Report NEP-RMG-2025-06-09

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:

• Sumedh Gupte & Prashanth L. A. & Sanjay P. Bhat, 2025, "Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk," Papers, arXiv.org, number 2506.01101, Jun.
• NING, Donglai & YASUDA, Yukihiro, 2025, "Biodiversity Risk Disclosures and Stock Price Crash Risk," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-28, May.
• Marín Díazaraque, Juan Miguel & Romero, Eva & Lopes Moreira da Veiga, María Helena, 2025, "Switching the leverage switch," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 47005, May.
• Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun.
• Josef Sveda, 2025, "Navigating Banking Resilience: Bail-ins & Bailouts in the Czech Banking Sector," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/5, Apr.
• Arno Botha & Tanja Verster & Bernard Scheepers, 2025, "Towards modelling lifetime default risk: Exploring different subtypes of recurrent event Cox-regression models," Papers, arXiv.org, number 2505.01044, May, revised Nov 2025.
• Wilson Kang & Russell Smyth & Joaquin Vespignani, 2025, "The Macroeconomic Fragility of Critical Mineral Markets," Monash Economics Working Papers, Monash University, Department of Economics, number 2025-09, May.
• Martin Hodula & Lukas Pfeifer, 2025, "Payment Holidays, Credit Risk, and Borrower-Based Limits: Insights from the Czech Mortgage Market," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/1, Jan.
• Lydia Cheung & Jaqueson Galimberti & Philip Vermeulen, 2025, "Evidence on the Determinants and Variation of Idiosyncratic Risk in Housing Markets," ADB Economics Working Paper Series, Asian Development Bank, number 783, May.
• Michiko Ogaku, 2025, "Risk Sharing Among Many: Implementing a Subgame Perfect and Optimal Equilibrium," Papers, arXiv.org, number 2505.04122, May, revised Aug 2025.
• Cappelen, Alexander W. & Sørensen, Erik Ø. & Tungodden, Bertil & Xu, Xiaogeng, 2025, "Risk taking on behalf of others: Does the timing of uncertainty revelation matter?," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 13/2025, May.
• Ronald Heijmans & Ellen van der Woerd, 2025, "A liquidity black hole: What is the impact of a failing participant in a large value payment system and does time matter?," Working Papers, DNB, number 836, May.
• Item repec:unt:pbmpdd:pb131 is not listed on IDEAS anymore

• Shanyan Lai, 2025, "Asset Pricing in Pre-trained Transformer," Papers, arXiv.org, number 2505.01575, May, revised May 2025.
• Item repec:fip:fedgfe:100028 is not listed on IDEAS anymore

• Amal, Nair & Sabyasachi, Tripathi, 2025, "Geopolitical Instability and Its Ripple Effects On Service Trade," MPRA Paper, University Library of Munich, Germany, number 124670, Apr.
• Alejandro Ferrer & Ana Molina, 2025, "The interaction of liquidity risk and bank solvency via asset monetisation mechanisms," Occasional Papers, Banco de España, number 2509, May, DOI: https://doi.org/10.53479/39785.
• Anah'i Rodr'iguez-Mart'inez & Silvia Bartolucci & Francesco Caravelli & Victoria Landaberry & Pierpaolo Vivo & Fabio Caccioli, 2025, "DebtStreamness: An Ecological Approach to Credit Flows in Inter-Firm Networks," Papers, arXiv.org, number 2505.01326, May.
• Ted Berg & Neth Karunamuni & Daniel Stemp, 2025, "OFR Hedge Fund Monitor Shows Repo Reversal," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 25-04, Jun.
• Berg, Tobias & Haselmann, Rainer, 2025, "Assessing real estate risks and vulnerabilities: Hidden cracks in the financial system?," SAFE White Paper Series, Leibniz Institute for Financial Research SAFE, number 111.
• Collado Fernandez, Victor & Méndez, Fernando J. & Mínguez Solana, Roberto, 2025, "Upper-tail sampling correction technique for engineering design," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 46849, May.
• Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2024, "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Post-Print, HAL, number hal-05056934, Sep, DOI: 10.1016/j.ijforecast.2024.08.005.
• Kim Kaivanto, 2025, "The Precautionary Principle and the Innovation Principle," Working Papers, Lancaster University Management School, Economics Department, number 423283411.
• Grebe, Leonard Nils, 2025, "Beyond the Replication Crisis: Investigating Methodological Drivers of Inconsistency in Financial Economics," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 154892, May.
• Biais, Bruno & Gersbach, Hans & Rochet, Jean-Charles & von Thadden, Ernst-Ludwig & Villeneuve, Stéphane, 2025, "Dynamic Contracting with Many Agents," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1642, May.
• Diego Bonelli & Berardino Palazzo & Ram Yamarthy, 2025, "Good inflation, bad inflation: implications for risky asset prices," Working Papers, Banco de España, number 2525, May, DOI: https://doi.org/10.53479/39905.
• Marc Fleurbaey & Stéphane Zuber, 2025, "Universal social welfare orderings and risk," Post-Print, HAL, number halshs-05053424, May, DOI: 10.1016/j.jet.2025.106014.
• Harrison Hong & Serena Ng & Jiangmin Xu, 2025, "The Return to Adaptation in a Changing Climate," NBER Working Papers, National Bureau of Economic Research, Inc, number 33824, May.
• Othmane Zarhali & Cecilia Aubrun & Emmanuel Bacry & Jean-Philippe Bouchaud & Jean-Franc{c}ois Muzy, 2025, "Why is the volatility of single stocks so much rougher than that of the S&P500?," Papers, arXiv.org, number 2505.02678, May, revised Dec 2025.
• Benyounes Rahouti, 2025, "Reflection on the apprehension of uncertainty in the Age of Covid-19: towards a continuum of unknowing
  [Réflexion sur l'appréhension de l'incertitude à l'ère du Covid-19 : vers un continuum d'incon," Post-Print, HAL, number hal-05043795, Apr, DOI: 10.5281/zenodo.15253144.
• Brooke Hathhorn & Michael T. Owyang, 2025, "Making Sense of Recession Probabilities," On the Economy, Federal Reserve Bank of St. Louis, number 100021, May.

Report NEP-RMG-2025-06-09

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: