Report NEP-RMG-2017-06-11
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Ashutosh Sarkar, 2017. "A Conceptual Framework For Supply Chain Risk Management," Working papers 237, Indian Institute of Management Kozhikode.
- Schlütter, Sebastian, 2017. "Scenario-based capital requirements for the interest rate risk of insurance companies," ICIR Working Paper Series 28/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Thangamani Gurunathan, 2017. "Risk Assessment of ERP Implementation Using Generalized Stochastic Petri Net," Working papers 239, Indian Institute of Management Kozhikode.
- Siri, Michele, 2017. "Corporate governance of insurance firms after Sovency II," ICIR Working Paper Series 27/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Sooji Kim & Matthew Plosser & João A. C. Santos, 2017. "Macroprudential policy and the revolving door of risk: lessons from leveraged lending guidance," Staff Reports 815, Federal Reserve Bank of New York.
- Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc, 2017. "Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing," Corvinus Economics Working Papers (CEWP) 2017/03, Corvinus University of Budapest.
- Karin Heinschink & Franz Sinabell & Thomas Url, 2017. "Elements of an Index-based Margin Insurance. An Application to Wheat Production in Austria," WIFO Working Papers 536, WIFO.
- Polman, Fabian M. & Krijgsman, Cees & Dajani, Karma & Hemminga, Marcus A., 2017. "Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk," MPRA Paper 79438, University Library of Munich, Germany.
- Ferrarini , Benno & Hinojales , Marthe & Scaramozzino , Pasquale, 2017. "Leverage and Capital Structure Determinants of Chinese Listed Companies," ADB Economics Working Paper Series 509, Asian Development Bank.
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," Working Papers del Instituto Complutense de Estudios Internacionales 1706, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017. "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series 140, University of Pavia, Department of Economics and Management.
- Jean-Pierre Fouque & Yuri F. Saporito, 2017. "Heston Stochastic Vol-of-Vol Model for Joint Calibration of VIX and S&P 500 Options," Papers 1706.00873, arXiv.org.