NEP-RMG-2009-06-17

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-06-17

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:

Ojo, Marianne, 2008. "Risk management by the Basel Committee: evaluating progress made from the 1988 Basel Accord to recent developments," MPRA Paper 15545, University Library of Munich, Germany, revised Jun 2009. [Downloadable!]
Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne 09034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Li, Yadong, 2009. "A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery," MPRA Paper 14919, University Library of Munich, Germany, revised 02 Apr 2009. [Downloadable!]
Ojo, Marianne, 2009. "Financial regulation and risk management: addressing risk challenges in a changing financial environment," MPRA Paper 15544, University Library of Munich, Germany, revised Jun 2009. [Downloadable!]
Vorniceanu, Marius & Covaci, Brindusa & Cocosatu, Cristinel Claudiu, 2009. "Credit Risk In Financing Sme In Romania," Working Papers 2009/24, Universitatea Spiru Haret, Facultatea de Finante si Banci, Centrul de Cercetari Economico-Financiare Avansate. [Downloadable!]
Item repec:ecb:ecbwps:200901056 is not listed on IDEAS anymore
Kateryna Shapovalova & Alexander Subbotin, 2009. "Predicting Stock Returns in a Cross-Section : Do Individual Firm Characteristics Matter ?," Documents de travail du Centre d'Economie de la Sorbonne 09037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Wolfgang Härdle & Ostap Okhrin, 2009. "De copulis non est disputandum - Copulae: An Overview," SFB 649 Discussion Papers SFB649DP2009-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Ivan DE NONI & Antonio LORENZON & Luigi ORSI, 2007. "Measuring and managing credit risk in SMEs: a quantitative and qualitative rating model," Departemental Working Papers 2007-36, Department of Economics University of Milan Italy. [Downloadable!]
Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Documents de travail du Centre d'Economie de la Sorbonne 09033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Arnaldo MAURI & Claudia Gabriela BAICU, 2008. "Evaluarea expunerii firmelor la riscul valutar; consideratii generale (General remarks on the assessment of foreign exchange risk exposure of firms)," Departemental Working Papers 2008-02, Department of Economics University of Milan Italy. [Downloadable!]
Stavros Panageas, 2009. "Bailouts, the Incentive to Manage Risk, and Financial Crises," NBER Working Papers 15058, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Giandomenico, Rossano, 2006. "Asset Liability Management in Insurance Company," MPRA Paper 15707, University Library of Munich, Germany, revised Jan 2009. [Downloadable!]
Hart, Oliver & Zingales, Luigi, 2009. "A New Capital Regulation For Large Financial Institutions," CEPR Discussion Papers 7298, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Anton Korinek, 2009. "Systemic Risk: Amplification Effects, Externalities, and Policy Responses," Working Papers 155, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
Jan Toporowski, 2009. "'Enforced Indebtedness' and Capital Adequacy Requirements," Economics Policy Note Archive 09-7, Levy Economics Institute, The. [Downloadable!]
Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009. "Crash Risk in Currency Markets," NBER Working Papers 15062, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Paul D. Sclavounos & Per Einar Ellefsen, 2009. "Multi-Factor Model of Correlated Commodity - Forward Curves for Crude Oil and Shipping Markets," Working Papers 0902, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research. [Downloadable!]

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

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