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Report NEP-RMG-2021-02-15
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:
- Suman Thapa & Yiqiang Q. Zhao, 2021, "Estimating value at risk and conditional tail expectation for extreme and aggregate risks," Papers, arXiv.org, number 2101.12402, Jan.
- Petar Jevtic & Nicolas Lanchier, 2021, "Probabilistic Framework For Loss Distribution Of Smart Contract Risk," Papers, arXiv.org, number 2101.08964, Jan.
- Daniel Felix Ahelegbey, 2020, "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 194, Nov.
- Yener Altunbas & David Marques-Ibanez & Michiel van Leuvensteijn & Tianshu Zhao, 2019, "Competition and Bank Risk the Role of Securitization and Bank Capital," IMF Working Papers, International Monetary Fund, number 2019/140, Jul.
- Aref Mahdavi Ardekani, 2020, "Liquidity, Interbank Network Topology and Bank Capital," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 20022r, Oct, revised Dec 2020.
- Stefan Mittnik & Willi Semmler & Alexander Haider, 2019, "Climate Disaster Risks – Empirics and a Multi-Phase Dynamic Model," IMF Working Papers, International Monetary Fund, number 2019/145, Jul.
- Chengyu Huang & Sean Simpson & Daria Ulybina & Agustin Roitman, 2019, "News-based Sentiment Indicators," IMF Working Papers, International Monetary Fund, number 2019/273, Dec.
- Michael Kogler, 2021, "Profit Taxation and Bank Risk Taking," CESifo Working Paper Series, CESifo, number 8830.
- Mark Kiermayer, 2021, "Modeling surrender risk in life insurance: theoretical and experimental insight," Papers, arXiv.org, number 2101.11590, Jan, revised Aug 2021.
- Otto Konstandatos, 2020, "Fair-value Analytical Valuation of Reset Executive Stock Options Consistent with IFRS9 Requirements," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 418, Dec.
- Michal Andrle & Mr. Benjamin L Hunt, 2020, "Model-Based Globally-Consistent Risk Assessment," IMF Working Papers, International Monetary Fund, number 2020/064, May.
- Majid Bazarbash, 2019, "FinTech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk," IMF Working Papers, International Monetary Fund, number 2019/109, May.