Report NEP-RMG-2025-03-31

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Balint Vargedo & Csaba Burger & Donat Kim, 2025. "Green Firms Are Less Risky: Results from a Preferential Capital Requirement Programme in Emerging Europe," MNB Working Papers 2025/2, Magyar Nemzeti Bank (Central Bank of Hungary).
• Francesca Biagini & Alessandro Gnoatto & Katharina Oberpriller, 2025. "When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization," Papers 2502.12774, arXiv.org, revised Feb 2025.
• Fedor Sandomirskiy & Po Hyun Sung & Omer Tamuz & Ben Wincelberg, 2025. "Narrow Bracketing and Risk in Games," Papers 2502.11243, arXiv.org.
• Bank World, 2024. "Nature-Related Risk Assessment Approaches for the Financial Sector," World Bank Publications - Reports 41863, The World Bank Group.
• Falk Bräuning & Hillary Stein, 2025. "Evidence That Relaxing Dealers’ Risk Constraints Can Make the Treasury Market More Liquid," Current Policy Perspectives 25-4, Federal Reserve Bank of Boston.
• Döttling, Robin, 2023. "Bank Capital Regulation in a Zero Interest Environment," OSF Preprints 9dxzf_v1, Center for Open Science.