Report NEP-RMG-2009-10-17This 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:
- Sylvain Prado, 2009. "Hedging residual value risk using derivatives," EconomiX Working Papers 2009-31, University of Paris West - Nanterre la Défense, EconomiX.
- Dima Rahman, 2009. "Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements," EconomiX Working Papers 2009-34, University of Paris West - Nanterre la Défense, EconomiX.
- Igor Halperin, 2009. "Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives," Papers 0910.2696, arXiv.org.
- Amedeo Argentiero, 2009. "Some New Evidence on the Role of Collateral: Lazy Banks or Diligent Banks?," ISAE Working Papers 113, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Matthias Degen & Dominik D. Lambrigger & Johan Segers, 2009. "Risk Concentration and Diversification: Second-Order Properties," Papers 0910.2367, arXiv.org, revised Dec 2009.
- Shige Peng & Xiaoming Xu, 2009. "BSDEs with random default time and their applications to default risk," Papers 0910.2091, arXiv.org.
- Sven P. Jost, 2009. "Transfer Pricing Risk Awareness of Multinational Corporations - Evidence from a Global Survey," Working Papers 2009-21, Faculty of Economics and Statistics, University of Innsbruck.
- Linnéa Lundberg & Jiri Novak & Maria Vikman, 2009. "Ethical vs. Non-Ethical – Is There a Difference? Analyzing Performance of Ethical and Non-Ethical Investment Funds," Working Papers IES 2009/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2009.
- Fred Benth & Wolfgang Karl Härdle & Brenda López Cabrera, 2009. "Pricing of Asian temperature risk," SFB 649 Discussion Papers SFB649DP2009-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- James G. Mulligan & Daniel J. Wedzielewski, 2009. "Government Intervention to Prevent Bankruptcy: The Effect of Blind-Bidding Laws on Movie Theaters," Working Papers 09-07, University of Delaware, Department of Economics.
- Coffinet, J. & Lin, S. & Martin, C., 2009. "Stress testing French banks' income subcomponents," Working papers 242, Banque de France.
- Irina Bunda & Michele Ca’ Zorzi, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank.
- Silvia Rashad Gad Tadros, 2009. "Measuring the Quality of Banking Regulation in Egypt," Working Papers 17, The German University in Cairo, Faculty of Management Technology.
- M. Piacquadio & F. O. Redelico, 2009. "Multifractal analysis and instability index of prior-to-crash market situations," Papers 0910.2474, arXiv.org.