Report NEP-RMG-2023-09-18
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-RMG
The following items were announced in this report:
- Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
- Kris James Mitchener & Angela Vossmeyer, 2023. "How do Financial Crises Redistribute Risk?," NBER Working Papers 31537, National Bureau of Economic Research, Inc.
- Vicente García Averell & Calixto López Castañon & Gabriel Levin-Konigsberg & Hillary Stein, 2023. "Risk Management and Derivatives Losses," Working Papers 23-8, Federal Reserve Bank of Boston.
- Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2023. "The Financial Origins of Non-Fundamental Risk," Working Paper Series 2023-20, Federal Reserve Bank of San Francisco.
- Juan M. Londono & Mehrdad Samadi, 2023. "The Price of Macroeconomic Uncertainty: Evidence from Daily Options," International Finance Discussion Papers 1376, Board of Governors of the Federal Reserve System (U.S.).
- Deb Narayan Barik & Siddhartha P. Chakrabarty, 2023. "Loan portfolio management and Liquidity Risk: The impact of limited liability and haircut," Papers 2308.06525, arXiv.org.
- Tristan Hennig & Mr. Plamen K Iossifov & Mr. Richard Varghese, 2023. "Predicting Financial Crises: The Role of Asset Prices," IMF Working Papers 2023/157, International Monetary Fund.
- Eleanor Toye Scott & Philip Stiles & Pradeep Debata, 2022. "Managing new technology: the combination of model risk and enterprise risk management," Working Papers 202201, Cambridge Judge Business School, University of Cambridge.
- Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," Koç University-TUSIAD Economic Research Forum Working Papers 2307, Koc University-TUSIAD Economic Research Forum.
- Tacye Hong & Paul Kattuman, 2021. "The volatility of economic policy uncertainty," Working Papers 202101, Cambridge Judge Business School, University of Cambridge.
- Item repec:erg:wpaper:1629 is not listed on IDEAS anymore