NEP-RMG-2009-10-17

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-10-17

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.

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Other reports in NEP-RMG

The following items were anounced 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. [Downloadable!]
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. [Downloadable!]
Igor Halperin, 2009. "Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives," Quantitative Finance Papers 0910.2696, arXiv.org. [Downloadable!]
Amedeo Argentiero, 2009. "Some New Evidence on the Role of Collateral: Lazy Banks or Diligent Banks?," ISAE Working Papers 113, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
Matthias Degen & Dominik D. Lambrigger & Johan Segers, 2009. "Risk Concentration and Diversification: Second-Order Properties," Quantitative Finance Papers 0910.2367, arXiv.org. [Downloadable!]
Shige Peng & Xiaoming Xu, 2009. "BSDEs with random default time and their applications to default risk," Quantitative Finance Papers 0910.2091, arXiv.org. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]
Coffinet, J. & Lin, S. & Martin, C., 2009. "Stress testing French banks' income subcomponents," Documents de Travail 242, Banque de France. [Downloadable!]
Irina Bunda & Michele Ca’ Zorzi, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank. [Downloadable!]
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. [Downloadable!]
M. Piacquadio & F. O. Redelico, 2009. "Multifractal analysis and instability index of prior-to-crash market situations," Quantitative Finance Papers 0910.2474, arXiv.org. [Downloadable!]

This page was last updated on 2009-11-22.

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