Printed from https://ideas.repec.org/n/nep-rmg/2025-12-15.html
Report NEP-RMG-2025-12-15
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:
- Fabio Anobile & Francesco Frangiamore & Marco Maria Matarrese & Jamel Saadaoui, 2025, "Investment-at-Risk of Geopolitical Tensions," Working Papers, International Network for Economic Research - INFER, number 2025.19.
- Peng Liu & Yang Liu & Houhan Teng, 2025, "Extended Convolution Bounds on the Fr\'{e}chet Problem: Robust Risk Aggregation and Risk Sharing," Papers, arXiv.org, number 2511.21929, Nov.
- Turner, Dylan & Tsiboe, Francis & Baldwin, Katherine L. & Dong, Fengxia, 2024, "The Role of Policy Uncertainty in Producer Risk Management Decisions," 2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association, number 343841, DOI: 10.22004/ag.econ.343841.
- Haoying Dai, 2025, "Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets," Papers, arXiv.org, number 2511.22766, Nov.
- Chunxiao Lu & Linxiang Ma & Yuyang Zhang, 2025, "Heterogeneous Institutional Investor Response to Firm Environmental Regulatory Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 25/14, Dec.
- Wahdat, Ahmad Z. & Bryant, Elijah H. & Hubbell, Caitlinn B. & Balagtas, Joseph V., 2024, "Risk Preference, Risk Perceptions, and Risky Food Behavior in the U.S," 2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association, number 343899, DOI: 10.22004/ag.econ.343899.
- Ponte Marques, Aurea & Juselius, Mikael & Tarashev, Nikola, 2025, "Banks’ regulatory risk tolerance," Working Paper Series, European Central Bank, number 3161, Dec.
- Eden Gross & Ryan Kruger & Francois Toerien, 2025, "Standard and stressed value at risk forecasting using dynamic Bayesian networks," Papers, arXiv.org, number 2512.05661, Dec.
- Aviv Alpern & Svetlozar Rachev, 2025, "Black-Litterman and ESG Portfolio Optimization," Papers, arXiv.org, number 2511.21850, Nov.
- Yang Zhou & Shigeto Kitano, 2025, "Geopolitical Risk and Extreme Capital Flow Episodes," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2025-32, Dec.
- Frederik Rech & Fanchen Meng & Hussam Musa & Martin v{S}ebev{n}a & Siele Jean Tuo, 2025, "Forecasting financial distress in dynamic environments AI adoption signals and temporally pruned training windows," Papers, arXiv.org, number 2512.02510, Dec, revised Jan 2026.
- Micha{l} Sikorski, 2025, "Visibility-Graph Asymmetry as a Structural Indicator of Volatility Clustering," Papers, arXiv.org, number 2512.02352, Dec, revised Dec 2025.
- Paolo Bartesaghi & Rosanna Grassi & Pierpaolo Uberti, 2025, "Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions," Papers, arXiv.org, number 2512.10606, Dec.
- Ceglar, Andrej & Jwaideh, Mark & Danieli, Francesca & Pasqua, Carlo & Hutchinson, John & Ranger, Nicola & Heemskerk, Irene & O’Donnell, Emma & Cimini, Francesco & Sabuco, Juan & Alvarez, Jimena, 2025, "Nature at risk: Implications for the euro area economy and financial stability," Occasional Paper Series, European Central Bank, number 380, Dec.
- Weikang Zhang & Alison Watts, 2025, "HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect," Papers, arXiv.org, number 2512.02029, Nov.
- Omar Abdelrahman & Josef Schroth, 2025, "Unintended consequences of liquidity regulation," Staff Analytical Notes, Bank of Canada, number 2025-28, Dec, DOI: 10.34989/san-2025-28.
- John Beirne & Nuobu Renzhi, 2025, "Geopolitical Risk, Capital Flow Volatility, and Asset Market Spillovers," ADB Economics Working Paper Series, Asian Development Bank, number 820, Nov.
- Josef Schroth, 2025, "Anticipating changes in bank capital buffer requirements," Staff Analytical Notes, Bank of Canada, number 2025-27, Dec, DOI: 10.34989/san-2025-27.
- Thi Thanh Ha DOAN & Asei ITO & Changyuan LUO & Hongyong ZHANG, 2025, "Geopolitical Risk and Supply Chain Diversification: Evidence from Japanese multinational firms," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 25112, Dec.
- Ziyao Wang & A. Alexandre Trindade & Svetlozar T. Rachev, 2025, "The Three-Dimensional Decomposition of Volatility Memory," Papers, arXiv.org, number 2512.02166, Dec.
- Hansjoerg Albrecher & Jan Beirlant, 2025, "Statistics of Extremes for the Insurance Industry," Papers, arXiv.org, number 2511.22272, Nov.
- Kundan Mukhia & Buddha Nath Sharma & Salam Rabindrajit Luwang & Md. Nurujjaman & Chittaranjan Hens & Suman Saha & Tanujit Chakraborty, 2025, "Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election," Papers, arXiv.org, number 2512.00893, Nov.
- Tatsuro Senga & Iacopo Varotto, 2025, "Investment Irreversibility in a Granular World," Working Papers, Banco de España, number 2546, Nov, DOI: https://doi.org/10.53479/41857.
- Wenbin Wu & Kejiang Qian & Alexis Lui & Christopher Jack & Yue Wu & Peter McBurney & Fengxiang He & Bryan Zhang, 2025, "DeXposure: A Dataset and Benchmarks for Inter-protocol Credit Exposure in Decentralized Financial Networks," Papers, arXiv.org, number 2511.22314, Nov.