Printed from https://ideas.repec.org/n/nep-rmg/2024-07-22.html
Report NEP-RMG-2024-07-22
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:
- Mahmood Alaghmandan & Olga Streltchenko, 2024, "Lessons From Model Risk Management in Financial Institutions for Academic Research," Papers, arXiv.org, number 2406.14776, Jun.
- Liyang Wang & Yu Cheng & Ao Xiang & Jingyu Zhang & Haowei Yang, 2024, "Application of Natural Language Processing in Financial Risk Detection," Papers, arXiv.org, number 2406.09765, Jun, revised Jun 2024.
- Nguyen, Quang Khai, 2024, "How Does Financial Flexibility Strategy Impact on Risk Management Effectiveness?," MPRA Paper, University Library of Munich, Germany, number 121162, May.
- Natalia Roszyk & Robert Ślepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-13.
- Mihaela Nistor, 2024, "Risk Management in a Complex and Interconnected World," Speech, Federal Reserve Bank of New York, number 98431, Jun.
- Fernando Acebes & Javier Pajares & Jose M Gonzalez-Varona & Adolfo Lopez-Paredes, 2024, "Project Risk Management from the bottom-up: Activity Risk Index," Papers, arXiv.org, number 2406.00078, May.
- Viral V. Acharya & Nicola Cetorelli & Bruce Tuckman, 2024, "The Growing Risk of Spillovers and Spillbacks in the Bank‑NBFI Nexus," Liberty Street Economics, Federal Reserve Bank of New York, number 20240620, Jun.
- Ruben Wiedemann & Antoine Jacquier & Lukas Gonon, 2024, "Operator Deep Smoothing for Implied Volatility," Papers, arXiv.org, number 2406.11520, Jun, revised Jun 2025.
- Siema Hashemi, 2024, "Banking on Resolution: Portfolio Effects of Bail-in vs. Bailout," Working Papers, CEMFI, number wp2024_2410, Jun.
- Behn, Markus & Cornacchia, Wanda & Forletta, Marco & Jarmulska, Barbara & Perales, Cristian & Ryan, Ellen & Serra, Diogo & Tereanu, Eugen & Tumino, Marcello & Abreu, Daniel & Ciampi, Francesco & Ciocc, 2024, "The sectoral systemic risk buffer: general issues and application to residential real estate-related risks," Occasional Paper Series, European Central Bank, number 352, Jun.
- Nie, George Y., 2024, "The Missing Dimension of Risk: Evidence from Inside Debt Maturity and Acquisition Choices," SocArXiv, Center for Open Science, number jd3c2, Jun, DOI: 10.31219/osf.io/jd3c2.
- Schick, Manuel, 2024, "Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters," Working Papers, University of Heidelberg, Department of Economics, number 0750, Jun.
- Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2024, "Cluster GARCH," Papers, arXiv.org, number 2406.06860, Jun.
- Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024, "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers, University of Pretoria, Department of Economics, number 202425, Jun.
- Benjamin J. Keys & Philip Mulder, 2024, "Property Insurance and Disaster Risk: New Evidence from Mortgage Escrow Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 32579, Jun.
- Nie, George Y., 2024, "The True Risk-free Rate: A Gateway to Bond Risk," SocArXiv, Center for Open Science, number 2dazg, Jun, DOI: 10.31219/osf.io/2dazg.
- William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2024, "Emotions and Subjective Crash Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 32589, Jun.
- Whelan, Karl, 2024, "Samuelson's Fallacy of Large Numbers With Decreasing Absolute Risk Aversion," MPRA Paper, University Library of Munich, Germany, number 121384, Jul.