Report NEP-RMG-2010-05-02This 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:
- Sheri Markose & Simone Giansante & Mateusz Gatkowski & Ali Rais Shaghaghi, 2010. "Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks," Working Papers 033, COMISEF.
- Jorge A. Chan-Lau, 2010. "Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal," IMF Working Papers 10/98, International Monetary Fund.
- Asli DemirgÃ¼Ã§-Kunt & Enrica Detragiache, 2010. "Basel Core Principles and Bank Risk: Does Compliance Matter?," IMF Working Papers 10/81, International Monetary Fund.
- Repullo, R. & Suarez, J., 2010. "The Procyclical Effects of Bank Capital Regulation," Discussion Paper 2010-29S, Tilburg University, Center for Economic Research.
- Nakamura, L.I. & Roszbach, K., 2010. "Credit Ratings and Bank Monitoring Ability," Discussion Paper 2010-37S, Tilburg University, Center for Economic Research.
- Manmohan Singh, 2010. "Collateral, Netting and Systemic Risk in the OTC Derivatives Market," IMF Working Papers 10/99, International Monetary Fund.
- T. C. Wong & C. H. Hui & C. F. Lo, 2009. "Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models," Working Papers 342009, Hong Kong Institute for Monetary Research.
- Dobrin, Marinica, 2010. "Role of financial statements as management tools to companies that use and exploit natural resources," Papers 2010/55, Osterreichish-Rumanischer Akademischer Verein.
- Madalina Andreica & Mugurel Ionut Andreica & Marin Andreica, 2009. "Using Financial Ratios to Identify Romanian Distressed Companies," Post-Print hal-00474278, HAL.
- Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
- Knapp, S. & Velden, M. van de, 2010. "Visualization of Ship Risk Profiles for the Shipping Industry," Research Paper ERS-2010-013-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Leonardo Martinez & Horacio Sapriza & Juan Carlos Hatchondo, 2010. "Quantitative Properties of Sovereign Default Models: Solution Methods Matter," IMF Working Papers 10/100, International Monetary Fund.