Economics & Finance · Interdisciplinary & Society
Risk Management
The newest papers in Risk Management that ReadSearch has read, newest first. Each links to its own page, with its authors, date, where it was published and the original.
82 papers, from 7 September 2026 to 4 November 2026: 82 arXiv preprints.
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Newest papers, page 3
CorrFlow: Exact and Permutation-Equivariant Flow Matching on the Correlation Elliptope
Correlation matrices combine nonlinear positive-definiteness constraints with a simultaneous row-column permutation symmetry.Early Detection of Pension-Sponsor Distress from Public Filings: A Sponsor Vulnerability Index, Stress-Augmented VaR, and Dynamic Self-Investment Caps
A defined-benefit pension is only as safe as its sponsor, yet sponsor distress is under-instrumented relative to plan-side modelling.A Distributional Framework for Behavioral Characterization and Risk Management of Large Language Models
Large language models are stochastic by nature.Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management
In this paper, we present robust portfolio selection models by incorporating a reward and penalty mechanism into portfolio management.A Functional Representation of Credit Behavior for Probability of Default Modeling
This paper proposes a framework for modeling probability of default via functional data analysis.Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning
Regulated credit scoring requires scores monotone non-decreasing in every exposure input.A Dirichlet Mixed-Membership Model for Exact Multivariate Distributional Credibility
Credibility theory combines individual experience with portfolio information for insurance pricing, but classical formulations focus primarily on conditional means and expected premiums.Comparing two approaches for modelling the loss given default of credit cards: Run-off triangles vs regression
The use of run-off triangles (ROTs) is a common industry practice in estimating the loss given default (LGD) risk parameter when predicting credit losses in banking.Convex Order Beyond Dimension One: Projection Tests, Counterexamples and Gaussian Mixtures
In actuarial science and quantitative finance, convex order provides a natural way to compare risks with the same mean.Measuring Learned Monotone Temporal Aggregation at Matched Admissibility
Risk regulation imposes directional constraints on scores; we adopt their strict per-input form -- the score monotone non-decreasing in every exposure input -- as a normative commitment.Robust enhanced index tracking portfolio selection under distributional uncertainty
The enhanced index tracking (EIT) portfolio selection problem aims to construct a portfolio that is expected to outperform a benchmark index.Landscape-Dependent Performance of Photonic Quantum Solvers in QUBO Feature Selection for Financial Risk Detection
Feature selection for imbalanced classification tasks such as credit card fraud and consumer default detection requires balancing predictive relevance, inter-feature redundancy, and computational…Multiperiod bond portfolio optimization with transaction costs using a Markov Decision process
Bank treasury portfolios must balance yield, liquidity, and interest-rate risk across bonds of different maturities.Optimal Catastrophe Bond Design and its Applications to Climate Change Risk
Catastrophe bonds have become a central instrument for transferring catastrophic risk to capital markets, yet their payout structures are typically specified exogenously rather than optimized.Deep kernel hedging
We introduce a deep kernel hedging framework that combines the flexibility of deep learning with the structural inductive bias of kernel methods.A tale of two allocations: Risk capital contributions versus risk contributions in the tail
We compare two natural proportional notions of a risk component's contribution to the aggregate tail risk of a collection of risks: the fraction of aggregate tail risk capital allocated to the…Exact Trade-Level Attribution of FRTB-IMA Capital
The internal-models approach of the Fundamental Review of the Trading Book (FRTB-IMA) determines market-risk capital at the aggregate level of a bank's approved trading desks, but it does not say…PixSim: a calibrated open-source simulator of instant-payment fraud, recovery and interdiction under analyst capacity constraints
Brazil's Pix settles about 5.9 billion instant, irreversible transfers a month.Same Text, Different Numbers: The Divergence of LLM-Based Measures
Researchers increasingly use generative large language models (LLMs) to convert corporate text into empirical variables.Implementability in Insurance Markets with Adverse Selection
We consider an insurance market with hidden information, where the agent's type is private information and is drawn from an arbitrary type space.