Report NEP-RMG-2014-04-18

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan 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:

• Sheng Guo, 2014. "Margin Requirements and Portfolio Optimization: A Geometric Approach," Working Papers 1406, Florida International University, Department of Economics.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
• Bluhm, Marcel & Krahnen, Jan Pieter, 2014. "Systemic risk in an interconnected banking system with endogenous asset markets," SAFE Working Paper Series 48, Leibniz Institute for Financial Research SAFE.
• Sourish Das & Aritra Halder & Dipak K. Dey, 2014. "Regularizing Portfolio Risk Analysis: A Bayesian Approach," Papers 1404.3258, arXiv.org, revised Oct 2015.
• Daniel Detzer, 2014. "Financial Market Regulation in Germany - Capital Requirements of Financial Institutions," Working papers wpaper26, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
• Michele Bonollo & Irene Crimaldi & Andrea Flori & Fabio Pammolli & Massimo Riccaboni, 2014. "Systemic importance of financial institutions: regulations, research, open issues, proposals," Working Papers 2/2014, IMT School for Advanced Studies Lucca, revised Mar 2014.
• Xu, Xin, 2013. "Forecasting Bankruptcy with Incomplete Information," MPRA Paper 55024, University Library of Munich, Germany, revised 31 Mar 2014.
• Thierry Warin & Robert E. Prasch, 2013. "Systemic Risk in the Financial Industry: “Mimetism” for the Best and for the Worst," CIRANO Working Papers 2013s-29, CIRANO.
• Mitchener, Kris James & Richardson, Gary, 2013. "Does “Skin in the Game” Reduce Risk Taking? Leverage, Liability and the Long-Run Consequences of New Deal Financial Reforms," CAGE Online Working Paper Series 118, Competitive Advantage in the Global Economy (CAGE).
• Arnold, Marc & Schuette, Dustin & Wagner, Alexander, 2014. "Neglected Risk: Evidence from Structured Product Counterparty Exposure," Working Papers on Finance 1406, University of St. Gallen, School of Finance, revised Apr 2016.
• Zhang, Lei & Zhang, Lin & Zheng, Yong, 2013. "Wholesale Funding, Coordination, and Credit Risk," CAGE Online Working Paper Series 124, Competitive Advantage in the Global Economy (CAGE).
• Item repec:hhs:bofrdp:2014_011 is not listed on IDEAS anymore

• Henrik Andersson & Arne Risa Hole & Mikael Svensson, 2014. "Valuation of Small and Multiple Health Risks: A Critical Analysis of SP Data Applied to Food and Water Safety," Working Papers 2014005, The University of Sheffield, Department of Economics.