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Report NEP-RMG-2023-07-10
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:
- Pavel Jankulár & Zdeněk Tůma, 2023, "Changes to Bank Capital Ratios and their Drivers Prior and During COVID-19 Pandemic: Evidence from EU," FFA Working Papers, Prague University of Economics and Business, number 5.004, Jun, revised 10 Jun 2023.
- Yuanyuan Chang & Dena Firoozi & David Benatia, 2023, "Large Banks and Systemic Risk: Insights from a Mean-Field Game Model," Papers, arXiv.org, number 2305.17830, May, revised Apr 2025.
- Mohammed Mikou, 2023, "The Impact of the Basel III banking regulation on Moroccan banks," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 10-2023, Jun.
- Jaydip Sen & Aditya Jaiswal & Anshuman Pathak & Atish Kumar Majee & Kushagra Kumar & Manas Kumar Sarkar & Soubhik Maji, 2023, "A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market," Papers, arXiv.org, number 2305.17523, May.
- yeboah, samuel, 2023, "A Review of Macroeconomic Determinants of Credit Risks: Evidence from Low-Income Countries," MPRA Paper, University Library of Munich, Germany, number 117501, Feb, revised 15 May 2023.
- F. Cipollini & G.M. Gallo & A. Palandri, 2023, "Modeling and evaluating conditional quantile dynamics in VaR forecasts," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202308.
- Ndwiga, David M., 2023, "Bank credit portfolio allocation in pre and post Covid times: The power of inherent risks," KBA Centre for Research on Financial Markets and Policy Working Paper Series, Kenya Bankers Association (KBA), number 74.
- Andrew J. Patton & Yasin Simsek, 2023, "Generalized Autoregressive Score Trees and Forests," Papers, arXiv.org, number 2305.18991, May.
- Tiriongo, Samuel & Josea, Kiplangat & Mulindi, Hillary, 2023, "Risk-based credit pricing in Kenya: The role of banks' internal factors," KBA Centre for Research on Financial Markets and Policy Working Paper Series, Kenya Bankers Association (KBA), number 64.
- Ochenge, Rogers Ondiba, 2023, "The effect of FinTech development on bank risktaking: Evidence from Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series, Kenya Bankers Association (KBA), number 72.
- Louis Abraham, 2023, "A Game of Competition for Risk," Papers, arXiv.org, number 2305.18941, May.
- Michele Loberto & Matteo Spuri, 2023, "The impact of flood risk on real estate wealth in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 768, May.
- Rodney Garratt & Maarten van Oordt, 2023, "The Crypto Multiplier," BIS Working Papers, Bank for International Settlements, number 1104, Jun.
- F. Lillo & G. Livieri & S. Marmi & A. Solomko & S. Vaienti, 2023, "Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems," Papers, arXiv.org, number 2305.13475, May.
- Areski Cousin & J'er^ome Lelong & Tom Picard, 2023, "Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach," Papers, arXiv.org, number 2305.16152, May, revised Jun 2023.
- Qu, Yan & Dassios, Angelos & Zhao, Hongbiao, 2023, "Shot-noise cojumps: exact simulation and option pricing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111537, Mar.
- KANAGUCHI Takehisa & KAWAKAMI Takehito & HASEBE Akira & OGAWA Yoshiya, 2023, "The Overview and Risks of Fund Finance," Bank of Japan Review Series, Bank of Japan, number 23-E-5, Jun.
- International Monetary Fund, 2023, "Sweden: Financial Sector Assessment Program–Technical Note on Stress Testing of the Financial Sector," IMF Staff Country Reports, International Monetary Fund, number 2023/181, May.
- Burkhard Heer & Vito Polito & Mike Wickens, 2023, "Pension Systems (Un)sustainability and Fiscal Constraints: A Comparative Analysis," Working Papers, The University of Sheffield, Department of Economics, number 2023014, Jun.
- Hanming Fang & Xian Xu, 2023, "Chinese Insurance Markets: Developments and Prospects," NBER Working Papers, National Bureau of Economic Research, Inc, number 31292, May.