19 documents matched the search for the 2023-02-13 issue of the NEP report on Risk Management (nep-rmg), currently edited by Stan Miles.
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111
Achieving a Given Financial Goal with Optimal Deferred Term Insurance Purchasing Policy,
Yuqi Li and Lihua Zhang,
from arXiv.org
(2022)
Penerapan Manajemen Risiko Operasional Unit Customer Service PT. Bank Nagari Cabang Alahan Panjang,
Dini Fonika Putri, Afriyeni Afriyeni and Jhon Fernos,
from Center for Open Science
(2022)
Resiko Operasional Unit Teller Dan Customer Service Pada PT. BPR Ophir Pasaman Barat,
Ratna Wulandari, Afriyeni Afriyeni and Jhon Fernos,
from Center for Open Science
(2022)
Liquidity Regulation and Bank Risk Taking on the Horizon,
Joshua Bosshardt, Ali Kakhbod and Farzad Saidi,
from University of Bonn and University of Mannheim, Germany
(2023)
Keywords: Liquidity Regulation, Bank Risk Taking, Insurance Sector, LCR, NSFR
High-frequency realized stochastic volatility model,
Toshiaki Watanabe and Jouchi Nakajima,
from Hitotsubashi Institute for Advanced Study, Hitotsubashi University
(2023)
Keywords: Bayesian analysis, High-frequency data, Markov chain Monte Carlo, Realized volatility, Stochastic volatility model, Volatility forecasting
Artificial Intelligence & Machine Learning in Finance: A literature review,
Wassima Lakhchini, Rachid Wahabi and Mounime El Kabbouri,
from HAL
(2022)
Keywords: Artificial Intelligence,Machine Learning,Finance,Scoping review
Risk Amplification Macro Model (RAMM),
Kerem Tuzcuoglu,
from Bank of Canada
(2023)
Keywords: Business fluctuations and cycles; Econometric and statistical methods; Financial stability; Monetary policy transmission
Bank manager sentiment, loan growth and bank risk,
Frank Brückbauer and Thibault Cezanne,
from ZEW - Leibniz Centre for European Economic Research
(2022)
Keywords: sentiment, text data, extrapolation, loan growth, systemic risk
Nowcasting Stock Implied Volatility with Twitter,
Thomas Dierckx, Jesse Davis and Wim Schoutens,
from arXiv.org
(2022)
Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market,
Jarek K\k{e}dra, Assaf Libman and Victoria Steblovskaya,
from arXiv.org
(2024)
Tenant Riskiness, Contract Length, and the Term Structure of Commercial Leases,
Jan K. Brueckner and Stuart S. Rosenthal,
from CESifo
(2022)
Keywords: lease length, tenant riskiness, rent term structure
Subjective Risk Valuation and Behavioral Change: Evidence from COVID-19 in the U.K. and Japan,
Masayuki Sato, Shin Kinoshita and Takanori Ida,
from Graduate School of Economics , Kyoto University
(2022)
Keywords: COVID-19, Bayesian Inference, Subjective probability, Seemingly Unrelated Regression
Pricing and hedging of longevity basis risk through securitization,
Fadoua Zeddouk and Pierre Devolder,
from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
(2022)
Keywords: Stochastic longevity risk ; longevity-linked securities ; Cost of Capital ; basis risk ; Solvency Capital Requirement ; multi-population mortality model
Autocalibration by balance correction in nonlife insurance pricing,
Michel Denuit and Julien Trufin,
from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
(2022)
Keywords: Tweedie deviance ; Bregman divergence ; financial equilibrium ; convex order ; Lorenz order
Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case,
Hassana Al-Hassan and Pierre Devolder,
from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
(2022)
Keywords: PAYG Pensions ; Dependency Ratio ; Musgrave ; Convex Combination ; Value at Risk
A fractional Hawkes process for illiquidity modeling,
Jean-Loup Dupret and Donatien Hainaut,
from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
(2023)
Keywords: Illiquidity modeling ; Amihud measure ; Hawkes process ; Mittag-Leffler function ; Illiquidity derivatives ; Risk management
Diversification quotients based on VaR and ES,
Xia Han, Liyuan Lin and Ruodu Wang,
from arXiv.org
(2023)
Collateral Cycles,
Evangelos Benos, Gerardo Ferrara and Angelo Ranaldo,
from Swiss Finance Institute
(2022)
Keywords: Central clearing, margin procyclicality, repo rates
Inequality and Risk Preference,
Harry Pickard, Thomas Dohmen and Bert Van Landeghem,
from Institute of Labor Economics (IZA)
(2023)
Keywords: risk sensitivity, risk preference, income inequality
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