Report NEP-RMG-2016-09-11

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:

• Pierpaolo Grippa & Lucyna Gornicka, 2016. "Measuring Concentration Risk - A Partial Portfolio Approach," IMF Working Papers 16/158, International Monetary Fund.
• Tomas Meluzin & Marek Zinecker & Michal Bernard Pietrzak & Marcin Faldzinski & Adam P. Balcerzak, 2016. "Value-at-Risk with Application of DCC-GARCH Model," Working Papers 35/2016, Institute of Economic Research, revised Sep 2016.
• Deniz Anginer & Eugenio M Cerutti & Maria Soledad Martinez Peria, 2016. "Foreign Bank Subsidiaries’ Default Risk during the Global Crisis; What Factors Help Insulate Affiliates from their Parents?," IMF Working Papers 16/109, International Monetary Fund.
• Drichoutis, Andreas C. & Vassilopoulos, Achilleas, 2016. "Intertemporal stability of survey-based measures of risk and time preferences over a three-year course," MPRA Paper 73548, University Library of Munich, Germany.
• Michiel C.W. van de Leur & Andre Lucas, 2016. "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers 16-074/IV, Tinbergen Institute.
• Benjamin Käfer, 2016. "Peer-to-Peer Lending – A (Financial Stability) Risk Perspective," MAGKS Papers on Economics 201622, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Marco Valerio Geraci & Tomas Garbaravicius & David Veredas, 2016. "Short Selling in the Tails," Working Papers ECARES ECARES 2016-30, ULB -- Universite Libre de Bruxelles.
• Stefano Giglio & Ian Dew-Becker & David Berger, 2016. "Contractionary Volatility or Volatile Contractions?," 2016 Meeting Papers 673, Society for Economic Dynamics.
• Happ, Christian, 2016. "The importance of governance and risk management in corporate finance: An empirical analysis of financing and interest rate risks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 82760, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• International Monetary Fund, 2016. "Germany; Financial Sector Assessment Program-Stress Testing the Banking and Insurance Sectors-Technical Notes," IMF Staff Country Reports 16/191, International Monetary Fund.
• International Monetary Fund, 2016. "United Kingdom; Financial Sector Assessment Program-Review of the Bank of England’s Liquidity Provision Framework-Technical Note," IMF Staff Country Reports 16/159, International Monetary Fund.
• International Monetary Fund, 2016. "United Kingdom; Financial Sector Assessment Program-Supervision and Systemic Risk Management of Financial Market Infrastructures-Technical Note," IMF Staff Country Reports 16/156, International Monetary Fund.
• International Monetary Fund, 2016. "Germany; Financial Sector Assessment Program-Crisis Preparedness, Bank Resolution and Crisis Management Frameworks-Technical Notes," IMF Staff Country Reports 16/194, International Monetary Fund.
• International Monetary Fund, 2016. "United Kingdom; Financial Sector Assessment Program-Systemic Risk and Interconnectedness Analysis-Technical Note," IMF Staff Country Reports 16/164, International Monetary Fund.
• International Monetary Fund, 2016. "United Kingdom; Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note," IMF Staff Country Reports 16/163, International Monetary Fund.
• International Monetary Fund, 2016. "Romania; Technical Assistance Report- Improving Compliance Risk Management of Large Taxpayers," IMF Staff Country Reports 16/285, International Monetary Fund.
• International Monetary Fund, 2016. "Germany; Financial Sector Assessment Program-Financial System Stability Assessment," IMF Staff Country Reports 16/189, International Monetary Fund.
• International Monetary Fund, 2016. "United Kingdom; Financial Sector Assessment Program-Basel Core Principles for Effective Banking Supervision-Detailed Assessment Report," IMF Staff Country Reports 16/166, International Monetary Fund.
• International Monetary Fund, 2016. "Russian Federation; Financial System Stability Assessment," IMF Staff Country Reports 16/231, International Monetary Fund.
• International Monetary Fund, 2016. "United Kingdom; Financial Sector Assessment Program-The Bank of England’s Stress Testing Framework-Technical Note," IMF Staff Country Reports 16/162, International Monetary Fund.
• International Monetary Fund, 2016. "Ireland; Financial System Stability Assessment," IMF Staff Country Reports 16/258, International Monetary Fund.