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Report NEP-RMG-2022-03-14
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:
- Mikael Juselius & Nikola Tarashev, 2022, "When uncertainty decouples expected and unexpected losses," BIS Working Papers, Bank for International Settlements, number 995, Jan.
- Denis S. Gusev & Elena G. Demidova & Olga A. Novikova, 2022, "Building a Dynamic System of Advanced Risk Management and Risk Assessment of the Company," Papers, arXiv.org, number 2202.00556, Jan.
- Wan-Chien Chiua & Juan Ignacio Pe~na & Chih-Wei Wang, 2022, "Industry Characteristics and Financial Risk Spillovers," Papers, arXiv.org, number 2202.02263, Feb.
- Ameni Ben Salem & Imene Safer & Islem Khefacha, 2021, "Value at Risk Estimation For the BRICS Countries : A Comparative Study," Post-Print, HAL, number hal-03502428, Dec.
- Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz, 2023, "Background Risk and Small-Stakes Risk Aversion," Working Papers, Princeton University. Economics Department., number 2021-26, Aug.
- Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe~na, 2022, "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Papers, arXiv.org, number 2202.02254, Feb.
- André Schmitt & Sandrine Spaeter, 2022, "Providing Pandemic Business Interruption Coverage with Double Trigger Cat Bonds," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-05.
- Xu, Jack, 2022, "Beyond Merton: Multi-Dimensional Balance Sheet in Default Modeling," MPRA Paper, University Library of Munich, Germany, number 112022, Feb.
- Jan Janku & Ondrej Badura, 2021, "Non-linear Effects of Market Concentration on the Underwriting Profitability of the Non-life Insurance Sector in Europe," Working Papers, Czech National Bank, Research and Statistics Department, number 2021/9, Dec.
- Borowiecki, Karol & Dzieliński, Michał & Tepper, Alexander, 2022, "The Great Margin Call: The Role of Leverage in the 1929 Stock Market Crash," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 1/2022, Feb.
- Dorinel Bastide & St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese, 2022, "Derivatives Risks as Costs in a One-Period Network Model," Papers, arXiv.org, number 2202.03248, Feb, revised Feb 2022.