Report NEP-RMG-2026-05-18

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Soane, Emma, 2026, "Exploring the microfoundations of organizational risk exposure: risk perception, risk management and cross-level mechanisms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138316, Jun.
• Simone Alfarano & Omar Blanco-Arroyo, 2026, "Granular Stock Market," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2608, May.
• Jing He & Shuzhen Yang, 2026, "Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints market," Papers, arXiv.org, number 2605.02666, May.
• Jiayu Yi & Minxuan Hu & Wenxi Sun & Ziheng Chen, 2026, "ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence," Papers, arXiv.org, number 2605.04479, May.
• Yosuke Fukunishi & Haorong Qiu & Akihiko Takahashi, 2026, "Generating Synthetic Stock Return Distributions with Diffusion Models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-627, May.
• Lillian Han & Ali Ozdagli & Dylan Ryfe, 2025, "With few firms advising life insurers, is financial stability at risk?," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 101536, Aug.
• Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2025, "Geopolitical oil price risk not a major driver of global macroeconomic fluctuations," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 99566, Feb.
• Alexandros E. Tzikas & Emmanuel J. Cand`es & Trevor Hastie & Stephen P. Boyd & Mykel J. Kochenderfer & Ronald N. Kahn, 2026, "Enhancing a Risk Model by Adding Transient Statistical Factors," Papers, arXiv.org, number 2605.12977, May.
• Oprica, Silviu & Bobeică, Gabriel, 2026, "The role of judgement in supervisory scores and additional capital requirements assigned to banks," Working Paper Series, European Central Bank, number 3233, May.
• Anand, Kartik & Leonello, Agnese & Panetti, Ettore & Kazinnik, Sophia, 2026, "Ex Machina: financial stability in the age of artificial intelligence," Working Paper Series, European Central Bank, number 3225, May.
• Isaiah Spellman & Xiaoqing Zhou, 2025, "Middle East geopolitical risk modestly affects inflation and inflation expectations," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 101537, Aug.
• Tom Roullier & Justin Larouzée, 2025, "How Do Countries with Identical Hazards End Up with Different Industrial Safety Regulations?," Post-Print, HAL, number hal-05533221, DOI: 10.3303/CET25116104.
• Hugo De Vere & Srini Ramaswamy & Sam Schulhofer-Wohl, 2025, "Accounting for interest rate risk: Matching Fed assets to liabilities," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 101409, Aug.
• Matthijs Leusen & Harry Garretsen & Francesco Giumelli & Tristan Kohl, 2026, "The Stock Market Effects of the 2022 Russia Sanctions: Evidence from the US and the EU," CESifo Working Paper Series, CESifo, number 12650.