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Report NEP-RMG-2025-03-03
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:
- Emanuele Dri & Achille Yomi & Muthumanimaran Vetrivelan & Cedric Kuassivi & Iv`an Diego Exposito, 2025, "Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG," Papers, arXiv.org, number 2502.02125, Feb.
- Omar Briceno Cruzado, 2025, "Standardized Measurement Approach (SMA) vs Advanced Measurement Approaches (AMA): A Critical Review of Approaches in Operational Risk," Papers, arXiv.org, number 2502.00962, Feb.
- Benbekhti Seyf Eddine & Boulila Hadjer & Benbouziane Mohamed, 2023, "Islamic stocks, conventional stock market, or cryptocurrencies? Looking for a Safe Haven during Covid-19," Post-Print, HAL, number halshs-04521347, Nov.
- Spencer Andrews & Salil Gadgil, 2024, "The Who and How of Hedge Fund Risk Shifting," Working Papers, Office of Financial Research, US Department of the Treasury, number 24-07, Oct.
- Yaming Chang, 2025, "Improving volatility forecasts of the Nikkei 225 stock index using a realized EGARCH model with realized and realized range-based volatilities," Papers, arXiv.org, number 2502.02695, Feb, revised Feb 2025.
- Chintamani Bagwe, 2025, "Streamlining Compliance And Risk Management with Regtech Solutions," Papers, arXiv.org, number 2501.18910, Jan.
- Preben Forer & Barak Budnick & Pierpaolo Vivo & Sabrina Aufiero & Silvia Bartolucci & Fabio Caccioli, 2025, "Financial instability transition under heterogeneous investments and portfolio diversification," Papers, arXiv.org, number 2501.19260, Jan.
- Blazsek, Szabolcs & Escribano, Álvaro & Ayala, Astrid, 2025, "Improved gradient scaling for score-driven filters with an application to stock market volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 45978, Feb.
- Aase, Knut K., 2025, "Optimal risk sharing with translation invariant recursive utility for jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/5, Feb.
- Christian Fieberg & Lars Hornuf & Maximilian Meiler & David J. Streich, 2025, "Using Large Language Models for Financial Advice," CESifo Working Paper Series, CESifo, number 11666.
- Sinem Hacioğlu-Hoke & Daniel Ostry & Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang, 2024, "Topography of the FX derivatives market: a view from London," Bank of England working papers, Bank of England, number 1103, Dec.
- Dasol Kim & William Goetzmann & Robert Shiller, 2023, "Crash Narratives," Working Papers, Office of Financial Research, US Department of the Treasury, number 23-10, Dec.
- Nariman Djoudi & Kheira Belhamri, 2023, "Prediction of Financial Failure Using the Altman and Sherrod Model Study of Saidal Institution of Medea Province between 2017 - 2020," Post-Print, HAL, number halshs-04521389, Dec.
- Thomas Ruchti & Yashar Barardehi & Andrew Bird & Stephen A. Karolyi, 2023, "Are Short-selling Restrictions Effective?," Working Papers, Office of Financial Research, US Department of the Treasury, number 23-08, Oct.
- Thomas M. Eisenbach & Gregory Phelan, 2023, "Fragility of Safe Assets," Working Papers, Office of Financial Research, US Department of the Treasury, number 23-02, Apr.
- Huneeus, Federico & Kaboski, Joseph P. & Larrain, Mauricio & Schmukler, Sergio & Vera, Mario, 2024, "Crisis Credit, Employment Protection, Indebtedness, and Risk," Policy Research Working Paper Series, The World Bank, number 10958, Oct.
- Kamer Ali Yuksel & Hassan Sawaf, 2025, "AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics," Papers, arXiv.org, number 2502.00029, Jan, revised Feb 2025.
- Gregory Phelan & David Love, 2023, "Sustainability with Risky Growth," Working Papers, Office of Financial Research, US Department of the Treasury, number 23-05, May.
- KOUAKOU, Thiédjé Gaudens-Omer, 2025, "The effects of Basel III on the intermediation and market activities of WAEMU banks," MPRA Paper, University Library of Munich, Germany, number 123515, Jan.