Printed from https://ideas.repec.org/n/nep-rmg/2022-01-10.html
Report NEP-RMG-2022-01-10
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:
- Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2021, "Empirical analysis of collateral at central counterparties," ESRB Working Paper Series, European Systemic Risk Board, number 131, Dec.
- Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202201, Jan.
- Item repec:hal:wpaper:hal-03468913 is not listed on IDEAS anymore
- Cristina Badarau & Corentin Roussel, 2021, "A Theoretical Foundation for Prudential Authorities Decision Making," Working Papers, International Network for Economic Research - INFER, number 2021.11.
- Sharjil M. Haque & Mr. Richard Varghese, 2021, "The COVID-19 Impact on Corporate Leverage and Financial Fragility," IMF Working Papers, International Monetary Fund, number 2021/265, Nov.
- Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2021, "Life insurance convexity," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 42/21.
- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021, "Life-cycle risk-taking with personal disaster risk," ESRB Working Paper Series, European Systemic Risk Board, number 132, Dec.
- Seungho Jung & Jongmin Lee & Seohyun Lee, 2021, "Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics," IMF Working Papers, International Monetary Fund, number 2021/251, Oct.
- Roberto Daluiso & Emanuele Nastasi & Andrea Pallavicini & Stefano Polo, 2021, "Reinforcement learning for options on target volatility funds," Papers, arXiv.org, number 2112.01841, Dec.
- Delis, Panagiotis & Degiannakis, Stavros & Giannopoulos, Kostantinos, 2021, "What should be taken into consideration when forecasting oil implied volatility index?," MPRA Paper, University Library of Munich, Germany, number 110831, Nov.
- MohammadAmin Fazli & Parsa Alian & Ali Owfi & Erfan Loghmani, 2021, "RPS: Portfolio Asset Selection using Graph based Representation Learning," Papers, arXiv.org, number 2111.15634, Nov.
- Kumar Yashaswi, 2021, "Adaptive calibration of Heston Model using PCRLB based switching Filter," Papers, arXiv.org, number 2112.04576, Dec.
- Bermin, Hans-Peter & Holm, Magnus, 2021, "The Geometry of Risk Adjustments," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2021/2, Dec.
- Pauline Gandré & Mike Mariathasan & Ouarda Merrouche & Steven Ongena, 2021, "Unintended Consequences of the Global Derivatives Market Reform," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-36.
- Benjamin Bureau & Anne Duquerroy & Frédéric Vinas, 2021, "Activity shocks and corporate liquidity: the role of trade credit," Working papers, Banque de France, number 851.
- Alim, Wajid & Ali, Amjad & Farid, Maryiam, 2021, "The Impact of Islamic Portfolio on Risk and Return," MPRA Paper, University Library of Munich, Germany, number 111211, Nov.
- Enrico Bernardini & Johnny Di Giampaolo & Ivan Faiella & Marco Fruzzetti & Simone Letta & Raffaele Loffredo & Davide Nasti, 2021, "Climate and environmental risks: measuring the exposure of investments," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 15, Dec.
- Li, Boyao, 2021, "Bank equity, interest payments, and credit creation under Basel III regulations," MPRA Paper, University Library of Munich, Germany, number 111269, Dec.
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021, "Global risk and the dollar," Working Paper Series, European Central Bank, number 2628, Dec.
- Andrea Deghi & Mr. Junghwan Mok & Tomohiro Tsuruga, 2021, "Commercial Real Estate and Macrofinancial Stability During COVID-19," IMF Working Papers, International Monetary Fund, number 2021/264, Nov.
- Gongqiu Zhang & Lingfei Li, 2021, "A General Approach for Lookback Option Pricing under Markov Models," Papers, arXiv.org, number 2112.00439, Dec.
- Shujian Liao & Jian Chen & Hao Ni, 2021, "Forex Trading Volatility Prediction using Neural Network Models," Papers, arXiv.org, number 2112.01166, Dec, revised Dec 2021.