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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. 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:
- Satyadhar Joshi, 2025, "Review of Gen AI Models for Financial Risk Management: Architectural Frameworks and Implementation Strategies," Post-Print, HAL, number hal-05101589, May, DOI: 10.69968/ijisem.2025v4i2207-222.
- Christopher J. Neely, 2025, "Financial Market Volatility in the Spring of 2025," On the Economy, Federal Reserve Bank of St. Louis, number 101153, Jun.
- Fadina, Tolulope & Schmidt, Thorsten, 2025, "Default Ambiguity," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 710, Jun.
- 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, number hal-05053311, Mar. - Green, Alicia, 2025, "AI-Driven Financial Intelligence Systems: A New Era of Risk Detection and Strategic Analysis," OSF Preprints, Center for Open Science, number ynph2_v1, Jun, DOI: 10.31219/osf.io/ynph2_v1.
- Jan Bena & Andrew Ellul & Marco Pagano & Valentina Rutigliano, 2025, "Entrepreneurs’ Diversification and Labor Income Risk," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 754, Jun, revised 07 Oct 2025.
- Xia Zou & Yicong Lin & André Lucas, 2025, "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-036/III, May.
- Carol Bertaut & Valentina Bruno & Hyun Song Shin, 2025, "Original Sin Redux: Role of Duration Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 33816, May.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2025, "Failing Banks," Working Paper, Federal Reserve Bank of Richmond, number 25-04, Jun, DOI: 10.21144/wp25-04.
- Jihene Arfaoui & Harald Uhlig, 2025, "Maturity Risks and Bank Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 33955, Jun.