Report NEP-RMG-2025-04-28

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:

• Osadchiy, Maksim, 2025. "Granularity Shock: A Small Perturbation Two-Factor Model," MPRA Paper 124190, University Library of Munich, Germany.
• D’Innocenzo, Enzo & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2025. "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Working Paper Series 446, Sveriges Riksbank (Central Bank of Sweden).
• Pratik Thakkar, 2025. "Can effects of weather variation predict future economic downturn? Evidence from systemic risk in Indian financial markets," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2025-006, Indira Gandhi Institute of Development Research, Mumbai, India.
• Barinov, Alexander & Chabakauri, Georgy, 2023. "Idiosyncratic volatility, growth options, and the cross-section of returns," LSE Research Online Documents on Economics 120814, London School of Economics and Political Science, LSE Library.
• Gopinath, Gita & Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2025. "Sovereign vs. corporate debt and default: More similar than you think," Kiel Working Papers 2285, Kiel Institute for the World Economy (IfW Kiel).
• Jinno, Masatoshi, 2025. "An Elementary Approach to GPIF Investment Allocation Optimization: A Basic Risk-Return Evaluation Perspective," MPRA Paper 124093, University Library of Munich, Germany.
• Dror, David Mark, 2025. "Mathematical Taxonomy of Health Insurance Models: Conventional Approaches and the Emergent C&C Paradigm," EconStor Preprints 315551, ZBW - Leibniz Information Centre for Economics.
• Mr. Divya Kirti & Akshat V. Singh, 2025. "The Insurer Channel of Monetary Policy," IMF Working Papers 2025/054, International Monetary Fund.
• Huu Nhan DUONG & Jota ISHIKAWA & Katsumasa NISHIDE & S. Ghon RHEE, 2025. "Geopolitical Risk and Corporate Behaviors: Propagation of shocks through global operations," Discussion papers 25029, Research Institute of Economy, Trade and Industry (RIETI).
• Thomas Lejeune & Jolan Mohimont, 2025. "Long-Term Loans and Capital Requirements in Universal Banking: Sectoral Spillovers and Crowding Out Effects," Working Paper Research 474, National Bank of Belgium.
• Marir, Imene & Asma, Salhi, 2024. "Determinants of financial solvency in Algerian insurance companies: an econometric analysis using ardl," MPRA Paper 124126, University Library of Munich, Germany, revised 21 Feb 2025.
• Yuanchen Cai & Pablo Guerron-Quintana, 2025. "Lopsided Interest Rates in International Borrowing Markets," Boston College Working Papers in Economics 1088, Boston College Department of Economics.
• Audi, Marc & Poulin, Marc & Ahmad, Khalil & Ali, Amjad, 2025. "Quantile Analysis of Oil Price Shocks and Stock Market Performance: A European Perspective," MPRA Paper 124295, University Library of Munich, Germany.
• Ferri, Valentina & Gallo, Giovanni & Scicchitano, Sergio, 2025. "Bankruptcies during Covid-19 in Italy: An interrupted time-series analysis," GLO Discussion Paper Series 1601, Global Labor Organization (GLO).