Report NEP-RMG-2020-04-27

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:

• Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
• Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders, 2019. "Systemic Risk and Centrality Revisited:The Role of Interactions," Knut Wicksell Working Paper Series 2019/1, Lund University, Knut Wicksell Centre for Financial Studies.
• Pierre Durand & Gaëtan Le Quang, 2020. "Banks to basics! Why banking regulation should focus on equity," EconomiX Working Papers 2020-2, University of Paris Nanterre, EconomiX.
• Tomas Konecny & Lukas Pfeifer, 2019. "Macroprudential Ring-Fencing," Research and Policy Notes 2019/04, Czech National Bank.
• Rene Belderbos & Tony W Tong & Shubin Wu, 2020. "Portfolio Configuration and Foreign Entry Decisions: A Juxtaposition of Real Options and Risk Diversification Theories," Working Papers of Department of Management, Strategy and Innovation, Leuven 653343, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
• Paul S. Calem & Chellappan Ramasamy & Jenna Wang, 2020. "What Explains the Post–2011 Trends of Longer Maturities and Rising Default Rates on Auto Loans?," Consumer Finance Institute discussion papers 20-02, Federal Reserve Bank of Philadelphia.
• Grothe, Magdalena & Zeyer, Jana, 2020. "Risk characteristics of covered bonds: monitoring beyond ratings," Working Paper Series 2393, European Central Bank.
• Rochelle M. Edge & J. Nellie Liang, 2020. "Financial Stability Committees and Basel III Macroprudential Capital Buffers," Finance and Economics Discussion Series 2020-016, Board of Governors of the Federal Reserve System (U.S.).
• J. David López-Salido & Francesca Loria, 2020. "Inflation at Risk," Finance and Economics Discussion Series 2020-013, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:grz:wpsses:2020-01 is not listed on IDEAS anymore

• Landgrave, Michelangelo Geovanny, 2020. "How Do Legislators Value Constituent’s (Statistical) Lives? COVID-19, Partisanship, and Value of a Statistical Life Analysis," SocArXiv n93w2, Center for Open Science.
• Stefan Borsky & Hannah B. Hennighausen, 2020. "Public flood risk mitigation and the homeowner's insurance demand response," Graz Economics Papers 2020-09, University of Graz, Department of Economics.
• Laeven, Luc & Perez-Quiros, Gabriel & Rivas, María Dolores Gadea, 2020. "Growth-and-risk trade-off," Working Paper Series 2397, European Central Bank.
• Chad E. Hart & Dermot J. Hayes & Keri L. Jacobs & Lee L. Schulz & John M. Crespi, 2020. "The Impact of COVID-19 on Iowa's Corn, Soybean, Ethanol, Pork, and Beef Sectors," Center for Agricultural and Rural Development (CARD) Publications 20-pb28, Center for Agricultural and Rural Development (CARD) at Iowa State University.
• Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019. "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Research Africa Network Working Papers 19/092, Research Africa Network (RAN).
• Uyanga Byambaa & Beverly Hirtle & Anna Kovner & Matthew Plosser, 2020. "How Does Supervision Affect Bank Performance during Downturns?," Liberty Street Economics 20200408, Federal Reserve Bank of New York.
• Montserrat Guillen & Ana M. Pérez-Marín & Manuela Alcañiz, 2020. "Risk reference charts for speeding based on telematics information," IREA Working Papers 202003, University of Barcelona, Research Institute of Applied Economics, revised Apr 2020.
• Dimitrios Bakas & Athanasios Triantafyllou, 2020. "Commodity Price Volatility and the Economic Uncertainty of Pandemics," Working Paper series 20-12, Rimini Centre for Economic Analysis.
• Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.