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Report NEP-RMG-2021-11-08
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:
- Regele, Fabian & Gründl, Helmut, 2021, "Asset concentration risk and insurance solvency regulation," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 40/21.
- Michel Alexandre & Thiago Christiano Silva & Krzysztof Michalak & Francisco A. Rodrigues, 2021, "Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data," Working Papers Series, Central Bank of Brazil, Research Department, number 557, Oct.
- Michel Alexandre & Thiago Christiano Silva & Colm Connaughton & Francisco A. Rodrigues, 2021, "The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach," Working Papers Series, Central Bank of Brazil, Research Department, number 556, Oct.
- Simon Hediger & Jeffrey Näf & Marc S. Paolella & Pawel Polak, 2021, "Heterogeneous Tail Generalized Common Factor Modeling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-73, Oct.
- William D. Larson, 2021, "The Riskiness of Outstanding Mortgages in the United States, 1999 - 2019," FHFA Staff Working Papers, Federal Housing Finance Agency, number 21-03, Oct.
- Foly Ananou & Dimitris Chronopoulos & Amine Tarazi & John O S Wilson, 2023, "Liquidity Regulation and Bank Risk," Working Papers, HAL, number hal-03366418, Oct.
- Item repec:bof:bofitp:2021_015 is not listed on IDEAS anymore
- Mushtaq Hussain Khan & Mohammad Bitar & Amine Tarazi & Arshad Hassan & Ahmad Fraz, 2021, "Corruption and bank risk-taking: The deterring role of Shari'ah supervision," Working Papers, HAL, number hal-03366460, Oct.
- Islam, Marco, 2021, "Motivated Risk Assessments," Working Papers, Lund University, Department of Economics, number 2021:12, Oct, revised 26 Jul 2022.
- Juan C. Méndez-Vizcaíno & Alexander Guarin & César Anzola-Bravo & Anderson Grajales-Olarte, 2021, "Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1178, Oct, DOI: 10.32468/be.1178.
- Matthias Kaldorf & Florian Wicknig, 2021, "Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 123, Oct.
- Item repec:bof:bofitp:2021_014 is not listed on IDEAS anymore
- Carlo Zappia, 2021, "Keynes's Treatise on Probability at 100 Years: Its Most Enduring Message," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-36, Oct.
- Roman Frydman & Nicholas Mangee, 2021, "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," Working Papers Series, Institute for New Economic Thinking, number inetwp164, Sep, DOI: 10.36687/inetwp164.