Report NEP-RMG-2014-08-28

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:

• Brown, Adam & Badurdeen, Fazleena, 2014. "Supply Chain Disruption Management: Review of Issues and Research Directions," MPRA Paper 57949, University Library of Munich, Germany.
• Mauro R. Oliveira & Armando Chinelatto Neto, 2014. "Downturn LGD: A More Conservative Approach for Economic Decline Periods," Papers 1408.3086, arXiv.org.
• Georg Hofmann, 2014. "Accelerated Portfolio Optimization with Conditional Value-at-Risk Constraints using a Cutting-Plane Method," Papers 1408.2805, arXiv.org.
• Yan Dolinsky & Yuri Kifer, 2014. "Risk Minimization for Game Options in Markets Imposing Minimal Transaction Costs," Papers 1408.3774, arXiv.org, revised Jun 2015.
• Vittoria Cerasi & Tommaso Oliviero, 2014. "Managerial compensation, regulation and risk in banks: theory and evidence from the financial crisis," Working Papers 279, University of Milano-Bicocca, Department of Economics, revised Jul 2014.
• Ivan Choi, 2013. "When Do Companies Need a Board-Level Risk Management Committee?," World Bank Publications - Reports 17018, The World Bank Group.
• Burçhan Sakarya, 2013. "A Look at the Structural Bank Regulation Initiatives and a Discussion over Turkish Banking Sector?," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey 21, Ekonomik Yaklasim Association.
• Nicholas Labelle & Varya Taylor, 2014. "Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment," Discussion Papers 14-4, Bank of Canada.
• Christoph Basten & Catherine Koch, 2014. "Higher bank capital requirements and mortgage pricing: evidence from the Counter-Cyclical Capital Buffer," ECON - Working Papers 169, Department of Economics - University of Zurich.