NEP-RMG-2007-12-01

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2007-12-01

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 or RSS

Other reports in NEP-RMG

The following items were anounced in this report:

Bask, Mikael, 2007. "Measuring potential market risk," Research Discussion Papers 20/2007, Bank of Finland. [Downloadable!]
Loriano Mancini & Fabio Trojani, 2005. "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series 07-31, Swiss Finance Institute, revised Oct 2007. [Downloadable!]
Dimitris Politis & Dimitrios Thomakos, 2007. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers 0005, University of Peloponnese, Department of Economics. [Downloadable!]
Balázs Zsámboki, 2007. "Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5," MNB Occasional Papers 2007/67, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
Fathi, Abid & Nader, Naifar, 2007. "Price Calibration of basket default swap: Evidence from Japanese market," MPRA Paper 6013, University Library of Munich, Germany. [Downloadable!]
Fathi , Abid & Nader, Naifar, 2007. "Copula based simulation procedures for pricing basket Credit Derivatives," MPRA Paper 6014, University Library of Munich, Germany. [Downloadable!]
Item repec:cpr:ceprdp:6584 is not listed on IDEAS anymore
Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department. [Downloadable!]
Pauline Barrieu & Henri Loubergé, 2006. "Hybrid Cat-bonds," Swiss Finance Institute Research Paper Series 07-27, Swiss Finance Institute, revised Sep 2007. [Downloadable!]
Kateryna Shapovalova & Alexander Subbotin, 2007. "Investigating value and growth : what labels hide ?," Documents de travail du Centre d'Economie de la Sorbonne b07066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Dominique Guégan, 2007. "Global and local stationary modelling in finance : theory and empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne b07053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Alan Cosme Rodrigues da Silva & Eduardo Facó Lemgruber & José Alberto Rebello Baranowski & Renato da Silva Carvalho, 2007. "Análise da Coerência de Medidas de Risco no Mercado Brasileiro de Ações e Desenvolvimento de uma Metodologia Híbrida para o Expected Shortfall," Working Papers Series 142, Central Bank of Brazil, Research Department. [Downloadable!]
Dale F. Gray & Robert C. Merton & Zvi Bodie, 2007. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," NBER Working Papers 13607, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Item repec:gra:fegper:02/07 is not listed on IDEAS anymore
Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang, 2007. "The Stability-Concentration Relationship in the Brazilian Banking System," Working Papers Series 145, Central Bank of Brazil, Research Department. [Downloadable!]

This page was last updated on 2009-11-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.