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Report NEP-RMG-2021-11-15
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:
- Alessandro Bitetto & Stefano Filomeni & Michele Modina, 2021, "Understanding corporate default using Random Forest: The role of accounting and market information," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 205, Oct.
- Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020, "Financial Variables as Predictors of Real Growth Vulnerability," Working Papers, HAL, number hal-03403077, Jan.
- Marcos Escobar-Anel & Yevhen Havrylenko & Michel Kschonnek & Rudi Zagst, 2021, "Decrease of capital guarantees in life insurance products: can reinsurance stop it?," Papers, arXiv.org, number 2111.03603, Nov.
- Damian Kisiel & Denise Gorse, 2021, "A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection," Papers, arXiv.org, number 2111.05935, Nov.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2021, "The Limits of Model-Based Regulation," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 20.
- Thiemann, Matthias & Tröger, Tobias, 2020, "The Case for a Normatively Charged Approach to Regulating Shadow Banking - Multipolar Regulatory Dialogues as a Means to Detect Tail Risks and Preclude Regulatory Arbitrage," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 2, DOI: 10.2139/ssrn.3465534.
- Stulz, Rene M. & Tompkins, James G. & Williamson, Rohan & Ye, Zhongxia Shelly, 2021, "Why Do Bank Boards Have Risk Committees?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-12, Jul, DOI: 10.2139/ssrn.3893882.
- Matteo Malavasi & Gareth W. Peters & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang & Georgy Sofronov, 2021, "Cyber Risk Frequency, Severity and Insurance Viability," Papers, arXiv.org, number 2111.03366, Nov, revised Mar 2022.
- Конурбаева Наталья // Konurbayeva Natalya & Нурханова Оксана // Nurkhanova Oxana & Хакимжанов Сабит // Khakimzhanov Sabit, 2021, "Оценка качества ссудного портфеля по данным на уровне займа // Assessing the quality of loan portfolio based on the loan level data," Working Papers, National Bank of Kazakhstan, number #2021-7.
- Jie Chen & Lingfei Li, 2021, "Data-driven Hedging of Stock Index Options via Deep Learning," Papers, arXiv.org, number 2111.03477, Nov.
- Irina Iakimenko & Maria Semenova & Eugeny Zimin, 2021, "The More The Better? Information Sharing And Credit Risk," HSE Working papers, National Research University Higher School of Economics, number WP BRP 85/FE/2021.
- Xiufeng Yan, 2021, "Multiplicative Component GARCH Model of Intraday Volatility," Papers, arXiv.org, number 2111.02376, Nov.
- Nicola Comincioli & Paolo M. Panteghini & Sergio Vergalli, 2021, "The start-up decision under default risk," Working Papers, Fondazione Eni Enrico Mattei, number 2021.27, Oct.
- Meyland, Dominik & Schäfer, Dorothea, 2021, "Home Bias in Sovereign Exposure and the Probability of Bank Default – Evidence From EU-Stress Test Data," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242453.
- Edson Z. Monte & Lucas B. Defanti, 2021, "Dynamic Interdependence and Volatility Transmission from the American to the Brazilian Stock Market," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/09, Oct.
- Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2021, "Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms," Bank of England working papers, Bank of England, number 946, Oct.
- Kim, Young Il, 2020, "Examining the liquidity risk in the household sector and the policy implications," KDI Policy Forum, Korea Development Institute (KDI), number 279, DOI: 10.22740/kdi.forum.e.2020.279.