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. 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:

• Ian Dew-Becker & Stefano Giglio, 2025. "The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options," Working Paper Series WP 2025-17, Federal Reserve Bank of Chicago.
• Hazell, Peter B. R. & Timu, Anne G., 2024. "What’s holding back private sector agricultural insurance?," IFPRI discussion papers 2316, International Food Policy Research Institute (IFPRI).
• Martial Phélippé-Guinvarc'h & Marcelo Moreno Porras, 2025. "Actuarial Formula Cheat Sheet [Ma fiche de Révision Actuarielle]," Post-Print hal-05272596, HAL.
• Azamat Abdymomunov & Ronel Elul & Doriana Ruffino & James Z. Wang, 2025. "Examining the Relationship Between Loan Pricing and Credit Risk," FEDS Notes 2025-09-24-1, Board of Governors of the Federal Reserve System (U.S.).
• Isabel Culver & Friederike Niepmann & Leslie Sheng Shen, 2025. "Measuring Geopolitical Risk Exposure Across Industries: A Firm-Centered Approach," FEDS Notes 2025-08-29-2, Board of Governors of the Federal Reserve System (U.S.).
• Albertazzi, Ugo & Ponte Marques, Aurea & Abbondanza, Aurora & Travaglini, Giulia Leila, 2025. "The impact of capital requirements on bank capital," Working Paper Series 3128, European Central Bank.
• Giancarlo Corsetti & Anna Lipinska & Giovanni Lombardo, 2025. "International risk sharing and wealth allocation with higher order cumulants," BIS Working Papers 1293, Bank for International Settlements.
• 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 2025-081, Board of Governors of the Federal Reserve System (U.S.).
• 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 34305, National Bureau of Economic Research, Inc.
• 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-04735506, HAL.