Report NEP-RMG-2015-09-26

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:

• Chris Motengwe, 2015. "Margin adequacy and extreme value analysis in JSE financial futures," Proceedings of International Academic Conferences 2704716, International Institute of Social and Economic Sciences.
• Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija, 2015. "TERES: Tail event risk expectile based shortfall," SFB 649 Discussion Papers 2015-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Alegerea soluţiilor pentru expunerile faţă de risc [Choosing solutions to risk exposures]," MPRA Paper 65074, University Library of Munich, Germany.
• Roengchai Tansuchat, 2015. "Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach," Proceedings of International Academic Conferences 2704838, International Institute of Social and Economic Sciences.
• International Monetary Fund, 2015. "Norway; Financial Sector Assessment Program-Technical Note-Insurance Sector Stress Tests," IMF Staff Country Reports 15/255, International Monetary Fund.
• Maha Ijaz, 2015. "Research methodologies and publication trends in Credit Risk: A content analysis of 25 years of credit risk management research," Proceedings of International Academic Conferences 2704360, International Institute of Social and Economic Sciences.
• Felix Noth & Lena Tonzer, 2015. "Bank Risk Proxies and the Crisis of 2007/09: A Comparison," IWH Discussion Papers 13, Halle Institute for Economic Research.
• International Monetary Fund, 2015. "Norway; Financial Sector Assessment Program-Technical Note- Stress Testing the Banking Sector," IMF Staff Country Reports 15/258, International Monetary Fund.
• International Monetary Fund, 2015. "Norway; Financial Sector Assessment Program-Technical Note- Macroprudential Policy," IMF Staff Country Reports 15/257, International Monetary Fund.
• Fauziah Mahat & Noor Azman Ali, 2015. "The Roles of Risk Governance on Islamic Banking Systems," Proceedings of International Academic Conferences 2705187, International Institute of Social and Economic Sciences.