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Report NEP-RMG-2024-03-11
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:
- Katerina Rigana & Ernst C. Wit & Samantha Cook, 2024, "Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk," Papers, arXiv.org, number 2402.06032, Feb.
- Yi Shen & Zachary Van Oosten & Ruodu Wang, 2024, "Partial Law Invariance and Risk Measures," Papers, arXiv.org, number 2401.17265, Jan, revised Jun 2025.
- Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2024, "Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?," Discussion Papers, Deutsche Bundesbank, number 02/2024.
- Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024, "Pension Liquidity Risk," Working Papers, DNB, number 801, Feb.
- Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024, "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers, University of Pretoria, Department of Economics, number 202405, Feb.
- Xisong Jin, 2024, "Decomposing systemic risk measures by bank business model in Luxembourg," BCL working papers, Central Bank of Luxembourg, number 182, Feb.
- Henri Loubergé & Georges Dionne, 2024, "Developments in risk and insurance economics: The past 50 years," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 24-1, Jan.
- Blagov, Boris & Dirks, Maximilian & Funke, Michael, 2024, "Economic knock-on effects of Russia's geopolitical risk on advanced economies: A global VAR approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1061, DOI: 10.4419/96973231.
- Alexandra Moura & Carlos Oliveira, 2024, "Reputation risk mitigation in investment strategies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0309, Feb.
- Jan L. M. Dhaene & Moshe A. Milevsky, 2024, "Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat," Papers, arXiv.org, number 2402.00855, Feb.
- Jingyi Gu & Wenlu Du & Guiling Wang, 2024, "RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction," Papers, arXiv.org, number 2402.10760, Feb.
- Audrius Jukonis & Elisa Letizia & Linda Rousova, 2024, "The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector," IMF Working Papers, International Monetary Fund, number 2024/026, Feb.
- Zhenglong Li & Vincent Tam & Kwan L. Yeung, 2024, "Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management," Papers, arXiv.org, number 2402.00515, Feb, revised Sep 2024.
- Johannes Carow & Niklas M. Witzig, 2024, "Time Pressure and Strategic Risk-Taking in Professional Chess," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2404, Feb.
- Jose J. Canals-Cerda, 2024, "CECL Implementation and Model Risk in Uncertain Times: An Application to Consumer Finance," Working Papers, Federal Reserve Bank of Philadelphia, number 24-03, Feb, DOI: 10.21799/frbp.wp.2024.03.
- Camilo Gómez & Daniela Rodríguez-Novoa, 2024, "Firm Support Measures, Credit Payment Behavior, and Credit Risk," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 03-2024, Feb.
- Bernhard Hientzsch, 2023, "Reinforcement Learning and Deep Stochastic Optimal Control for Final Quadratic Hedging," Papers, arXiv.org, number 2401.08600, Nov.
- Prehn, Soren, 2024, "Why hedging, as practiced for storable commodities, is not an option for dairy farmers: a critical discussion," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 340077, Feb, DOI: 10.22004/ag.econ.340077.
- Michael S. Barr, 2024, "The Intersection of Monetary Policy, Market Functioning, and Liquidity Risk Management: A speech at the 40th Annual National Association for Business Economics (NABE) Economic Policy Conference, Washi," Speech, Board of Governors of the Federal Reserve System (U.S.), number 97753, Feb.
- Eungik Lee & Kathleen Ngangoue & Andrew Schotter & Maryse Kathleen Ngangoue, 2024, "The Resolution of Uncertainty in the Value and Probability Domains," CESifo Working Paper Series, CESifo, number 10898.
- Item repec:acb:cbeeco:2023-697 is not listed on IDEAS anymore