Printed from https://ideas.repec.org/n/nep-rmg/2022-10-24.html
Report NEP-RMG-2022-10-24
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:
- D Barrera & S Crépey & E Gobet & Hoang-Dung Nguyen & B Saadeddine, 2024, "Statistical Learning of Value-at-Risk and Expected Shortfall," Working Papers, HAL, number hal-03775901, Sep.
- World Bank, 2021, "Investment in Disaster Risk Management in Europe Makes Economic Sense," World Bank Publications - Reports, The World Bank Group, number 35686, Jun.
- Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh, 2022, "Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices," MPRA Paper, University Library of Munich, Germany, number 114521, Sep.
- Kerstin Awiszus & Thomas Knispel & Irina Penner & Gregor Svindland & Alexander Vo{ss} & Stefan Weber, 2022, "Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks," Papers, arXiv.org, number 2209.07415, Aug, revised Dec 2022.
- Ion Lapteacru, 2022, "What drives the risk of European banks during crises? New evidence and insights," Working Papers, HAL, number hal-03775463, Sep.
- Stéphane Crépey & Lehdili Noureddine & Nisrine Madhar & Maud Thomas, 2022, "Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks," Working Papers, HAL, number hal-03777995, Oct.
- World Bank, 2021, "Portfolio Risk Assessment Using Risk Index," World Bank Publications - Reports, The World Bank Group, number 35490, Apr.
- Hodula, Martin & Pfeifer, Lukáš & Janků, Jan, 2022, "The effect of structural risks on financial downturns," ESRB Working Paper Series, European Systemic Risk Board, number 138, Sep.
- Srivastava, Pranjal & Jacob, Joshy, 2022, "Risk information - normal markets and the COVID-19 pandemic period," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2022-10-02, Oct.
- Dangxing Chen & Weicheng Ye & Jiahui Ye, 2022, "Interpretable Selective Learning in Credit Risk," Papers, arXiv.org, number 2209.10127, Sep.
- Alin Marius Andries & Alexandra-Maria Chiper & Steven Ongena & Nicu Sprincean, 2022, "External Wealth of Nations and Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-74, Sep.
- Pau Milán & Johannes Gierlinger, 2021, "The Limits to Local Insurance," Working Papers, Barcelona School of Economics, number 1293, Oct.
- Soohan Kim & Seok-Bae Yun & Hyeong-Ohk Bae & Muhyun Lee & Youngjoon Hong, 2022, "Physics-Informed Convolutional Transformer for Predicting Volatility Surface," Papers, arXiv.org, number 2209.10771, Sep, revised Nov 2023.
- Dangxing Chen & Weicheng Ye, 2022, "Monotonic Neural Additive Models: Pursuing Regulated Machine Learning Models for Credit Scoring," Papers, arXiv.org, number 2209.10070, Sep.
- Item repec:hal:wpaper:hal-03770051 is not listed on IDEAS anymore
- Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2022, "The impact of risk cycles on business cycles: a historical view," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1358, Sep, DOI: 10.17016/IFDP.2022.1358.
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022, "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," MPRA Paper, University Library of Munich, Germany, number 114689, Sep.
- Dallal Bendjellal, 2022, "Sovereign Risk, Financial Fragility and Debt Maturity," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2222, Sep.