Report NEP-RMG-2020-01-20

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:

• Erik B{o}lviken & Yinzhi Wang, 2019. "Optimal reinsurance for risk over surplus ratios," Papers 1912.04086, arXiv.org.
• Nicolas Denewet & Antonio Manzanera & Sanjeev Matai & Elie Chamoun, 2019. "Risk Management Maturity Assessment at Central Banks," IMF Working Papers 19/303, International Monetary Fund.
• Abdullah, Azrul Bin, 2018. "Company-specific characteristics and the choice of hedge accounting for derivatives reporting: Malaysian case," SocArXiv npa6v, Center for Open Science.
• Mulia, Teti & Afriyeni, Afriyeni, 2018. "Penerapan Manajemen Risiko Operasional Pada Unit Teller Pt. Bank Pembangunan Daerah Sumatera Barat," OSF Preprints w5uqk, Center for Open Science.
• Andrea Calef, 2020. "Systemic Banking Crises: The Relationship Between Concentration and Interbank Connections," University of East Anglia School of Economics Working Paper Series 2019-06, School of Economics, University of East Anglia, Norwich, UK..
• Bandyopadhyay, Arindam, 2019. "The Accuracy of Agency Ratings," MPRA Paper 97847, University Library of Munich, Germany.
• Safoora Zarei & Ali R. Fallahi, 2019. "Pay-As-You-Drive Insurance Pricing Model," Papers 1912.09273, arXiv.org.
• R. G Gelos & Lucyna Gornicka & Robin Koepke & Ratna Sahay & Silvia Sgherri, 2019. "Capital Flows at Risk: Taming the Ebbs and Flows," IMF Working Papers 19/279, International Monetary Fund.
• Yinzhi Wang & Erik B{o}lviken, 2019. "How much is optimal reinsurance degraded by error?," Papers 1912.04175, arXiv.org.
• c{C}au{g}{i}n Ararat & Zachary Feinstein, 2019. "Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations," Papers 1912.06916, arXiv.org, revised Sep 2020.
• Nina Boyarchenko & Or Shachar, 2020. "The Evolving Market for U.S. Sovereign Credit Risk," Liberty Street Economics 20200106, Federal Reserve Bank of New York.
• Serguei Pergamenchtchikov & Alena Shishkova, 2020. "Hedging problems for Asian options with transactions costs," Papers 2001.01443, arXiv.org.
• Nina Boyarchenko & Or Shachar, 2020. "What’s in A(AA) Credit Rating?," Liberty Street Economics 20200108, Federal Reserve Bank of New York.
• Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton, 2019. "Valuation Risk Revalued," Working Papers 201904, University of Liverpool, Department of Economics.
• Rafael Wildauer & Jakob Kapeller, 2020. "A comment on fitting Pareto tails to complex survey data," Working Papers PKWP2001, Post Keynesian Economics Society (PKES).
• Pozo, Jorge, 2019. "Capital Flows and Bank Risk-Taking," Working Papers 2019-017, Banco Central de Reserva del Perú.
• Abdul Latif, Nurul Atikah, 2019. "The Impact of Liquidity Risk on Internal and External Factors," MPRA Paper 97222, University Library of Munich, Germany.
• Lee, Mun Chen, 2019. "Audi AG’s Liquidity Risk and Corporate Governance," MPRA Paper 97260, University Library of Munich, Germany, revised 18 Nov 2019.
• Krzysztof Echaust, 2019. "How do market movements affect options prices?," Proceedings of International Academic Conferences 9912275, International Institute of Social and Economic Sciences.
• Bruno Bouchard & Xiaolu Tan, 2019. "Understanding the dual formulation for the hedging of path-dependent options with price impact," Papers 1912.03946, arXiv.org, revised Jan 2020.
• Yan, Shiwei, 2019. "Corporate Governance and Liquidity Risk of Bank of China," MPRA Paper 97271, University Library of Munich, Germany, revised 28 Nov 2019.
• Lin, Lili, 2019. "Corporate Governance and Liquidity Risk of Starbucks Company," MPRA Paper 97230, University Library of Munich, Germany, revised 18 Nov 2019.
• Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2018. "Risk management for sovereign financing within a debt sustainability framework," Working Papers 31, European Stability Mechanism.
• Harold L. Cole & Dirk Krueger & George J. Mailath & Yena Park, 2020. "Coalition-Proof Risk Sharing Under Frictions," PIER Working Paper Archive 20-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Alam, Md. Mahmudul & Uddi, Gazi Salah, 2019. "Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries," SocArXiv 5fket, Center for Open Science.
• Said, Jamaliah & Alam, Md. Mahmudul & Abdullah, Nik Herda Nik & Zulkarnain, Nur Nadiah, 2019. "Risk Management and Value Creation: Empirical Findings from Government Linked Companies in Malaysia," SocArXiv u7f4k, Center for Open Science.