NEP-RMG-2009-10-31

This file is part of IDEAS, which uses RePEc data

Report NEP-RMG-2009-10-31

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:

Bunea-Bontaş, Cristina Aurora & Lăzărică, Marinela & Petre, Mihaela Cosmina, 2009. "Capital adequacy and risk management - premises for strengthening financial system stability," MPRA Paper 18132, University Library of Munich, Germany. [Downloadable!]
Patrizia Tumbarello & ElÃ¶d TakÃ¡ts, 2009. "Australian Bank and Corporate Sector Vulnerabilities--An International Perspective," IMF Working Papers 09/223, International Monetary Fund. [Downloadable!]
Jayanth R. Varma, 2009. "Risk Management Lessons from the Global Financial Crisis for Derivative Exchanges," IIMA Working Papers 2009-02-06, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
Michel Fliess & Cédric Join, 2009. "Systematic risk analysis: first steps towards a new definition of beta," Post-Print inria-00425077_v1, HAL. [Downloadable!]
Damien Besancenot & Radu Vranceanu, 2009. "Banks Risk Race: A Signaling Explanation," Working Papers halshs-00424214_v1, HAL. [Downloadable!]
Ray Brooks & Rodrigo Cubero, 2009. "New Zealand Bank Vulnerabilities in International Perspective," IMF Working Papers 09/224, International Monetary Fund. [Downloadable!]
John Krainer & Elizabeth Laderman, 2009. "Mortgage loan securitization and relative loan performance," Working Paper Series 2009-22, Federal Reserve Bank of San Francisco. [Downloadable!]
Bunea-Bontaş, Cristina Aurora & Petre, Mihaela Cosmina & Culiţă, Gica, 2009. "Issues on Hedge Effectiveness Testing," MPRA Paper 18131, University Library of Munich, Germany. [Downloadable!]
Heiko Hesse & Nathaniel Frank, 2009. "The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis," IMF Working Papers 09/206, International Monetary Fund. [Downloadable!]
John Krainer & Stephen F. LeRoy & Munpyung O, 2009. "Mortgage default and mortgage valuation," Working Paper Series 2009-20, Federal Reserve Bank of San Francisco. [Downloadable!]
Luc Laeven & Harry Huizinga, 2009. "Accounting Discretion of Banks During a Financial Crisis," IMF Working Papers 09/207, International Monetary Fund. [Downloadable!]
Akito Matsumoto & Robert P. Flood & Nancy P. Marion, 2009. "International Risk Sharing During the Globalization Era," IMF Working Papers 09/209, International Monetary Fund. [Downloadable!]
Reint Gropp & Florian Heider, 2009. "The determinants of bank capital structure," Working Paper Series 1096, European Central Bank. [Downloadable!]
Philip Bond & Yaron Leitner, 2009. "Why do markets freeze?," Working Papers 09-24, Federal Reserve Bank of Philadelphia. [Downloadable!]

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

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