Report NEP-RMG-2025-07-21

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:

• Satyadhar Joshi, 2025. "Review of Gen AI Models for Financial Risk Management: Architectural Frameworks and Implementation Strategies," Post-Print hal-05101589, HAL.
• Christopher J. Neely, 2025. "Financial Market Volatility in the Spring of 2025," On the Economy 101153, Federal Reserve Bank of St. Louis.
• Fadina, Tolulope & Schmidt, Thorsten, 2025. "Default Ambiguity," Center for Mathematical Economics Working Papers 710, Center for Mathematical Economics, Bielefeld University.
• Issa Kachaou, 2025. "Estimating a Company's Beta : An Application of the Capital Asset Pricing Model to Measure Different Types of Risks [Estimation du bêta d'une entreprise : Une application du modèle d'évaluation des," Post-Print hal-05053311, HAL.
• Green, Alicia, 2025. "AI-Driven Financial Intelligence Systems: A New Era of Risk Detection and Strategic Analysis," OSF Preprints ynph2_v1, Center for Open Science.
• Jan Bena & Andrew Ellul & Marco Pagano & Valentina Rutigliano, 2025. "Entrepreneurs’ Diversification and Labor Income Risk," CSEF Working Papers 754, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Xia Zou & Yicong Lin & André Lucas, 2025. "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers 25-036/III, Tinbergen Institute.
• Carol Bertaut & Valentina Bruno & Hyun Song Shin, 2025. "Original Sin Redux: Role of Duration Risk," NBER Working Papers 33816, National Bureau of Economic Research, Inc.
• Sergio A. Correia & Stephan Luck & Emil Verner, 2025. "Failing Banks," Working Paper 25-04, Federal Reserve Bank of Richmond.
• Jihene Arfaoui & Harald Uhlig, 2025. "Maturity Risks and Bank Runs," NBER Working Papers 33955, National Bureau of Economic Research, Inc.