Report NEP-RMG-2025-03-03

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:

• Emanuele Dri & Achille Yomi & Muthumanimaran Vetrivelan & Cedric Kuassivi & Iv`an Diego Exposito, 2025. "Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG," Papers 2502.02125, arXiv.org.
• Omar Briceno Cruzado, 2025. "Standardized Measurement Approach (SMA) vs Advanced Measurement Approaches (AMA): A Critical Review of Approaches in Operational Risk," Papers 2502.00962, arXiv.org.
• Benbekhti Seyf Eddine & Boulila Hadjer & Benbouziane Mohamed, 2023. "Islamic stocks, conventional stock market, or cryptocurrencies? Looking for a Safe Haven during Covid-19," Post-Print halshs-04521347, HAL.
• Spencer Andrews & Salil Gadgil, 2024. "The Who and How of Hedge Fund Risk Shifting," Working Papers 24-07, Office of Financial Research, US Department of the Treasury.
• Yaming Chang, 2025. "Improving volatility forecasts of the Nikkei 225 stock index using a realized EGARCH model with realized and realized range-based volatilities," Papers 2502.02695, arXiv.org, revised Feb 2025.
• Chintamani Bagwe, 2025. "Streamlining Compliance And Risk Management with Regtech Solutions," Papers 2501.18910, arXiv.org.
• Preben Forer & Barak Budnick & Pierpaolo Vivo & Sabrina Aufiero & Silvia Bartolucci & Fabio Caccioli, 2025. "Financial instability transition under heterogeneous investments and portfolio diversification," Papers 2501.19260, arXiv.org.
• Blazsek, Szabolcs & Ayala, Astrid, 2025. "Improved gradient scaling for score-driven filters with an application to stock market volatility," UC3M Working papers. Economics 45978, Universidad Carlos III de Madrid. Departamento de Economía.
• Aase, Knut K., 2025. "Optimal risk sharing with translation invariant recursive utility for jump-diffusions," Discussion Papers 2025/5, Norwegian School of Economics, Department of Business and Management Science.
• Christian Fieberg & Lars Hornuf & Maximilian Meiler & David J. Streich, 2025. "Using Large Language Models for Financial Advice," CESifo Working Paper Series 11666, CESifo.
• Hacioğlu-Hoke, Sinem & Ostry, Daniel & Rey, Hélène & Rousset Planat, Adrien & Stavrakeva, Vania & Tang, Jenny, 2024. "Topography of the FX derivatives market: a view from London," Bank of England working papers 1103, Bank of England.
• Dasol Kim & William Goetzmann & Robert Shiller, 2023. "Crash Narratives," Working Papers 23-10, Office of Financial Research, US Department of the Treasury.
• Nariman Djoudi & Kheira Belhamri, 2023. "Prediction of Financial Failure Using the Altman and Sherrod Model Study of Saidal Institution of Medea Province between 2017 - 2020," Post-Print halshs-04521389, HAL.
• Thomas Ruchti & Yashar Barardehi & Andrew Bird & Stephen A. Karolyi, 2023. "Are Short-selling Restrictions Effective?," Working Papers 23-08, Office of Financial Research, US Department of the Treasury.
• Thomas M. Eisenbach & Gregory Phelan, 2023. "Fragility of Safe Assets," Working Papers 23-02, Office of Financial Research, US Department of the Treasury.
• Huneeus,Federico & Kaboski,Joseph P. & Larrain,Mauricio & Sergio Schmukler & Vera,Mario, 2024. "Crisis Credit, Employment Protection, Indebtedness, and Risk," Policy Research Working Paper Series 10958, The World Bank.
• Kamer Ali Yuksel & Hassan Sawaf, 2025. "AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics," Papers 2502.00029, arXiv.org, revised Feb 2025.
• Gregory Phelan & David Love, 2023. "Sustainability with Risky Growth," Working Papers 23-05, Office of Financial Research, US Department of the Treasury.
• KOUAKOU, Thiédjé Gaudens-Omer, 2025. "The effects of Basel III on the intermediation and market activities of WAEMU banks," MPRA Paper 123515, University Library of Munich, Germany.