Report NEP-RMG-2025-02-24

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:

• Rebeca Anguren & Gabriel Jiménez & José-Luis Peydró, 2025. "Bank capital requirements and risk-taking: evidence from Basel III," Working Papers 2508, Banco de España.
• Martin Iseringhausen & Konstantinos Theodoridis, 2025. "A survey-based measure of asymmetric macroeconomic risk in the euro area," Working Papers 68, European Stability Mechanism, revised 11 Feb 2025.
• Bahadursingh, Roman, 2024. "Portfolio Management Using the Complex Wishart Distribution," Thesis Commons ma2hx_v1, Center for Open Science.
• H. Peyton Young & Tom Doolittle, 2023. "Some U.S. Banks May Remain Vulnerable to Losses in Their Securities Portfolios: Introducing Two New Forward-looking Metrics to Assess Future Risk," Briefs 23-04, Office of Financial Research, US Department of the Treasury.
• Mawuli Segnon & Bjorn Schulte-Tillmann & Riza Demirer & Rangan Gupta, 2025. "Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures," Working Papers 202506, University of Pretoria, Department of Economics.
• Erica Ordali & Chiara Rapallini, 2024. "Aging and financial risk-taking: A meta-analysis," Working Papers - Economics wp2024_27.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Ahoniemi, Katja & Kerola, Eeva & Koskinen, Kimmo, 2025. "Exposure of the euro area's financial sector to risk coming from Russia, China, and the Middle East," BOFIT Policy Briefs 1/2025, Bank of Finland Institute for Emerging Economies (BOFIT).
• Joaquín Blaum & Federico Esposito & Sebastian Heise, 2025. "Input Sourcing Under Supply Chain Risk: Evidence from U.S. Manufacturing Firms," Staff Reports 1141, Federal Reserve Bank of New York.
• Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," MetaArXiv ps2yn_v1, Center for Open Science.
• Gabriel Desgranges & Stéphane Gauthier, 2023. "Fundamental Volatility and Financial Stability," PSE Working Papers halshs-04210677, HAL.
• Ricardo Crisostomo, 2025. "Quantifying firm-level risks from nature deterioration," Papers 2501.14391, arXiv.org, revised Apr 2025.
• Edwige Dubos-Paillard & Emmanuelle Lavaine & Katrin Millock, 2024. "Flood risk information release: Evidence from housing markets around Paris," Post-Print halshs-04850441, HAL.
• Yoontae Hwang & Yaxuan Kong & Stefan Zohren & Yongjae Lee, 2025. "Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization," Papers 2502.00828, arXiv.org.
• George Fatouros & Kostas Metaxas & John Soldatos & Manos Karathanassis, 2025. "MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents," Papers 2502.00415, arXiv.org.