Report NEP-RMG-2017-12-18

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:

• Brkic, Sabina & Hodzic, Migdat & Dzanic, Enis, 2017. "Fuzzy Logic Model of Soft Data Analysis for Corporate Client Credit Risk Assessment in Commercial Banking," MPRA Paper 83028, University Library of Munich, Germany, revised Nov 2017.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Risk Premium of Gold," Hannover Economic Papers (HEP) dp-616, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Dominique Guegan & Bertrand Hassani, 2017. "Regulatory Learning: how to supervise machine learning models? An application to credit scoring," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01592168, HAL.
• Sivec, Vasja & Volk, Matjaz, 2017. "Bank Response to Policy Related Changes in Capital Requirements," MPRA Paper 83058, University Library of Munich, Germany.
• Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," ESRB Occasional Paper Series 13, European Systemic Risk Board.
• Jacopo Piana & Daniele Bianchi, 2017. "Expected Spot Prices and the Dynamics of Commodity Risk Premia," 2017 Meeting Papers 1149, Society for Economic Dynamics.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Term Structure of Systematic and Idiosyncratic Risk," Hannover Economic Papers (HEP) dp-618, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017. "Is Wine a Good Choice for Investment?," Working Papers 201781, University of Pretoria, Department of Economics.
• Bucci, Andrea, 2017. "Forecasting realized volatility: a review," MPRA Paper 83232, University Library of Munich, Germany.
• Guillermo Ordonez & Selman Erol, 2017. "Network Reactions to Banking Regulations," 2017 Meeting Papers 1125, Society for Economic Dynamics.
• Juan Carlos Escanciano & Javier Hualde, 2017. "Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk," CAEPR Working Papers 2017-017, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "International Tail Risk and World Fear," Hannover Economic Papers (HEP) dp-620, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Mokinski, Frieder, 2017. "A severity function approach to scenario selection," Discussion Papers 34/2017, Deutsche Bundesbank.
• Rodosthenous, Neofytos & Zervos, Mihail, 2017. "Watermark options," LSE Research Online Documents on Economics 67859, London School of Economics and Political Science, LSE Library.