Report NEP-RMG-2009-11-07

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Other reports in NEP-RMG

The following items were anounced in this report:

• Sebastian Ebert & Eva Lütkebohmert, 2009. "Improved Modeling of Double Default Effects in Basel II - An Endogenous Asset Drop Model without Additional Correlation," Bonn Econ Discussion Papers bgse24_2009, University of Bonn, Germany. [Downloadable!]
• Mikhail Voropaev, 2009. "Analytical Framework for Credit Portfolios. Part I: Systematic Risk," Quantitative Finance Papers 0911.0223, arXiv.org. [Downloadable!]
• Christopher F Baum & Chi Wan, 2009. "Macroeconomic Uncertainty and Credit Default Swap Spreads," Boston College Working Papers in Economics 724, Boston College Department of Economics. [Downloadable!]
• Ricardo Schechtman, 2009. "From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency," Working Papers Series 195, Central Bank of Brazil, Research Department. [Downloadable!]
• Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley, 2009. "Bayesian Extreme Value Mixture Modelling for Estimating VaR," Working Papers in Economics 09/15, University of Canterbury, Department of Economics. [Downloadable!]
• Item repec:cbu:wpaper:15 is not listed on IDEAS anymore

• Georges Dionne, 2009. "Structured Finance, Risk Management, and the Recent Financial Crisis," Cahiers de recherche 0944, CIRPEE. [Downloadable!]
• Ljudmila A. Bordag, 2009. "Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis," Quantitative Finance Papers 0911.0113, arXiv.org. [Downloadable!]
• Sigbjørn Atle Berg & Øyvind Eitrheim, 2009. "Bank regulation and bank crisis," Working Paper 2009/18, Norges Bank. [Downloadable!]

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