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Report NEP-RMG-2023-09-11
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:
- Majid, Hassan, 2023, "A Case of Risk Management Control and Its Study in Non-Financial Risks," OSF Preprints, Center for Open Science, number fhve7, Aug, DOI: 10.31219/osf.io/fhve7.
- Joshua Traut & Wolfgang Schadner, 2023, "Which is Worse: Heavy Tails or Volatility Clusters?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-61, Aug.
- Valter T. Yoshida Jr & Alan de Genaro & Rafael Schiozer & Toni R. E. dos Santos, 2023, "A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?," Working Papers Series, Central Bank of Brazil, Research Department, number 582, Aug.
- Aaron Amburgey & Michael W. McCracken, 2023, "Growth-at-Risk is Investment-at-Risk," Working Papers, Federal Reserve Bank of St. Louis, number 2023-020, Aug, revised 14 Aug 2025, DOI: 10.20955/wp.2023.020.
- Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2023, "The impact of financial shocks on the forecast distribution of output and inflation," Working Paper, Norges Bank, number 2023/3, Mar.
- Stulz, Rene M., 2023, "Crisis Risk and Risk Management," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-10, May.
- Rudy Morel & St'ephane Mallat & Jean-Philippe Bouchaud, 2023, "Path Shadowing Monte-Carlo," Papers, arXiv.org, number 2308.01486, Aug.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023, "Systematic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-13, May.
- Wing Fung Chong & Daniel Linders & Zhiyu Quan & Linfeng Zhang, 2023, "Incident-Specific Cyber Insurance," Papers, arXiv.org, number 2308.00921, Aug.
- Anoop C V & Neeraj Negi & Anup Aprem, 2023, "Bayesian framework for characterizing cryptocurrency market dynamics, structural dependency, and volatility using potential field," Papers, arXiv.org, number 2308.01013, Aug.
- Shaturaev, Jakhongir, 2023, "Impact of Covid-19 on stock market volatility-A Bangladesh Perspective," MPRA Paper, University Library of Munich, Germany, number 118207, Feb, revised 10 Mar 2023.
- Yancheng Liang & Jiajie Zhang & Hui Li & Xiaochen Liu & Yi Hu & Yong Wu & Jinyao Zhang & Yongyan Liu & Yi Wu, 2023, "DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data," Papers, arXiv.org, number 2308.03704, Aug.
- Cyril B'en'ezet & Jean-Franc{c}ois Chassagneux & Mohan Yang, 2023, "An optimal transport approach for the multiple quantile hedging problem," Papers, arXiv.org, number 2308.01121, Aug, revised Oct 2025.
- Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
- Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023, "Deep Learning from Implied Volatility Surfaces," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-60, Aug.
- Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2023, "Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects," Papers, arXiv.org, number 2308.01419, Aug.
- Andrea Castellano & Gustavo Ferro & Maximiliano Miranda Zanetti, 2023, "Product Liability: Detecting Potential Risks in New Products," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 856, Aug.
- Beaver, William H & Cascino, Stefano & Correia, Maria & McNichols, Maureen F., 2024, "Bankruptcy in groups," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118590, Dec.