Report NEP-RMG-2009-07-17This 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.
The following items were announced in this report:
- Item repec:cfs:cfswop:wp200911 is not listed on IDEAS anymore
- Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J., 2009. "Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector," Working papers 238, Banque de France.
- Alfred Galichon, 2009. "The var at risk," Working Papers hal-00401793, HAL.
- Giorgia Callegaro & Abass Sagna, 2009. "An application to credit risk of a hybrid Monte Carlo-Optimal quantization method," Working Papers hal-00400666, HAL.
- Guiso, Luigi & Sapienza, Paola & Zingales, Luigi, 2009. "Moral and Social Constraints to Strategic Default on Mortgages," CEPR Discussion Papers 7352, C.E.P.R. Discussion Papers.
- Luigi Guiso & Paola Sapienza & Luigi Zingales, 2009. "Moral and Social Constraints to Strategic Default on Mortgages," Economics Working Papers ECO2009/27, European University Institute.
- Alfred Galichon & Ivar Ekeland & Marc Henry, 2009. "Comonotonic measures of multivariates risks," Working Papers hal-00401828, HAL.
- Matthew S. Yiu & Alex Ho & Lu Jin, 2009. "Econometric Approach to Early Warnings of Vulnerability in the Banking System and Currency Markets for Hong Kong and Other EMEAP Economies," Working Papers 0908, Hong Kong Monetary Authority.
- Item repec:hal:wpaper:hal-00403662 is not listed on IDEAS anymore
- Stéphane Loisel & Nicolas Privault, 2009. "Sensitivity analysis and density estimation for finite-time ruin probabilities," Post-Print hal-00201347, HAL.