NEP-RMG-2009-05-23

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-05-23

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:

Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0918, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Andrea Bastianin, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers 2009.24, Fondazione Eni Enrico Mattei. [Downloadable!]
Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," Documents de travail du Centre d'Economie de la Sorbonne 09023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00384398_v1, HAL. [Downloadable!]
Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet, 2009. "Evaluation of riskiness of Indian Banks and probability of book value insolvency," MPRA Paper 15251, University Library of Munich, Germany. [Downloadable!]
Jan Piplack & Stefan Straetmans, 2009. "Comovements of Different Asset Classes During Market Stress," Working Papers 09-09, Utrecht School of Economics. [Downloadable!]
Pravin Krishna & Mine Zeynep Senses, 2009. "International Trade and Labor Income Risk in the United States," NBER Working Papers 14992, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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

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