Report NEP-RMG-2016-04-04

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:

• Song, Wenjuan & Sun, Lixin, 2014. "The Measurement of the Long-Term and Short-Term Risks of Chinese Listed Banks," MPRA Paper 70007, University Library of Munich, Germany, revised Jul 2014.
• Item repec:iae:iaewps:wp2016n4 is not listed on IDEAS anymore

• Bradley Jones, 2016. "Institutionalizing Countercyclical Investment; A Framework for Long-term Asset Owners," IMF Working Papers 16/38, International Monetary Fund.
• Renaud Coulomb & Yanos Zylberberg, 2016. "Rare events and risk perception: evidence from Fukushima accident," GRI Working Papers 229, Grantham Research Institute on Climate Change and the Environment.
• Paolo M. Panteghini & Sergio Vergalli, 2016. "Accelerated Depreciation, Default Risk and Investment Decisions," Working Papers 2016.14, Fondazione Eni Enrico Mattei.
• William R. Cline, 2016. "Benefits and Costs of Higher Capital Requirements for Banks," Working Paper Series WP16-6, Peterson Institute for International Economics.
• Stanislao Gualdi & Giulio Cimini & Kevin Primicerio & Riccardo Di Clemente & Damien Challet, 2016. "Statistically validated network of portfolio overlaps and systemic risk," Papers 1603.05914, arXiv.org, revised Sep 2016.
• Samuel Ronnqvist & Peter Sarlin, 2016. "Bank distress in the news: Describing events through deep learning," Papers 1603.05670, arXiv.org, revised Dec 2016.
• Paolo Giudici & Peter Sarlin & Alessandro Spelta, 2016. "The multivariate nature of systemic risk: direct and common exposures," DEM Working Papers Series 118, University of Pavia, Department of Economics and Management.
• Haufler, Andreas & Maier, Ulf, 2016. "Regulatory competition in capital standards with selection effects among banks," Discussion Papers in Economics 27700, University of Munich, Department of Economics.
• Joshua V. Rosenberg, 2016. "Operational risk management at the Federal Reserve Bank of New York," Speech 195, Federal Reserve Bank of New York.
• Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2015. "Hedging strategies in energy markets: The case of electricity retailers," Post-Print halshs-01194750, HAL.
• Ekaterina Sorokina, 2016. "Modeling and Estimation of the Risk When Choosing a Provider," Papers 1603.05294, arXiv.org.
• Dongwon Lee & Kyungkeun Kim, 2016. "Global Risk and International Equity Portfolio Rebalancing," Working Papers 201605, University of California at Riverside, Department of Economics.
• Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps, 2016. "Some mixing properties of conditionally independent processes," Post-Print hal-00670649, HAL.
• Philip Ernst & James Thompson & Yinsen Miao, 2016. "Tukey's transformational ladder for portfolio management," Papers 1603.06050, arXiv.org, revised Aug 2017.
• Pawe{l} Smaga & Mateusz Wili'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec, 2016. "Can banks default overnight? Modeling endogenous contagion on O/N interbank market," Papers 1603.05142, arXiv.org.
• Philomena M. Bacon & Anna Conte & Peter G. Moffatt, 2016. "A coefficient of risk vulnerability," University of East Anglia School of Economics Working Paper Series 2016-01, School of Economics, University of East Anglia, Norwich, UK..
• Diego Cerdeiro & Marcin Dziubinski & Sanjeev Goyal, 2015. "Contagion Risk and Network Design," Cambridge Working Papers in Economics 1547, Faculty of Economics, University of Cambridge.
• Yihui Pan & Tracy Yue Wang & Michael S. Weisbach, 2016. "How Management Risk Affects Corporate Debt," NBER Working Papers 22091, National Bureau of Economic Research, Inc.