Report NEP-RMG-2009-08-16

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Other reports in NEP-RMG

The following items were anounced in this report:

• Sebastian Ebert & Eva Lütkebohmert, 2009. "Treatment of Double Default Effects within the Granularity Adjustment for Basel II," Bonn Econ Discussion Papers bgse10_2009, University of Bonn, Germany. [Downloadable!]
• Ojo, Marianne, 2009. "The responsive approach by the Basel Committee (on Banking Supervision) to regulation: Meta risk regulation, the Internal Ratings Based Approaches and the Advanced Measurement Approaches," MPRA Paper 16752, University Library of Munich, Germany. [Downloadable!]
• Emma M. Iglesias & Oliver Linton, 2009. "Estimation of tail thickness parameters from GJR-GARCH models," Economics Working Papers we094726, Universidad Carlos III, Departamento de Economía. [Downloadable!]
• Liu, Lili & Tan, Kim Song, 2009. "Subnational credit ratings : a comparative review," Policy Research Working Paper Series 5013, The World Bank. [Downloadable!]
• Eva Lütkebohmert, 2009. "Failure Of Saddle-Point Method In The Presence Of Double Defaults," Bonn Econ Discussion Papers bgse19_2009, University of Bonn, Germany. [Downloadable!]
• Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers) 47, Bank of Italy, Economic Research Department. [Downloadable!]
• Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2009. "Bank risk and monetary policy," Working Paper Series 1075, European Central Bank. [Downloadable!]
• Peter Christoffersen & Steven Heston & Kris Jacobs, 2009. "The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well," CREATES Research Papers 2009-34, School of Economics and Management, University of Aarhus. [Downloadable!]

This page was last updated on 2009-12-20.