NEP-RMG-2009-10-10

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-10-10

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:

Amadou N. R. Sy, 2009. "The Systemic Regulation of Credit Rating Agencies and Rated Markets," IMF Working Papers 09/129, International Monetary Fund. [Downloadable!]
Rodolphe Blavy & Marcos Souto, 2009. "Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector," IMF Working Papers 09/109, International Monetary Fund. [Downloadable!]
Haene, Philipp & Sturm, Andy, 2009. "Optimal Central Counterparty Risk Management," Working Papers 2009-7, Swiss National Bank. [Downloadable!]
Martin CihÃ¡k & Erlend Nier, 2009. "The Need for Special Resolution Regimes for Financial Institutionsâ€”The Case of theEuropean Union," IMF Working Papers 09/200, International Monetary Fund. [Downloadable!]
Yingbin Xiao, 2009. "French Banks Amid the Global Financial Crisis," IMF Working Papers 09/201, International Monetary Fund. [Downloadable!]
Jose Giancarlo Gasha & Carlos I. Medeiros & Marcos Souto & Christian Capuano & Andre Santos & Jorge A. Chan-Lau, 2009. "Recent Advances in Credit Risk Modeling," IMF Working Papers 09/162, International Monetary Fund. [Downloadable!]
Peter Stella, 2009. "The Federal Reserve System Balance Sheet-What Happened and Why it Matters," IMF Working Papers 09/120, International Monetary Fund. [Downloadable!]
Alexander F. Tieman & Andrea M. Maechler, 2009. "The Real Effects of Financial Sector Risk," IMF Working Papers 09/198, International Monetary Fund. [Downloadable!]
Mario Mansilla & Gustavo Adler & Torsten Wezel, 2009. "Modernizing Bank Regulation in Support of Financial Deepening: The Case of Uruguay," IMF Working Papers 09/199, International Monetary Fund. [Downloadable!]
Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2009. "Capital Requirements and Business Cycles with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 124, Economics, The Univeristy of Manchester. [Downloadable!]
Onour, Ibrahim, 2009. "Extreme Risk and Fat-tails Distribution Model:Empirical Analysis," MPRA Paper 17736, University Library of Munich, Germany, revised 20 Sep 2009. [Downloadable!]
William Francis & Matthew Osborne, 2009. "On the Behaviour and Determinants of Risk-Based Capital Ratios: Revisiting the Evidence from UK Banking Institutions," Occasional Papers 31, Financial Services Authority. [Downloadable!]
Gianni De NicolÃ³ & John H. Boyd & Abu M. Jalal, 2009. "Bank Competition, Risk and Asset Allocations," IMF Working Papers 09/143, International Monetary Fund. [Downloadable!]
Adrian Pop, 2009. "Beyond the Third Pillar of Basel Two: Taking Bond Market Signals Seriously," Working Papers hal-00419241_v1, HAL. [Downloadable!]
Gianni De NicolÃ³ & Marcella Lucchetta, 2009. "Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition," IMF Working Papers 09/105, International Monetary Fund. [Downloadable!]
Romain Biard & Stéphane Loisel & Claudio Macci & Noel Veraverbeke, 2009. "Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation," Working Papers hal-00372525_v2, HAL. [Downloadable!]
Dan Galai & Zvi Wiener, 2009. "Credit Risk Spreads in Local and Foreign Currencies," IMF Working Papers 09/110, International Monetary Fund. [Downloadable!]
Ralph Chami & Sunil Sharma & Connel Fullenkamp, 2009. "A Framework for Financial Market Development," IMF Working Papers 09/156, International Monetary Fund. [Downloadable!]
Olatundun Janet Adelegan, 2009. "The Derivatives Market in South Africa: Lessons for sub-Saharan African Countries," IMF Working Papers 09/196, International Monetary Fund. [Downloadable!]
Gregorio Impavido & Ian Tower, 2009. "How the Financial Crisis Affects Pensions and Insurance and Why the Impacts Matter," IMF Working Papers 09/151, International Monetary Fund. [Downloadable!]
Maria Delgado Coelho & Philippe Burger & Justin Tyson & I. Karpowicz, 2009. "The Effects of the Financial Crisis on Public-Private Partnerships," IMF Working Papers 09/144, International Monetary Fund. [Downloadable!]
Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options introduction and volatility in the EU ETS," Working Papers hal-00419339_v1, HAL. [Downloadable!]
Barry J. Eichengreen, 2009. "Out of the Box Thoughts about the International Financial Architecture," IMF Working Papers 09/116, International Monetary Fund. [Downloadable!]

This page was last updated on 2009-12-13.

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