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Report NEP-RMG-2024-11-11
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:
- Motte, Edouard & Hainaut, Donatien, 2024, "Efficient hedging of life insurance portfolio for loss-averse insurers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024013, Apr.
- William C. Dudley, 2024, "Bank Failures and Contagion Lender of Last Resort, Liquidity, and Risk Management," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 329, Jan.
- Jorge Abad & David Martínez-Miera & Javier Suárez, 2024, "A macroeconomic model of banks’ systemic risk taking," Working Papers, Banco de España, number 2441, Oct, DOI: https://doi.org/10.53479/37914.
- Allen, Sam & Koh, Jonathan & Segers, Johan & Ziegel, Johanna, 2024, "Tail calibration of probabilistic forecasts," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024018, Jul.
- Aya Nasreddine & Yasmine Essafi Zouari, 2024, "Testing the inflation hedging properties of real estate, stocks, precious metals and oil: Evidence using wavelet quantile correlation," ERES, European Real Estate Society (ERES), number eres2024-092, Jan.
- Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024, "Using structural models to understand macroeconomic tail risks," Occasional Paper Series, European Central Bank, number 357, Oct.
- Gaurab Aryal & Isabelle Perrigne & Quang Vuong & Haiqing Xu, 2024, "Econometrics of Insurance with Multidimensional Types," Papers, arXiv.org, number 2410.08416, Oct.
- Müller, Lukas & Stöckl, Sebastian & Müller, Johanna & Schiereck, Dirk, 2024, "Estimating Crypto-Related Risk: Market-Based Evidence from FTX’s Failure and Its Contagion on U.S. Banks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 150247.
- Bauwens, Luc & Dzuverovic, Emilija & Hafner, Christian, 2024, "Asymmetric Models for Realized Covariances," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024022, Oct.
- Heifetz, Stephen, 2024, "CFIUS and the cost of risk aversion," Columbia FDI Perspectives, Columbia University, Columbia Center on Sustainable Investment (CCSI), number 392.
- Nigar Karimova, 2024, "Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs," Papers, arXiv.org, number 2410.05330, Oct.