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Report NEP-RMG-2024-08-26
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:
- Shafique Ur Rehman & Touqeer Ahmad & Wu Dash Desheng & Amirhossein Karamoozian, 2024, "Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches," Papers, arXiv.org, number 2407.15766, Jul.
- Natalia Roszyk & Robert 'Slepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers, arXiv.org, number 2407.16780, Jul.
- Couaillier, Cyril & Scalone, Valerio, 2024, "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series, European Central Bank, number 2966, Aug.
- Abdulnasser Hatemi-J, 2024, "Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin," Papers, arXiv.org, number 2407.19932, Jul, revised Aug 2024.
- Sourish Das, 2024, "Risk Analysis of Passive Portfolios," Papers, arXiv.org, number 2407.08332, Jul.
- Marcelo Righi & Eduardo Horta & Marlon Moresco, 2024, "Set risk measures," Papers, arXiv.org, number 2407.18687, Jul, revised Nov 2025.
- St'ephane Cr'epey & Botao Li & Hoang Nguyen & Bouazza Saadeddine, 2024, "CVA Sensitivities, Hedging and Risk," Papers, arXiv.org, number 2407.18583, Jul.
- Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024, "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32693, Jul.
- Oecd, 2023, "Common guideposts to promote interoperability in AI risk management," OECD Artificial Intelligence Papers, OECD Publishing, number 5, Nov, DOI: 10.1787/ba602d18-en.
- Berg, Tobias & Heider, Florian, 2024, "Leverage and risk-taking in a dynamic model," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 423.
- Benjamin Knox & Jakob Ahm Sørensen, 2024, "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-058, Jul, DOI: 10.17016/FEDS.2024.058.
- Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024, "Counter-monotonic risk allocations and distortion risk measures," Papers, arXiv.org, number 2407.16099, Jul.
- Tiago Monteiro, 2024, "AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks," Papers, arXiv.org, number 2407.19858, Jul, revised Nov 2025.
- Item repec:ags:cfcp15:344372 is not listed on IDEAS anymore
- Arnone, Massimo & Laureti, Lucio & Costantiello, Alberto & Anobile, Fabio & Leogrande, Angelo, 2024, "The Access to Credit in the Context of the ESG Framework at Global Level," SocArXiv, Center for Open Science, number aetb9, Jul, DOI: 10.31219/osf.io/aetb9.
- Ali, Waqar, 2023, "The Differential Impact of Financial Reporting Complexity on Public and Private Debt Contracting: Evidence from ASU 2017-12," HEC Research Papers Series, HEC Paris, number 1494, Nov, DOI: 10.2139/ssrn.4594229.
- Oecd, 2023, "Stocktaking for the development of an AI incident definition," OECD Artificial Intelligence Papers, OECD Publishing, number 4, Oct, DOI: 10.1787/c323ac71-en.