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Report NEP-RMG-2026-03-09
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:
- Wenbin Wu & Can Liu, 2026, "Stability Anchors and Risk Amplifiers: Tail Spillovers Across Stablecoin Designs," Papers, arXiv.org, number 2602.18820, Feb.
- Ms. Laura Valderrama & Mr. Richard Varghese, 2026, "Risk Propagation in the European Banking System: Amplification Effect from NBFIs and Market Risks," IMF Working Papers, International Monetary Fund, number 2026/033, Feb.
- Anna Amirdjanova & David Lynch & Anni Zheng, 2026, "Initial Margin for Crypto Currencies Risks in Uncleared Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-009, Feb, DOI: 10.17016/FEDS.2026.009.
- Shikoli, Alaga Celestine & Omido, Karim Hassanali & Chepkulei, Bella, 2026, "Credit Risk Management Practices and Financial Performance of Registered Deposit-Taking Saccos in The Coastal Region, Kenya," SocArXiv, Center for Open Science, number ankjx_v1, Feb, DOI: 10.31219/osf.io/ankjx_v1.
- Fabrizio Cipollini & Giulia Cruciani & Giampiero M. Gallo & Alessandra Insana & Edoardo Otranto & Fabio Spagnolo, 2026, "VOLatility Archive for Realized Estimates (VOLARE)," Papers, arXiv.org, number 2602.19732, Feb.
- Tibor Szendrei & Nikolett V'ag'o & Katalin Varga, 2026, "A Roof Over Risk: A House Price-at-Risk Framework for Hungary," Papers, arXiv.org, number 2602.18592, Feb.
- Wenxi Geng & Dingyuan Liu & Liya Li & Yiqing Wang, 2026, "Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?," Papers, arXiv.org, number 2602.18895, Feb.
- Steven D. Baker & Michael Junho Lee, 2026, "Systemic Cyber Risk," Staff Reports, Federal Reserve Bank of New York, number 1186, Feb, DOI: 10.59576/sr.1186.
- Ashima Goyal & Sritama Ray, 2025, "Exchange rate volatility and its impact on borrowing costs," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2025-026, Dec.
- Pavel Koptev & Vishnu Kumar & Konstantin Malkov & George Shapiro & Yury Vikhanov, 2026, "Predicting Invoice Dilution in Supply Chain Finance with Leakage Free Two Stage XGBoost, KAN (Kolmogorov Arnold Networks), and Ensemble Models," Papers, arXiv.org, number 2602.15248, Feb.
- Willem D. Schutte & Charl Pretorius & Neill Smit & Leandra van der Merwe & Robert Maxwell, 2026, "The impact of class imbalance in logistic regression models for low-default portfolios in credit risk," Papers, arXiv.org, number 2602.19663, Feb.
- Tae-Hwy Lee & Tianyan Tu, 2026, "Tensor Portfolios," Working Papers, University of California at Riverside, Department of Economics, number 202601, Mar.
- Tim J. Boonen & Kenneth Tsz Hin Ng & Tak Wa Ng & Thai Nguyen, 2026, "Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance," Papers, arXiv.org, number 2602.14223, Feb.
- Leon Stolle & Jonas Boeschemeier & Benjamin F. Hobbs & Karsten Neuhoff, 2026, "Designing Hedging Instruments for Locational Price Risks – Lessons from North American Financial Transmission Rights," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2156.
- Julia Manso, 2026, "Volatility Spillovers in China's Real Estate Crisis: A Network Approach," Papers, arXiv.org, number 2602.19740, Feb.
- Tomas Jankauskas, 2026, "Estimating the Term Structure of Corporate Bond Risk Premia," Liberty Street Economics, Federal Reserve Bank of New York, number 20260224, Feb, DOI: 10.59576/lse.20260224.
- Gavin Harper & Viet Nguyen-Tien, 2026, "Cleaner energy, higher risk?," CentrePiece - The magazine for economic performance, Centre for Economic Performance, LSE, number 727, Feb.
- Anyfantaki, Sofia & Migiakis, Petros & Petroulakis, Filippos & Giannakidis, Haris & Malliaropulos, Dimitris, 2026, "Bond funds’ risk taking and monetary policy," Working Paper Series, European Central Bank, number 3196, Feb.
- Mr. Serhan Cevik & Amit Kara, 2026, "Intermediation, Interrupted? Bank-Level Analysis of Interest Spreads in Montenegro," IMF Working Papers, International Monetary Fund, number 2026/029, Feb.