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Report NEP-RMG-2009-07-17
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.Subscribe to this report: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Jan Pieter Krahnen & Christian Wilde, 2009.
"CDOs and Systematic Risk: Why bond ratings are inadequate CFS Working Paper Series
2009/11, Center for Financial Studies.
[Downloadable!] 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 Documents de Travail
238, Banque de France.
[Downloadable!] Alfred Galichon, 2009.
"The var at risk Working Papers
hal-00401793_v1, HAL.
[Downloadable!] Giorgia Callegaro & Abass Sagna, 2009.
"An application to credit risk of a hybrid Monte Carlo-Optimal quantization method Working Papers
hal-00400666_v1, HAL.
[Downloadable!] 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.
[Downloadable!] (restricted) Luigi Guiso & Paola Sapienza & Luigi Zingales, 2009.
"Moral and Social Constraints to Strategic Default on Mortgages Economics Working Papers
ECO2009/27, European University Institute.
[Downloadable!] Alfred Galichon & Ivar Ekeland & Marc Henry, 2009.
"Comonotonic measures of multivariates risks Working Papers
hal-00401828_v1, HAL.
[Downloadable!] 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.
[Downloadable!] Item repec:hal:wpaper:hal-00403662_v1 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_v3, HAL.
[Downloadable!] This page was last updated on 2009-11-22.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .