NEP-RMG-2009-03-28

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-03-28

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:

McAleer, M., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Report EI 2008-32 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
McAleer, M. & Jimenez-Marin, J- A. & Perez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Report EI 2008-34 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Birbil, S.I. & Frenk, J.B.G. & Kaynar, B. & Noyan, N., 2008. "Risk measures and their applications in asset management," Econometric Institute Report EI 2008-14 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Henrik Andersen, 2009. "Norwegian banks in a recession: Procyclical implications of Basel II," Working Paper 2009/04, Norges Bank. [Downloadable!]
Thorsell, Håkan, 2009. "Returns to Defaulted Corporate Bonds," Working Paper Series in Business Administration 2009:7, Stockholm School of Economics. [Downloadable!]
Martin CihÃ¡k & Tigran Poghosyan, 2009. "Distress in European Banks: An Analysis Based on a New Dataset," IMF Working Papers 09/9, International Monetary Fund. [Downloadable!]
de Walque, Gregory & Pierrard, Olivier & Rouabah, Abdelaziz, 2009. "Financial (In)stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach," CEPR Discussion Papers 7202, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Henry Aray, 2008. "Effects of Macroeconomic Announcements on Stock Returns across Volatility Regimes," ThE Papers 08/17, Department of Economic Theory and Economic History of the University of Granada.. [Downloadable!]
Juan Sole & Alicia Novoa & Jodi Scarlata, 2009. "Procyclicality and Fair Value Accounting," IMF Working Papers 09/39, International Monetary Fund. [Downloadable!]
Raimond Maurer & Gyöngyi Bugár & Huy Thanh Vo, 2009. "Gauging Risk with Higher Moments: Handrails in Measuring and Optimising Conditional Value at Risk," Working Paper Series: Finance and Accounting 199, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
Item repec:hal:journl:inria-00370168_v1 is not listed on IDEAS anymore

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

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