Report NEP-RMG-2016-12-04

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:

• Bertrand K. Hassani & Wei Yang, 2016. "The Lila distribution and its applications in risk modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01400186, HAL.
• Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine, 2016. "Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans," Discussion Papers 45/2016, Deutsche Bundesbank.
• Ward, Patrick S. & Makhija, Simrin, 2016. "New modalities for managing drought risk in rainfed agriculture: Evidence from a discrete choice experiment in Odisha, India:," IFPRI discussion papers 1563, International Food Policy Research Institute (IFPRI).
• Anna Chernobai & Ali Ozdagli & Jianlin Wang, 2016. "Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies," Working Papers 16-16, Federal Reserve Bank of Boston.
• Noy, Ilan & Edmonds, Christopher, 2016. "The economic and fiscal burdens of disasters in the Pacific," Working Paper Series 5439, Victoria University of Wellington, School of Economics and Finance.
• Lore Dirick & Tony Bellotti & Gerda Claeskens & Bart Baesens, 2016. "Macro-economic factors in credit risk calculations: including time-varying covariates in mixture cure models," Working Papers of Department of Decision Sciences and Information Management, Leuven 557528, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Vuillemey, Guillaume & Bignon, Vincent, 2016. "The Failure of a Clearinghouse: Empirical Evidence," CEPR Discussion Papers 11630, C.E.P.R. Discussion Papers.
• Yehuda Izhakian & David Yermack & Jaime F. Zender, 2016. "Ambiguity and the Tradeoff Theory of Capital Structure," NBER Working Papers 22870, National Bureau of Economic Research, Inc.
• Michel Dacorogna & Juan-José Francisco Miguelez & Marie Kratz, 2016. "Risk neutral versus real-world distribution on puclicly listed bank corporations," Working Papers hal-01373071, HAL.
• Huong Dang & Graham Partington, 2016. "Sovereign Ratings and National Culture," Working Papers in Economics 16/31, University of Canterbury, Department of Economics and Finance.
• V. Coudert & J. Idier, 2016. "An Early Warning System for Macro-prudential Policy in France," Working papers 609, Banque de France.
• Linton, O. & Wu, J., 2016. "A coupled component GARCH model for intraday and overnight volatility," Cambridge Working Papers in Economics 1671, Faculty of Economics, University of Cambridge.
• Garratt, Rodney, 2016. "Centralized netting in financial networks," University of California at Santa Barbara, Economics Working Paper Series qt79t1q6cg, Department of Economics, UC Santa Barbara.
• Zieba, Maciej & Härdle, Wolfgang Karl, 2016. "Beta-boosted ensemble for big credit scoring data," SFB 649 Discussion Papers 2016-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• anmol bhandari & Hengjie Ai, 2016. "Asset Pricing with Endogenously Uninsurable Tail Risks," 2016 Meeting Papers 1523, Society for Economic Dynamics.
• Zhu, Xuening & Wang, Weining & Wang, Hangsheng & Härdle, Wolfgang Karl, 2016. "Network quantile autoregression," SFB 649 Discussion Papers 2016-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins, 2016. "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series 446, Central Bank of Brazil, Research Department.
• Ekta Selarka & Subhra Choudhury, 2015. "Related Party Transactions and Stock Price Crash Risk: Evidence from India," Working Papers 2015-129, Madras School of Economics,Chennai,India.
• International Monetary Fund, 2016. "Ireland; Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System," IMF Staff Country Reports 16/315, International Monetary Fund.
• International Monetary Fund, 2016. "Ireland; Financial Sector Assessment Program: Technical Note-Financial Safety Net, Bank Resolution, and Crisis Management," IMF Staff Country Reports 16/313, International Monetary Fund.
• International Monetary Fund, 2016. "Tunisia; Fiscal Transparency Evaluation," IMF Staff Country Reports 16/339, International Monetary Fund.
• International Monetary Fund, 2016. "Ireland; Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 16/316, International Monetary Fund.
• International Monetary Fund, 2016. "Morocco; Financial Sector Assessment Program: Technical Note-Banking Supervision," IMF Staff Country Reports 16/331, International Monetary Fund.