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Report NEP-RMG-2025-03-10
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:
- Caio Almeida & Kim Ardison & Gustavo Freire & René Garcia & Piotr Orlowski, 2024, "High-Frequency Tail Risk Premium and Stock Return Predictability," Post-Print, HAL, number hal-04927211, Dec, DOI: 10.1017/S0022109023001199.
- Herbst, Tobias & Roling, Christoph, 2024, "A top-down loan-level stress test for banks' corporate credit risk: Application to risks from commercial real estate markets," Technical Papers, Deutsche Bundesbank, number 09/2024.
- Spencer Andrews & Salil Gadgil, 2024, "The Relationship Between Hedge Fund Manager Compensation and Risk-Taking," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 24-12, Oct.
- Metiu, Norbert, 2024, "A financial stress indicator for Germany," Technical Papers, Deutsche Bundesbank, number 10/2024.
- Christopher Anderson, 2025, "Regulating Bank Portfolio Choice Under Asymmetric Information," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-009, Feb, DOI: 10.17016/FEDS.2025.009.
- Jose Maria Tapia & Ruth Leung & Hashim Hamandi, 2024, "Banks' Supplementary Leverage Ratio," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 24-09, Aug.
- Dasol Kim & William Goetzmann & Robert Shiller, 2023, "Economic Narratives Shape How Investors Perceive Risks," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 23-19, Dec.
- Tom Doolittle & Arthur Fliegelman & Ruth Leung, 2023, "Risk Spotlight: Risk from the Real Estate Market is Limited, but Changes in Occupancy and Prices May Increase the Risk," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 23-07, Mar.
- Philip Mulder & Yanjun Liao, 2024, "Low Home Equity Depresses Flood Insurance Take-up," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 24-08, Jul.
- Khalil, Makram & Osten, David & Strobel, Felix, 2025, "Trade dynamics under geopolitical risk," Discussion Papers, Deutsche Bundesbank, number 03/2025.
- Peter Bednarek & Olga Briukhova & Steven Ongena & Natalja von Westernhagen, 2025, "Effects of Bank Capital Requirements on Lending by Banks and Non-Bank Financial Institutions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-12, Jan.
- Item repec:osf:socarx:97xzj_v1 is not listed on IDEAS anymore
- Petrella, Ivan & De Polis, Andrea & Melosi, Leonardo, 2025, "The taming of the skew: asymmetric inflation risk and monetary policy," Working Paper Series, European Central Bank, number 3028, Feb.
- Gregory Phelan & William Chen, 2023, "Digital Currency May Increase Household Welfare, Lower Volatility but Pose Risks to Banks," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 23-06, Mar.
- Thomas Ruchti & Yashar Barardehi & Andrew Bird & Stephen A. Karolyi, 2023, "Limiting Short Selling During Periods of Individual Stock Stress Reduces Volatility and Raises Prices," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 23-16, Oct.
- Christoph Kaufmann & Jaime Leyva & Manuela Storz, 2025, "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Papers, Banco de Portugal, Economics and Research Department, number w202502.
- Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T. Lundblad & Tarun Ramadorai, 2025, "Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-14, Jan.
- Damast, Dominik & Kubitza, Christian & Sørensen, Jakob Ahm, 2025, "Homeowners insurance and the transmission of monetary policy," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 55/25.
- Ambati, Murari, 2025, "Fractal Market Hypothesis: An In-Depth Review," OSF Preprints, Center for Open Science, number rx3vj_v1, Feb, DOI: 10.31219/osf.io/rx3vj_v1.