Report NEP-RMG-2022-05-23

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:

• Hirbod Assa & Liyuan Lin & Ruodu Wang, 2022. "Calibrating distribution models from PELVE," Papers 2204.08882, arXiv.org, revised Jun 2023.
• Romamti, Haniel & Susanto, Romi, 2022. "Penerapan Manajemen Resiko Operasional Pada Unit Teller PT. Bank Pembangunan Daerah Sumatera Barat," OSF Preprints faz8x, Center for Open Science.
• Lotfi Boudabsa & Damir Filipovi'c, 2022. "Ensemble learning for portfolio valuation and risk management," Papers 2204.05926, arXiv.org.
• Andreas Haufler & Christoph Lülfesmann, 2022. "Voluntary Equity, Project Risk, and Capital Requirements," CESifo Working Paper Series 9505, CESifo.
• Neji Saidi, 2022. "Willingness to pay, surplus and Insurance policy under dual theory," Papers 2204.04794, arXiv.org.
• International Monetary Fund, 2022. "United Kingdom: Financial Sector Assessment Program-Select Issues in Systemic Risk Oversight and Macroprudential Policy," IMF Staff Country Reports 2022/104, International Monetary Fund.
• M. V. Pomazanov, 2022. "Second-order accuracy metrics for scoring models and their practical use," Papers 2204.07989, arXiv.org, revised Nov 2022.
• Brent H. Meyer & Emil Mihaylov & Jose Maria Barrero & Steven J. Davis & David Altig & Nicholas Bloom, 2022. "Pandemic-Era Uncertainty," NBER Working Papers 29958, National Bureau of Economic Research, Inc.
• Ryan Defina, 2021. "Banking Resolution: Expansion of the Resolution Toolkit and the Changing Role of Deposit Insurers," IADI Policy Briefs 3, International Association of Deposit Insurers.
• Zheng Zhang & Yingsheng Ji & Jiachen Shen & Xi Zhang & Guangwen Yang, 2022. "Heterogeneous Information Network based Default Analysis on Banking Micro and Small Enterprise Users," Papers 2204.11849, arXiv.org, revised May 2022.
• Seibold, Arthur & Seitz, Sebastian & Siegloch, Sebastian, 2022. "Privatizing disability insurance," ZEW Discussion Papers 22-010, ZEW - Leibniz Centre for European Economic Research.
• Gapeev, Pavel V. & Li, Libo, 2022. "Perpetual American standard and lookback options with event risk and asymmetric information," LSE Research Online Documents on Economics 114940, London School of Economics and Political Science, LSE Library.
• Arnaud Chevalier & Olivier Marie, 2022. "Risky Moms, Risky Kids? Fertility and Crime after the Fall of the Wall," CESifo Working Paper Series 9683, CESifo.
• Bert Van Roosebeke & Ryan Defina, 2021. "Five Emerging Issues in Deposit Insurance," IADI Policy Briefs 4, International Association of Deposit Insurers.
• Pietro Tebaldi, 2022. "Estimating Equilibrium in Health Insurance Exchanges: Price Competition and Subsidy Design under the ACA," NBER Working Papers 29869, National Bureau of Economic Research, Inc.