Report NEP-RMG-2026-08-10

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:

• Chunle Huang, 2026, "Distortion risk measures of step-weighted distribution," Papers, arXiv.org, number 2607.09132, Jul.
• Brunella Bruno & Francesco Corielli & Imma Marino & Giacomo Nocera, 2026, "The Informational Content of Bank Risk Weights and the Role of Internal Ratings," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 791, Jul.
• Riccardo Alberti & Sven Karbach, 2026, "Hedging Maturity-Specific Risk in Forward Curve Derivatives under Stochastic Volatility," Papers, arXiv.org, number 2606.28891, Jun.
• Brunella Bruno, Francesco Corielli, Immacolata Marino, Giacomo Nocera, 2026, "The Informational Content of Bank Risk Weights and the Role of Internal Ratings," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26281.
• Repullo, Rafael, 2025, "Regulation, Supervision, and Bank Risk-Taking," CEPR Discussion Papers, Centre for Economic Policy Research, number 20012, Mar.
• Wing Fung Chong, 2026, "Strategic Risk Reduction: Self-Protection and Self-Insurance," Papers, arXiv.org, number 2606.30363, Jun, revised Jul 2026.
• Alfaro, Laura & Bahaj, Saleem & Czech, Robert & Hazell, Jonathon & Neamtu, Ioana, 2025, "LASH Risk and Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 20158, Apr.
• Tae-Hwy Lee & Dingli Wang, 2026, "Median-Anchored Adjustment of Joint VaR--ES Forecasts," Working Papers, University of California at Riverside, Department of Economics, number 202604, Aug.
• Fr'ed'eric Godin, 2026, "Is Deep Hedging Reinforcement Learning?," Papers, arXiv.org, number 2607.13353, Jul, revised Jul 2026.
• Nicola Bartolini & Silvia Romagnoli & Amia Santini, 2026, "Renewing Reliability: Valuation and Credit Risk Adjustments for Renewable Power Purchase Agreements," Papers, arXiv.org, number 2607.04781, Jul.
• Pereira, Ana & Tereanu, Eugen & Minnella, Enrico, 2026, "The devil in the DeTail: assessing state-contingent tail effects of a releasable macroprudential capital buffer using a parsimonious agent-based framework," Working Paper Series, European Central Bank, number 3257, Jul.
• Poghosyan, Armine, 2026, "When Does Hedging Fail? Forecasting Agricultural Hedge Performance Using Transportation Market Indicators," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404882, DOI: 10.22004/ag.econ.404882.
• Mark Whitmeyer, 2026, "By Law, Every Zero-Mean Risk Is the Difference of Two Equally Distributed Risks," Papers, arXiv.org, number 2607.05460, Jul.
• Gopinath, Gita & Meyer, Josefin & Reinhart, Carmen & Trebesch, Christoph, 2025, "Sovereign vs. Corporate Debt and Default: More Similar Than You Think," CEPR Discussion Papers, Centre for Economic Policy Research, number 20100, Apr.
• Daniele Angelini, 2026, "(In)Efficient Market States and Rough Volatility Detected via Grunwald-Letnikov Fractional Derivative," Papers, arXiv.org, number 2606.27932, Jun.
• Hochmuth, Brigitte & Merz, Monika & Prettenthaler, Fabian, 2025, "Heterogeneous Risk Preferences, Entrepreneurship, and Wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 20286, May.