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Report NEP-RMG-2025-04-21
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:
- Item repec:osf:osfxxx:abjqv_v1 is not listed on IDEAS anymore
- Daouia, Abdelaati & Stupfler, Gilles, 2025, "Risk measures beyond quantiles," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1632, Apr.
- Item repec:osf:osfxxx:k6zgr_v1 is not listed on IDEAS anymore
- Simoens, Mathieu & Tamburrini, Fabio, 2025, "The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment," Working Paper Series, European Central Bank, number 3041, Mar.
- Nicholas Fritsch, 2025, "Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach," Working Papers, Federal Reserve Bank of Cleveland, number 25-09, Mar, DOI: 10.26509/frbc-wp-202509.
- Item repec:osf:osfxxx:3qk8n_v1 is not listed on IDEAS anymore
- Item repec:osf:osfxxx:4e58b_v1 is not listed on IDEAS anymore
- Jens H. E. Christensen & Daan Steenkamp, 2025, "Joint estimation of liquidity and credit risk premia in bond prices with an application," Working Papers, South African Reserve Bank, number 11074, Jan.
- Shengwu Du & Travis D. Nesmith, 2025, "Portfolio Margining Using PCA Latent Factors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-016, Feb, DOI: 10.17016/FEDS.2025.016.
- Wilson Kang & Russell Smyth & Joaquin Vespignani, 2025, "The Macroeconomic Fragility of Critical Mineral Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-21, Apr.
- Paolo Dai Pra & Paolo Pigato, 2025, "A Stochastic Volatility Approximation for a Tick-By-Tick Price Model with Mean-Field Interaction," CEIS Research Paper, Tor Vergata University, CEIS, number 596, Apr, revised 08 Apr 2025.
- J Anthony Cookson & Emily Gallagher & Philip Mulder, 2025, "Coverage Neglect in Homeowner's Insurance," Working Papers, Federal Reserve Bank of Philadelphia, number 25-09, Mar, DOI: 10.21799/frbp.wp.2025.09.
- Item repec:osf:osfxxx:ejn9p_v1 is not listed on IDEAS anymore
- Item repec:osf:osfxxx:qv76j_v1 is not listed on IDEAS anymore
- Chimwemwe Chipeta & Lerato Mapela, 2024, "The effects of Basel III capital and liquidity requirements on the growth of banking functions performed by nonbank financial institutions and fintech platforms in South Africa," Working Papers, South African Reserve Bank, number 11070, Nov.
- Tesfaye T Lemma & Michael Machokoto & Tendai Gwatidzo, 2024, "Basel III regulations and financing decisions of nonfinancial firms the South African evidence," Working Papers, South African Reserve Bank, number 11067, Oct.
- Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2025, "The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers," Staff Reports, Federal Reserve Bank of New York, number 1149, Apr, DOI: 10.59576/sr.1149.
- Jacob Conway & Natalia Fischl-Lanzoni & Matthew Plosser, 2025, "When the Household Pie Shrinks, Who Gets Their Slice?," Liberty Street Economics, Federal Reserve Bank of New York, number 20250306, Mar.
- Tsvetelina Nenova, 2025, "Global or Regional Safe Assets: Evidence from Bond Substitution Patterns," BIS Working Papers, Bank for International Settlements, number 1254, Apr.