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. 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:

• 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 2506.01101, arXiv.org.
• NING, Donglai & YASUDA, Yukihiro, 2025. "Biodiversity Risk Disclosures and Stock Price Crash Risk," Working Paper Series G-1-28, Hitotsubashi University Center for Financial Research.
• Marín Díazaraque, Juan Miguel & Romero, Eva & Lopes Moreira Da Veiga, María Helena, 2025. "Switching the leverage switch," DES - Working Papers. Statistics and Econometrics. WS 47005, Universidad Carlos III de Madrid. Departamento de Estadística.
• Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025. "The Factor Structure of Jump Risk," Working Papers 202531, University of Macau, Faculty of Business Administration.
• Josef Sveda, 2025. "Navigating Banking Resilience: Bail-ins & Bailouts in the Czech Banking Sector," Working Papers 2025/5, Czech National Bank, Research and Statistics Department.
• Arno Botha & Tanja Verster & Bernard Scheepers, 2025. "Towards modelling lifetime default risk: Exploring different subtypes of recurrent event Cox-regression models," Papers 2505.01044, arXiv.org.
• Wilson Kang & Russell Smyth & Joaquin Vespignani, 2025. "The Macroeconomic Fragility of Critical Mineral Markets," Monash Economics Working Papers 2025-09, Monash University, Department of Economics.
• Martin Hodula & Lukas Pfeifer, 2025. "Payment Holidays, Credit Risk, and Borrower-Based Limits: Insights from the Czech Mortgage Market," Working Papers 2025/1, Czech National Bank, Research and Statistics Department.
• Lydia Cheung & Jaqueson Galimberti & Philip Vermeulen, 2025. "Evidence on the Determinants and Variation of Idiosyncratic Risk in Housing Markets," ADB Economics Working Paper Series 783, Asian Development Bank.
• Michiko Ogaku, 2025. "Risk Sharing Among Many: Implementing a Subgame Perfect and Optimal Equilibrium," Papers 2505.04122, arXiv.org.
• 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 13/2025, Norwegian School of Economics, Department of Economics.
• 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 836, DNB.
• Item repec:unt:pbmpdd:pb131 is not listed on IDEAS anymore

• Shanyan Lai, 2025. "Asset Pricing in Pre-trained Transformer," Papers 2505.01575, arXiv.org, revised May 2025.
• Margaret M. Jacobson, 2025. "Beliefs, Aggregate Risk, and the U.S. Housing Boom," Finance and Economics Discussion Series 2022-061r1, Board of Governors of the Federal Reserve System (U.S.).
• Amal, Nair & Sabyasachi, Tripathi, 2025. "Geopolitical Instability and Its Ripple Effects On Service Trade," MPRA Paper 124670, University Library of Munich, Germany.
• Alejandro Ferrer & Ana Molina, 2025. "The interaction of liquidity risk and bank solvency via asset monetisation mechanisms," Occasional Papers 2509, Banco de España.
• 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 2505.01326, arXiv.org.
• Ted Berg & Neth Karunamuni & Daniel Stemp, 2025. "OFR Hedge Fund Monitor Shows Repo Reversal," The OFR Blog 25-04, Office of Financial Research, US Department of the Treasury.
• Berg, Tobias & Haselmann, Rainer, 2025. "Assessing real estate risks and vulnerabilities: Hidden cracks in the financial system?," SAFE White Paper Series 111, Leibniz Institute for Financial Research SAFE.
• Collado Fernandez, Victor & Méndez, Fernando J. & Minguez Solana, Roberto, 2025. "Upper-tail sampling correction technique for engineering design," DES - Working Papers. Statistics and Econometrics. WS 46849, Universidad Carlos III de Madrid. Departamento de Estadística.
• Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2024. "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Post-Print hal-05056934, HAL.
• Kim Kaivanto, 2025. "The Precautionary Principle and the Innovation Principle," Working Papers 423283411, Lancaster University Management School, Economics Department.
• 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) 154892, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Biais, Bruno & Gersbach, Hans & Rochet, Jean-Charles & von Thadden, Ernst-Ludwig & Villeneuve, Stéphane, 2025. "Dynamic Contracting with Many Agents," TSE Working Papers 25-1642, Toulouse School of Economics (TSE).
• Diego Bonelli & Berardino Palazzo & Ram Yamarthy, 2025. "Good inflation, bad inflation: implications for risky asset prices," Working Papers 2525, Banco de España.
• Marc Fleurbaey & Stéphane Zuber, 2025. "Universal social welfare orderings and risk," Post-Print halshs-05053424, HAL.
• Harrison Hong & Serena Ng & Jiangmin Xu, 2025. "The Return of Adaptation to Extreme Weather," NBER Working Papers 33824, National Bureau of Economic Research, Inc.
• 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 2505.02678, arXiv.org, revised May 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-05043795, HAL.
• Brooke Hathhorn & Michael T. Owyang, 2025. "Making Sense of Recession Probabilities," On the Economy 100021, Federal Reserve Bank of St. Louis.