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Report NEP-RMG-2026-06-15
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:
- Cruz, Lizelle Ann, 2026, "Sentiment as Early Warning: A Systemic Risk Index for the Philippines," MPRA Paper, University Library of Munich, Germany, number 128944, Mar, revised 06 Apr 2026.
- Lathrop, John & Dikmen, Irem & Soane, Emma & Aven, Terje, 2024, "Defining and assessing risk analysis quality: insights from applications of the SRA risk analysis quality test," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126088, Dec.
- Nag, Arindam, 2026, "Liquidity at the Speed of AI: Algorithmic Trading and Systemic Risk Amplification," MPRA Paper, University Library of Munich, Germany, number 128853.
- Pegoraro, Stefano, 2024, "Risk Aversion with Nothing to Lose," SocArXiv, Center for Open Science, number 9tcjz_v1, Oct, DOI: 10.31219/osf.io/9tcjz_v1.
- Yuxuan Zhao & Sijia Chen & Ningxin Su, 2026, "PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management," Papers, arXiv.org, number 2605.27887, May, revised Jun 2026.
- Friederike Niepmann & Leslie Sheng Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2026-06-02, Jun, DOI: 10.17016/2380-7172.4091.
- Rauf, Saima & Audi, Marc & Ali, Amjad, 2026, "Liquidity Risk Management in the Perspective of Asset Quality, Loan Quality & Governance: A Case Study of Pakistan Banking Industry," MPRA Paper, University Library of Munich, Germany, number 128920.
- Kopytov, Alexandr & Taschereau-Dumouchel, Mathieu & Xu, Zebang, 2025, "The Origin of Risk," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341039.
- Friederike Niepmann & Leslie Sheng dup Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," Current Policy Perspectives, Federal Reserve Bank of Boston, number 26-4, Jun.
- Ji, Zihao & Wang, Guan & Hu, Chenxi & Zhang, Hongru, 2026, "Non-linear Spillover of External EPU on Macau Gaming Stock Volatility: Micro-foundations using TVP-VAR and ML Attribution," MPRA Paper, University Library of Munich, Germany, number 128532, Jan.
- Wu, Yining, 2026, "Finite-Capacity Prospect Theory: State-Dependent Risk Preferences under Resource, Attention, and Boundary-Risk Constraints," SocArXiv, Center for Open Science, number pj43k_v1, May, DOI: 10.31219/osf.io/pj43k_v1.
- Mdhlalose, Dickson, 2026, "Regime-Dependent Asset Market Linkages and Portfolio Risk Management: Evidence from South Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341030.
- Rahul Fernandes & Travis Desell, 2026, "Financially Guided Deep Portfolio Optimization," Papers, arXiv.org, number 2605.28853, May.
- Tirupam Goel & Ulf Lewrick & Isha Agarwal, 2026, "Making stablecoins stabler(r): can regulation help?," BIS Working Papers, Bank for International Settlements, number 1355, Jun.
- Edward P. Herbst & Scott R. Konzem & Cristina Scofield, 2026, "Alternative Scenarios at the Federal Reserve from 1968 to 2020: Data, Interpretation, and Evaluation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-033, Apr, DOI: 10.17016/FEDS.2026.033.
- Andres Azqueta-Gavaldon & Borja Ureta, 2026, "CausalAlpha: A Real-Time Geopolitical Risk Index from OSINT Channels for Causal Discovery in Financial Markets," Papers, arXiv.org, number 2606.07049, Jun.
- Ji, Zihao & Zhang, Mengchen & Wang, Guan & Zhang, Hongru, 2026, "The Solvency Paradox: How Risk-Based Mortgage Pricing Transforms Credit Rationing into Delayed Default," MPRA Paper, University Library of Munich, Germany, number 128531, Feb.
- Serrano, Enil & Gardner, Grant & Biram, Hunter, 2026, "Enhancing Crop Insurance Decisions with Data-Driven Tools," Numbered Extension Articles, University of Kentucky, Department of Agricultural Economics, number 402737, May, DOI: 10.22004/ag.econ.402737.
- Miquel Noguer i Alonso, 2026, "The Mathematics of Heuristic Portfolio Optimization (HPO)," Papers, arXiv.org, number 2606.12612, Jun.
- Majlesi, Kaveh & Molin, Elin & Roth, Paula, 2026, "When loss strikes twice: severe health shocks and financial well-being," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2026:11, Jan.
- Alex Leung & Rex Zhang & Kentaroh Toyoda & SiewMei Loh, 2026, "From Control Boundary to Insurance Claim: Reconstructing AI-Mediated Losses Through the CER Framework," Papers, arXiv.org, number 2606.03777, Jun.
- Fang, Meng, 2026, "Reverse Rebalancing and the Volatility Tax: Why Chasing Winners Loses to 1/n Equal-Weight Rebalancing," MPRA Paper, University Library of Munich, Germany, number 128048, Feb.