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Report NEP-RMG-2021-09-20
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:
- Michal Franta & Jan Libich, 2021, "Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks," Working Papers, Czech National Bank, Research and Statistics Department, number 2021/3, Sep.
- Jiamin Yu, 2021, "Risk Measurement, Risk Entropy, and Autonomous Driving Risk Modeling," Papers, arXiv.org, number 2109.07211, Sep.
- María T. González-Pérez, 2021, "Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector," Working Papers, Banco de España, number 2128, Aug.
- Item repec:hal:wpaper:hal-03334526 is not listed on IDEAS anymore
- Mohammed Abdellaoui & Enrico Diecidue & Emmanuel Kemel & Ayse Onculer, 2021, "Temporal Risk Resolution: Utility versus Probability Weighting Approaches," Working Papers, HAL, number hal-03330225, Aug.
- Item repec:hal:wpaper:hal-03336851 is not listed on IDEAS anymore
- Emmanuel Kemel & Corina Paraschiv, 2021, "Risking the Future? Measuring Risk Attitudes towards Delayed Consequences," Working Papers, HAL, number hal-03330096, Aug.
- Albert Banal-Estañol & Enrique Benito & Dmitry Khametshin & Jianxing Wei, 2021, "Asset encumbrance and bank risk: theory and first evidence from public disclosures in Europe," Working Papers, Banco de España, number 2131, Aug.
- Irma Alonso & Pedro Serrano & Antoni Vaello-Sebastià, 2021, "The impact of heterogeneous unconventional monetary policies on the expectations of market crashes," Working Papers, Banco de España, number 2127, Aug.
- Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino, 2021, "Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability," Occasional Papers, Banco de España, number 2119, Aug.
- Fabien Le Floc'h & Cornelis W. Oosterlee, 2021, "Positive Stochastic Collocation for the Collocated Local Volatility Model," Papers, arXiv.org, number 2109.02405, Sep.
- Item repec:grz:wpsses:2021-06 is not listed on IDEAS anymore