Report NEP-RMG-2006-12-04This 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.
The following items were announced in this report:
- Jesus, Saurina & Gabriel, Jimenez, 2006. "Credit Cycles, Credit Risk, and Prudential Regulation," MPRA Paper 718, University Library of Munich, Germany.
- Antonella Campana & Paola Ferretti, 2006. "On Bounds for Concave Distortion Risk Measures for Sums of Risks," Working Papers 146, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Item repec:pra:mprapa:759 is not listed on IDEAS anymore
- Hałaj, Grzegorz, 2006. "Contagion effect in banking system - measures based on randomised loss scenarios," MPRA Paper 525, University Library of Munich, Germany.
- Hałaj, Grzegorz, 2006. "Risk-based decisions on assets structure of a bank — partially observed economic conditions," MPRA Paper 523, University Library of Munich, Germany.
- Bond, Derek & Dyson, Kenneth, 2006. "Long memory and non-linearity in Stock Markets," MPRA Paper 252, University Library of Munich, Germany.
- Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper 677, University Library of Munich, Germany, revised Nov 2006.