Report NEP-RMG-2007-01-23

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The following items were anounced in this report:

• ilya, gikhman, 2006. "Some critical comments on credit risk modeling," MPRA Paper 1451, University Library of Munich, Germany, revised Jul 2006. [Downloadable!]
• Filip Žikeš, 2007. "Dependence Structure and Portfolio Diversification on Central European Stock Markets," Working Papers IES 2007/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007. [Downloadable!]
• Timotheos Angelidis & Stavros Degiannakis, 2007. "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers 0701, University of Crete, Department of Economics. [Downloadable!]
• Roman Kraeussl, . "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," Working Papers 0315, University of Crete, Department of Economics. [Downloadable!]
• Ying Chen & Vladimir Spokoiny, 2007. "Robust Risk Management. Accounting for Nonstationarity and Heavy Tails," SFB 649 Discussion Papers SFB649DP2007-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Helena Suvova & Eva Kozelkova & David Zeman & Jaroslava Bauerova, 2005. "Eligibility of External Credit Assessment Institutions," Research and Policy Notes 2005/03, Czech National Bank, Research Department. [Downloadable!]
• Zoltán Varsányi, 2006. "Pillar I treatment of concentrations in the banking book – a multifactor approach," MNB Working Papers 2006/11, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
• Jokivuolle , Esa & Peura , Samu, 2006. "Rating targeting and the confidence levels implicit in bank capital," Research Discussion Papers 27/2006, Bank of Finland. [Downloadable!]

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