gold? On the interaction of gold and foreign exchange reserve returns," BIS Working Papers, Bank for International Settlements, number 906, Nov.
- International Monetary Fund, 2020, "Denmark: Financial Sector Assessment Program-Technical Note-Financial Stability and Stress Testing of the Banking, Insurance, and Non-financial Corporate Sectors," IMF Staff Country Reports, International Monetary Fund, number 2020/258, Aug.
- International Monetary Fund, 2020, "United States: Financial Sector Assessment Program-Technical Note-Risk Analysis and Stress Testing the Financial Sector," IMF Staff Country Reports, International Monetary Fund, number 2020/247, Aug.
- Item repec:bof:bofrdp:2020_018 is not listed on IDEAS anymore
- International Monetary Fund, 2020, "Norway: Financial Sector Assessment Program-Technical Note-Insurance Sector Oversight," IMF Staff Country Reports, International Monetary Fund, number 2020/263, Aug.
- International Monetary Fund, 2020, "Denmark: Financial Sector Assessment Program-Technical Note-Financial Sector Interconnectedness and Contagion Risk Analysis," IMF Staff Country Reports, International Monetary Fund, number 2020/256, Aug.
- International Monetary Fund, 2020, "Kingdom of Lesotho: Technical Assistance Report-Implementation of Basel II," IMF Staff Country Reports, International Monetary Fund, number 2020/222, Jul.
- Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020, "Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2839.
- International Monetary Fund, 2020, "Norway: Financial System Stability Assessment-Press Release; and Statement by the Executive Director for Norway," IMF Staff Country Reports, International Monetary Fund, number 2020/259, Aug.
- International Monetary Fund, 2020, "Norway: Financial Sector Assessment Program-Technical Note-Banking Regulation and Supervision," IMF Staff Country Reports, International Monetary Fund, number 2020/260, Aug.
- International Monetary Fund, 2020, "Republic of Korea: Financial System Stability Assessment and Press Release for the Republic of Korea," IMF Staff Country Reports, International Monetary Fund, number 2020/120, Apr.
- Falk Bräuning & José Fillat, 2020, "The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences," Working Papers, Federal Reserve Bank of Boston, number 20-12, Oct, DOI: 10.29412/res.wp.2020.12.
- Casas Villalba, Maria Isabel & Mao, Xiuping & Lopes Moreira da Veiga, María Helena, 2020, "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 31648, Dec.
- International Monetary Fund, 2020, "Denmark: Financial Sector Assessment Program-Technical Note-Insurance Regulation and Supervision," IMF Staff Country Reports, International Monetary Fund, number 2020/252, Aug.
- International Monetary Fund, 2020, "Italy: Financial Sector Assessment Program-Technical Note-Insurance Sector Regulation and Supervision," IMF Staff Country Reports, International Monetary Fund, number 2020/233, Aug.
- International Monetary Fund, 2020, "Norway: Financial Sector Assessment Program-Technical Note-Systemic Risk Oversight and Macroprudential Policy Framework," IMF Staff Country Reports, International Monetary Fund, number 2020/265, Aug.
- International Monetary Fund, 2020, "United States: Financial Sector Assessment Program-Technical Note-Banking Supervision and Regulation," IMF Staff Country Reports, International Monetary Fund, number 2020/248, Aug.
- International Monetary Fund, 2020, "Denmark: Financial Sector Assessment Program-Technical Note-Banking Regulation and Supervision," IMF Staff Country Reports, International Monetary Fund, number 2020/251, Aug.
- Giulio Girardi & Kathleen W. Hanley & Stanislava Nikolova & Loriana Pelizzon & Mila Getmansky Sherman, 2020, "Portfolio Similarity and Asset Liquidation in the Insurance Industry," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:13.
- Peter Van Tassel, 2020, "The Law of One Price in Equity Volatility Markets," Staff Reports, Federal Reserve Bank of New York, number 953, Dec.
- World Bank, 2020, "Options to Strengthen Disaster Risk Financing in Pakistan," World Bank Publications - Reports, The World Bank Group, number 33592, Apr.
- International Monetary Fund, 2020, "Italy: Financial Sector Assessment Program-Technical Note-Banking Regulation and Supervision and Bank Governance," IMF Staff Country Reports, International Monetary Fund, number 2020/236, Aug.
- International Monetary Fund, 2020, "United States: Financial Sector Assessment Program-Technical Note-Insurance Supervision and Regulation," IMF Staff Country Reports, International Monetary Fund, number 2020/244, Aug.
- Item repec:hal:wpaper:hal-03040090 is not listed on IDEAS anymore