NEP-RMG-2009-02-14

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-02-14

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:

Lillie Lam & Laurence Fung & Ip-wing Yu, 2009. "Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes," Working Papers 0901, Hong Kong Monetary Authority. [Downloadable!]
Henry Dannenberg, 2009. "Berücksichtigung von Schätzunsicherheit bei der Kreditrisikobewertung: Vergleich des Value at Risk der Verlustverteilung des Kreditrisikos bei Verwendung von Bootstrapping und einem asymptotischen A," IWH Discussion Papers 3-09, Halle Institute for Economic Research. [Downloadable!]
Paulson, Nicholas & Babcock, Bruce A. & Hart, Chad E. & Hayes, Dermot J., 2008. "An Insurance Approach to Risk Management in the Ethanol Industry," Staff General Research Papers 12938, Iowa State University, Department of Economics. [Downloadable!]
Palmroos, Peter, 2009. "Effects of unobserved defaults on correlation between probability of default and loss given default on mortgage loans," Research Discussion Papers 3/2009, Bank of Finland. [Downloadable!]
Reinhart, Carmen, 2008. "The first global financial crisis of the 21st century: Introduction," MPRA Paper 13288, University Library of Munich, Germany. [Downloadable!]
Toivanen, Mervi, 2009. "Financial interlinkages and risk of contagion in the Finnish interbank market," Research Discussion Papers 6/2009, Bank of Finland. [Downloadable!]
Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, Indebtedness, and Default Risk," TÃSÄ°AD-KoÃ§ University Economic Research Forum Working Papers 0901, TUSIAD-Koc University Economic Research Forum. [Downloadable!]

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

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