NEP-RMG-2007-06-02

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Report NEP-RMG-2007-06-02

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 anounced in this report:

Theodore M. Barnhill & Marcos R. Souto & Benjamin M. Tabak, 2006. "An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks," Working Papers Series 117, Central Bank of Brazil, Research Department. [Downloadable!]
José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Working Papers Series 126, Central Bank of Brazil, Research Department. [Downloadable!]
Aurea Grane & Helena Veiga, 2007. "Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches," Statistics and Econometrics Working Papers ws074713, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Item repec:chf:rpseri:rp15 is not listed on IDEAS anymore
Marcelo Y. Takami & Benjamin M. Tabak, 2007. "Evaluation of Default Risk for The Brazilian Banking Sector," Working Papers Series 135, Central Bank of Brazil, Research Department. [Downloadable!]
Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department. [Downloadable!]
Fulop, Andras, 2006. "Feedback Effects of Rating Downgrades," ESSEC Working Papers DR 06016, ESSEC Research Center, ESSEC Business School. [Downloadable!]
Jaqueline Terra Moura Marins & Eduardo Saliby, 2007. "Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling," Working Papers Series 132, Central Bank of Brazil, Research Department. [Downloadable!]
Duan, Jin-Chuan & Fulop, Andras, 2006. "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises," ESSEC Working Papers DR 06015, ESSEC Research Center, ESSEC Business School. [Downloadable!]
Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department. [Downloadable!]
Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department. [Downloadable!]
Benjamin M. Tabak, 2006. "The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil," Working Papers Series 124, Central Bank of Brazil, Research Department. [Downloadable!]
Antonio Garcia Pascual & Elina Ribakova & Renzo G. Avesani, 2007. "The Use of Mortgage Covered Bonds," IMF Working Papers 07/20, International Monetary Fund. [Downloadable!]
Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007. "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers 13121, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

This page was last updated on 2009-11-22.

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