Report NEP-RMG-2017-06-04

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:

• Zbigniew Kurylek, 2017. "Bail-in as an instrument protecting the banking sector from system risk vs. capital adequacy of banks in the EU," Working Papers 56/2017, Institute of Economic Research, revised May 2017.
• Guy Uziel & Ran El-Yaniv, 2017. "Growth-Optimal Portfolio Selection under CVaR Constraints," Papers 1705.09800, arXiv.org.
• Tim Leung & Brian Ward, 2017. "Dynamic Index Tracking and Risk Exposure Control Using Derivatives," Papers 1705.10454, arXiv.org.
• Wahab, Fatin Farhana & Masih, Mansur, 2017. "Discerning lead-lag between fear index and realized volatility," MPRA Paper 79433, University Library of Munich, Germany.
• Tomasz Berent & Boguslaw Blawat & Marek Dietl & Radoslaw Rejman, 2017. "Firms’ Default – from Prediction Accuracy to Informational Capacity of Predictors," Working Papers 158/2017, Institute of Economic Research, revised May 2017.
• Roberto Marfè & Julien Penasse, 2016. "The Time-Varying Risk of Macroeconomic Disasters," Carlo Alberto Notebooks 463, Collegio Carlo Alberto.
• Korotaev, Andrey (Коротаев, Андрей) & Shulgin, Sergey (Шульгин, Сергей) & Zinkina, Yulia (Зинькина, Юлия), 2017. "Country Risk Analysis Based on Demographic and Socio-Economic Data [Анализ Страновых Рисков С Использованием Демографических И Социально-Экономических Данных]," Working Papers 031715, Russian Presidential Academy of National Economy and Public Administration.
• Wei Cui & Leo Kaas, 2017. "Default Cycles," Discussion Papers 1716, Centre for Macroeconomics (CFM).
• Shaofeng Xu, 2017. "Volatility Risk and Economic Welfare," Staff Working Papers 17-20, Bank of Canada.
• Marcin Sitek, 2017. "The Risk Involved in Implementation of Innovations in the Real Estate Market," Working Papers 159/2017, Institute of Economic Research, revised May 2017.