Report NEP-RMG-2014-06-14

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-RMG

The following items were announced in this report:

• Spiros Bougheas & Alan Kirman, 2014. "Complex Financial Networks and Systemic Risk: A Review," Discussion Papers 2014/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
• Bos, J.W.B. & Lamers, M. & Purice, V., 2014. "Carrying the (paper) burden: A portfolio view of systemic risk and optimal bank size," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).
• Miguel, Fusco & Dario, Bacchini & Esteban Otto, Thomasz, 2014. "Riesgo Agropecuario: Incidencia Económica e Innovaciones para su mitigación. El caso de Argentina [Agricultural Risk Managment: Economic Incidence and Mitigation Innovations. The Case of Argentina]," MPRA Paper 56408, University Library of Munich, Germany.
• Alexis Derviz, 2013. "Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks," Working Papers 2013/11, Czech National Bank.
• Item repec:inr:wpaper:207834 is not listed on IDEAS anymore

• Gerbert Hebbink & Mark Kruidhof & Jan Willem Slingenberg, 2014. "Bank lending and capital," DNB Occasional Studies 1203, Netherlands Central Bank, Research Department.
• Yuanhua Feng & Lixin Sun, 2013. "A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets," Working Papers CIE 69, Paderborn University, CIE Center for International Economics.
• Hirbod Assa, 2014. "On Optimal Reinsurance Policy with Distortion Risk Measures and Premiums," Papers 1406.2950, arXiv.org.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014. "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers 14-067/III, Tinbergen Institute.
• Abbate, Angela & Thaler, Dominik, 2014. "Monetary policy effects on bank risk taking," Economics Working Papers ECO2014/07, European University Institute.
• Colvin, Christopher L. & de Jong, Abe & Fliers, Philip T., 2014. "Predicting the past: Understanding the causes of bank distress in the Netherlands in the 1920s," QUCEH Working Paper Series 14-04, Queen's University Belfast, Queen's University Centre for Economic History.