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Report NEP-RMG-2025-10-06
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:
- Ian Dew-Becker & Stefano Giglio, 2025, "The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-17, Sep.
- Hazell, Peter B. R. & Timu, Anne G., 2024, "What’s holding back private sector agricultural insurance?," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 2316, Dec.
- Martial Phélippé-Guinvarc'h & Marcelo Moreno Porras, 2025, "Actuarial Formula Cheat Sheet
[Ma fiche de Révision Actuarielle]," Post-Print, HAL, number hal-05272596, Jan. - Azamat Abdymomunov & Ronel Elul & Doriana Ruffino & James Z. Wang, 2025, "Examining the Relationship Between Loan Pricing and Credit Risk," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2025-09-24-1, Sep, DOI: 10.17016/2380-7172.3876.
- Isabel Culver & Friederike Niepmann & Leslie Sheng Shen, 2025, "Measuring Geopolitical Risk Exposure Across Industries: A Firm-Centered Approach," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2025-08-29-2, Aug, DOI: 10.17016/2380-7172.3882.
- Albertazzi, Ugo & Ponte Marques, Aurea & Abbondanza, Aurora & Travaglini, Giulia Leila, 2025, "The impact of capital requirements on bank capital," Working Paper Series, European Central Bank, number 3128, Oct.
- Giancarlo Corsetti & Anna Lipinska & Giovanni Lombardo, 2025, "International risk sharing and wealth allocation with higher order cumulants," BIS Working Papers, Bank for International Settlements, number 1293, Oct.
- David M. Arseneau & Gazi I. Kara, 2025, "Do Banks Price Flood Risk in Mortgage Origination: Evidence from a Natural Experiment in New Orleans," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-081, Sep, DOI: 10.17016/FEDS.2025.081.
- Jules H. van Binsbergen & João F. Cocco & Marco Grotteria & S. Lakshmi Naaraayanan, 2025, "The Impact of Carcinogenic Risk Exposure on Housing Values: Estimates From Chemical Reclassifications," NBER Working Papers, National Bureau of Economic Research, Inc, number 34305, Sep.
- Cecilia Aubrun & Rudy Morel & Michael Benzaquen & Jean-Philippe Bouchaud, 2025, "Riding Wavelets: A Method to Discover New Classes of Financial Price Jumps," Post-Print, HAL, number hal-04735506.