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Report NEP-RMG-2024-09-09
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:
- Peng Liu & Andreas Tsanakas & Yunran Wei, 2024, "Risk sharing with Lambda value at risk under heterogeneous beliefs," Papers, arXiv.org, number 2408.03147, Aug, revised Aug 2025.
- Ravi Kashyap, 2024, "The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement," Papers, arXiv.org, number 2408.07271, Aug.
- Giovanni Covi & Anne-Caroline Huser, 2024, "Measuring capital at risk with financial contagion: two-sector model with banks and insurers," Bank of England working papers, Bank of England, number 1081, Aug.
- Sebastien Gallet & Antje Hendricks & Julja Prodani, 2024, "The ecosystem service degradation sensitivity indicator (EDSI): A new framework for understanding the financial risk repercussions of nature degradation," Working Papers, DNB, number 814, Aug.
- Michael B. Gordy & Alexander J. McNeil, 2024, "Spectral backtests unbounded and folded," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-060, Aug, DOI: 10.17016/FEDS.2024.060.
- Fernando Eguren-Martin & Sevim Kösem & Guido Maia & Andrej Sokol, 2024, "Targeted financial conditions indices and growth-at-risk," Bank of England working papers, Bank of England, number 1084, Aug.
- Achintya Gopal, 2024, "NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities," Papers, arXiv.org, number 2408.01499, Aug.
- Nguyen, Huyen & Uzonwanne, Sochima, 2024, "Environmental incidents and sustainability pricing provisions," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2024.
- Thordur Jonasson & Sheheryar Malik & Kay Chung & Mr. Michael G. Papaioannou, 2024, "Managing Foreign Exchange Rate Risk: Capacity Development for Public Debt Managers in Emerging Market and Low-Income Countries," IMF Working Papers, International Monetary Fund, number 2024/167, Aug.
- Gita Gopinath & Josefin Meyer & Carmen Reinhart & Christoph Trebesch, 2024, "Sovereign vs. Corporate Debt and Default: More Similar than You Think," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2097.
- Dhiti Osatakul & Shuanming Li & Xueyuan Wu, 2024, "Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities," Papers, arXiv.org, number 2408.00003, Jul.
- Jon Danielsson & Andreas Uthemann, 2024, "Artificial intelligence and financial crises," Papers, arXiv.org, number 2407.17048, Jul, revised Jul 2025.
- Patrick Kuiper & Ali Hasan & Wenhao Yang & Yuting Ng & Hoda Bidkhori & Jose Blanchet & Vahid Tarokh, 2024, "Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions," Papers, arXiv.org, number 2408.00131, Jul.
- de Bresser, J.; & Knoef, M.; & van Ooijen, R.;, 2024, "The market for life care annuities: using housing wealth to manage longevity and long-term care risk," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 24/11, Aug.
- Jamel Saadaoui, 2024, "The Impact of Political Tensions and Geopolitical Risks on Oil Prices in Unstable Environments," Working Papers, International Network for Economic Research - INFER, number 2024.13.