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Report NEP-RMG-2024-04-08
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:
- Tommaso Gasparini & Vivien Lewis & Stéphane Moyen & Stefania Villa, 2024, "Risky Firms and Fragile Banks: Implications for Macroprudential Policy," Working papers, Banque de France, number 944.
- Tiffany Eder & Claire Labonne & Caitlin O'Loughlin & Krish Sharma, 2024, "Managing Risk in Cards Portfolios: Risk Appetite and Limits," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number 24-01, Feb.
- Rambod Rahmani & Marco Parola & Mario G. C. A. Cimino, 2024, "A machine learning workflow to address credit default prediction," Papers, arXiv.org, number 2403.03785, Mar.
- Dalderop, J. & Linton, O. B., 2024, "Estimating a Density Ratio Model for Stock Market Risk and Option Demand," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2411, Mar.
- Henrik Andersen & Ragnar E Juelsrud & Carola Müller, 2024, "Risk-based pricing in competitive lending markets," BIS Working Papers, Bank for International Settlements, number 1169, Feb.
- Huy N. Chau & Duy Nguyen & Thai Nguyen, 2024, "On short-time behavior of implied volatility in a market model with indexes," Papers, arXiv.org, number 2402.16509, Feb, revised Mar 2025.
- Jamotton, Charlotte & Hainaut, Donatien, 2024, "Latent Dirichlet Allocation for structured insurance data," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024008, Mar.
- Daixin Wang & Zhiqiang Zhang & Yeyu Zhao & Kai Huang & Yulin Kang & Jun Zhou, 2024, "Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning," Papers, arXiv.org, number 2403.06482, Mar.
- Siahaan, Fernando & Amberger, Harald & Sureth, Caren, 2023, "Turnover-based corporate income taxation and corporate risk-taking," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 281.
- Briggs, Joseph & Cesarini, David & Chanwook Lee, Sean & Lindqvist, Erik & Östling, Robert, 2023, "Financial Windfalls, Portfolio Allocations, and Risk Preferences," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 15/2023, Nov.
- Spiros Bougheas & David I. Harvey & Alan Kirman & Douglas Nelson & Alan P. Kirman & Douglas R. Nelson, 2024, "Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters," CESifo Working Paper Series, CESifo, number 10991.
- Leila Ben Salem & Montassar Zayati & Ridha Nouira & Christophe Rault, 2024, "Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach," CESifo Working Paper Series, CESifo, number 10989.
- Savvakis C. Savvides, 2024, "The Integrated Financial Model and the use of Growth Patterns in Monte Carlo simulation Risk Analysis," Development Discussion Papers, JDI Executive Programs, number 2024-03, Mar.