Report NEP-RMG-2019-01-21

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:

• Fei Sun & Yijun Hu, 2018. "Systemic risk measures with markets volatility," Papers 1812.06185, arXiv.org, revised Jun 2019.
• Sun, Lixin, 2018. "Financial Networks and Systemic Risk in China’s Banking System," MPRA Paper 90658, University Library of Munich, Germany, revised 18 May 2018.
• Lorella Fatone & Francesca Mariani, 2018. "Systemic risk governance in a dynamical model of a banking system," Papers 1812.06973, arXiv.org.
• Yaodong Yang & Alisa Kolesnikova & Stefan Lessmann & Tiejun Ma & Ming-Chien Sung & Johnnie E. V. Johnson, 2018. "Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior Forecasting," Papers 1812.06175, arXiv.org, revised Nov 2019.
• Jeyhun A. Abbasov, 2017. "Financial ratios and the prediction of bankruptcy," Working Papers 1705, Central Bank of Azerbaijan Republic.
• Osswald, Benjamin & Sureth, Caren, 2018. "Do country risk factors attenuate the effect of taxes on corporate risk-taking?," arqus Discussion Papers in Quantitative Tax Research 235, arqus - Arbeitskreis Quantitative Steuerlehre.
• Halkos, George & Tzirivis, Apostolos, 2018. "Effective energy commodities’ risk management: Econometric modeling of price volatility," MPRA Paper 90781, University Library of Munich, Germany.
• Lorenzo Danieli & Petr Jakubik, 2018. "Early warning system for the European Insurance Sector," EIOPA Financial Stability Report - Thematic Articles 13, EIOPA, Risks and Financial Stability Department.
• Gordon V. Chavez, 2019. "Dynamic tail inference with log-Laplace volatility," Papers 1901.02419, arXiv.org, revised Jul 2019.
• Lakshmi Balasubramanyan & Naveen Daniel & Joseph G. Haubrich & Lalitha Naveen, 2019. "Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment," Working Papers 19-01, Federal Reserve Bank of Cleveland.