Report NEP-RMG-2026-04-27

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:

• Hyeyoon Jung & Jaehoon (Kyle) Jung, 2026, "What Millions of Homeowner’s Insurance Contracts Reveal About Risk Sharing," Liberty Street Economics, Federal Reserve Bank of New York, number 20260413, Apr, DOI: 10.59576/lse.20260413.
• Ms. Ebru Sonbul Iskender & Katharine Seal & Ana Carvalho, 2026, "Prudential Capital Requirements for Banks: Buffers and the Pillar 2 Capital Assessment," IMF Technical Notes and Manuals, International Monetary Fund, number 2026/002, Apr.
• Anastasiia Zbandut & Carolina Goldstein, 2026, "Vault as a credit instrument," Papers, arXiv.org, number 2604.17579, Apr, revised Apr 2026.
• Jorge Pozo, 2025, "The Impact of Deposit Dollarization on Credit Dollarization: Evidence of Natural Hedging and Excessive Risk-Taking Channels," Working Papers, Banco Central de Reserva del Perú, number 2025-013, Dec.
• Ana Isabel Castillo Pereda, 2026, "Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework," Papers, arXiv.org, number 2604.19796, Apr.
• Asmerilda Hitaj & Elisa Mastrogiacomo & Ilaria Peri & Marcelo Righi, 2026, "Ranking Metrics: Extending Acceptability and Performance Indexes," Papers, arXiv.org, number 2604.16438, Apr.
• Xia Han & Bin Li, 2026, "Optimal Insurance Menu Design under the Expected-Value Premium Principle," Papers, arXiv.org, number 2604.15881, Apr.
• Inês Lindoso & Andreas Schrimpf & Vladyslav Sushko & Toma Tomov, 2026, "Investment funds' de facto currency risk exposure," BIS Bulletins, Bank for International Settlements, number 123, Apr.
• Valente Fernanda & Chen Yujia & Calabrese Raffaella & Cowling Marc & Alessi Lucia, 2026, "Nature-adjusted probability of default for European small and medium enterprises," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2026-01, Mar.
• Shintaro Mori, 2026, "Contagion or Macroeconomic Fluctuations? Identifiability in Aggregated Default Data," Papers, arXiv.org, number 2604.18118, Apr, revised May 2026.
• Arshia Ghasemi & Siqi Shao & R. A. Serota, 2026, "Broken Symmetry, Conservation Law, and Scaling in Accumulated Stock Returns -- a Modified Jones-Faddy Skew t-Distribution Perspective," Papers, arXiv.org, number 2604.15519, Apr.
• Sebastien Lleo & Wolfgang Runggaldier, 2026, "Risk-Sensitive Investment Management via Free Energy-Entropy Duality," Papers, arXiv.org, number 2604.15463, Apr, revised Apr 2026.
• Useong Shin, 2026, "The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets," Papers, arXiv.org, number 2604.19604, Apr, revised May 2026.
• Nikeethan Selvaratnam & Dorinel Bastide & Cl'ement Fernandes & Wojciech Pieczynski, 2026, "Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models," Papers, arXiv.org, number 2604.21734, Apr.
• Kundan Mukhia & Imran Ansari & Md. Nurujjaman, 2026, "Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach," Papers, arXiv.org, number 2604.19107, Apr.
• Sergio A. Correia & Stephan Luck & Emil Verner, 2026, "Bank Failures: The Roles of Solvency and Liquidity," Liberty Street Economics, Federal Reserve Bank of New York, number 20260416, Apr, DOI: 10.59576/lse.20260416.
• Kim Christensen & Wenjing Liu & Zhi Liu & Yoann Potiron, 2026, "The realized copula of volatility," Papers, arXiv.org, number 2604.15811, Apr, revised Apr 2026.
• Alexander Karaivanov, 2026, "Dynamic Risk Sharing with Prepayment," Discussion Papers, Department of Economics, Simon Fraser University, number dp26-06, Mar.
• Revant Nayar & Dnyanesh Kulkarni & El Mehdi Ainasse, 2026, "Topological Risk Parity," Papers, arXiv.org, number 2604.16773, Apr.
• Irene Aldridge & Jolie An & Riley Burke & Michael Cao & Chia-Yi Chien & Kexin Deng & Ruipeng Deng & Yichen Gao & Olivia Guo & Shunran He & Zheng Li & George Lin & Weihang Lin & Percy Lyu & Alex Ng & Q, 2026, "Agentic Artificial Intelligence in Finance: A Comprehensive Survey," Papers, arXiv.org, number 2604.21672, Apr.
• Ruichao Jiang & Long Wen, 2026, "Target Weight Mechanism doesn't make delta hedge easier," Papers, arXiv.org, number 2604.16467, Apr.

Report NEP-RMG-2026-04-27

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: