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. 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:

• Ghafoor, Laiba, 2023. "Risk Expensive Evolution in Aspects of Risk Management," OSF Preprints abjqv_v1, Center for Open Science.
• Daouia, Abdelaati & Stupfler, Gilles, 2025. "Risk measures beyond quantiles," TSE Working Papers 25-1632, Toulouse School of Economics (TSE).
• Ghafoor, Laiba, 2023. "Risk of Employee Indecisiveness of Applied Psychology," OSF Preprints k6zgr_v1, Center for Open Science.
• Simoens, Mathieu & Tamburrini, Fabio, 2025. "The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment," Working Paper Series 3041, European Central Bank.
• Nicholas Fritsch, 2025. "Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach," Working Papers 25-09, Federal Reserve Bank of Cleveland.
• Zulfiqar, Kiran, 2023. "Novel Approach of Risk of Lack of Employee Commitment," OSF Preprints 3qk8n_v1, Center for Open Science.
• Tom, Daniel M. Ph.D., 2023. "Optimizing Risk Strategies in Multiple Dimensions," OSF Preprints 4e58b_v1, Center for Open Science.
• Jens H. E. Christensen & Daan Steenkamp, 2025. "Joint estimation of liquidity and credit risk premia in bond prices with an application," Working Papers 11074, South African Reserve Bank.
• Shengwu Du & Travis D. Nesmith, 2025. "Portfolio Margining Using PCA Latent Factors," Finance and Economics Discussion Series 2025-016, Board of Governors of the Federal Reserve System (U.S.).
• Wilson Kang & Russell Smyth & Joaquin Vespignani, 2025. "The Macroeconomic Fragility of Critical Mineral Markets," CAMA Working Papers 2025-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Paolo Dai Pra & Paolo Pigato, 2025. "A Stochastic Volatility Approximation for a Tick-By-Tick Price Model with Mean-Field Interaction," CEIS Research Paper 596, Tor Vergata University, CEIS, revised 08 Apr 2025.
• J Anthony Cookson & Emily Gallagher & Philip Mulder, 2025. "Coverage Neglect in Homeowner's Insurance," Working Papers 25-09, Federal Reserve Bank of Philadelphia.
• Ghafoor, Laiba, 2023. "Techniques Methodology and Implementation of Supply Chain Risk-Management," OSF Preprints ejn9p_v1, Center for Open Science.
• Tom, Daniel M. Ph.D., 2023. "Logistic Regression Collaborating with AI Beam Search," OSF Preprints qv76j_v1, Center for Open Science.
• 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 11070, South African Reserve Bank.
• Tesfaye T Lemma & Michael Machokoto & Tendai Gwatidzo, 2024. "Basel III regulations and financing decisions of nonfinancial firms the South African evidence," Working Papers 11067, South African Reserve Bank.
• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2025. "The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers," Staff Reports 1149, Federal Reserve Bank of New York.
• Jacob Conway & Natalia Fischl-Lanzoni & Matthew Plosser, 2025. "When the Household Pie Shrinks, Who Gets Their Slice?," Liberty Street Economics 20250306, Federal Reserve Bank of New York.
• Tsvetelina Nenova, 2025. "Global or Regional Safe Assets: Evidence from Bond Substitution Patterns," BIS Working Papers 1254, Bank for International Settlements.