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Report NEP-RMG-2024-02-05
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:
- Alejandro Rodriguez Dominguez, 2024, "A Portfolio's Common Causal Conditional Risk-neutral PDE," Papers, arXiv.org, number 2401.00949, Jan, revised Jan 2024.
- Shah, Anand & Bahri, Anu, 2023, "Tokenomics: How “Risky” are the Stablecoins?," MPRA Paper, University Library of Munich, Germany, number 119646, Dec.
- Josef Sveda & Jiri Panos & Vojtech Siuda, 2023, "Modelling Risk-Weighted Assets: Looking Beyond Stress Tests," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/15, Dec.
- Eduardo Abi Jaber & Shaun & Li, 2024, "Volatility models in practice: Rough, Path-dependent or Markovian?," Papers, arXiv.org, number 2401.03345, Jan, revised Apr 2025.
- Gabriel Bruneau & Javier Ojea Ferreiro & Andrew Plummer & Marie-Christine Tremblay & Aidan Witts, 2023, "Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data," Discussion Papers, Bank of Canada, number 2023-32, Dec, DOI: 10.34989/sdp-2023-32.
- Carlos Esquivel, 2024, "The Sovereign Default Risk of Giant Oil Discoveries," Departmental Working Papers, Rutgers University, Department of Economics, number 202404, Nov.
- Vahidin Jeleskovic & Claudio Latini & Zahid I. Younas & Mamdouh A. S. Al-Faryan, 2023, "Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach," Papers, arXiv.org, number 2401.00507, Dec.
- Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024, "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series, European Central Bank, number 2892, Jan.
- Zhukovskiy, Vladislav & Zhukovskaya, Lidia & Mukhina, Yulia, 2023, "A New Approach To Optimal Solutions Of Noncooperative Games: Accounting For Savage–Niehans Risk," MPRA Paper, University Library of Munich, Germany, number 119395, Jun.
- Tao Wang, 2023, "Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models," Staff Working Papers, Bank of Canada, number 23-59, Dec, DOI: 10.34989/swp-2023-59.
- Viral V. Acharya & V. Ravi Anshuman & S. Vish Viswanathan, 2024, "Bankruptcy Exemption of Repo Markets: Too Much Today for Too Little Tomorrow?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32027, Jan.
- Ana L. Abeliansky & Klaus Prettner & Roman Stoellinger, 2023, "Infection Risk at Work, Automatability, and Employment," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp352, Dec.
- Jaromir Baxa & Tomas Sestorad, 2024, "How Different are the Alternative Economic Policy Uncertainty Indices? The Case of European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/3, Jan, revised Jan 2024.