Report NEP-RMG-2021-09-20
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-RMG
The following items were announced in this report:
- Michal Franta & Jan Libich, 2021. "Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks," Working Papers 2021/3, Czech National Bank.
- Jiamin Yu, 2021. "Risk Measurement, Risk Entropy, and Autonomous Driving Risk Modeling," Papers 2109.07211, arXiv.org.
- María T. González-Pérez, 2021. "Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector," Working Papers 2128, Banco de España.
- Cyril Bénézet & Emmanuel Gobet & Rodrigo Targino, 2021. "Transform MCMC schemes for sampling intractable factor copula models," Working Papers hal-03334526, HAL.
- Mohammed Abdellaoui & Enrico Diecidue & Emmanuel Kemel & Ayse Onculer, 2021. "Temporal Risk Resolution: Utility versus Probability Weighting Approaches," Working Papers hal-03330225, HAL.
- Hansjörg Albrecher & Dina Finger & Pierre-Olivier Goffard, 2022. "Blockchain mining in pools: Analyzing the trade-off between profitability and ruin," Working Papers hal-03336851, HAL.
- Emmanuel Kemel & Corina Paraschiv, 2021. "Risking the Future? Measuring Risk Attitudes towards Delayed Consequences," Working Papers hal-03330096, HAL.
- Albert Banal-Estañol & Enrique Benito & Dmitry Khametshin & Jianxing Wei, 2021. "Asset encumbrance and bank risk: theory and first evidence from public disclosures in Europe," Working Papers 2131, Banco de España.
- Irma Alonso & Pedro Serrano & Antoni Vaello-Sebastià, 2021. "The impact of heterogeneous unconventional monetary policies on the expectations of market crashes," Working Papers 2127, Banco de España.
- Roberto Blanco & Sergio Mayordomo & Álvaro Menéndez & Maristela Mulino, 2021. "Impact of the COVID-19 crisis on Spanish firms’ financial vulnerability," Occasional Papers 2119, Banco de España.
- Fabien Le Floc'h & Cornelis W. Oosterlee, 2021. "Positive Stochastic Collocation for the Collocated Local Volatility Model," Papers 2109.02405, arXiv.org.
- Item repec:grz:wpsses:2021-06 is not listed on IDEAS anymore