Report NEP-RMG-2010-10-16This 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:
- Li-Gang Liu & Changchun Hua, 2010. "Risk-return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings," Working Papers id:2944, eSocialSciences.
- Marta Cardin & Miguel Couceiro, 2010. "An Ordinal Approach to Risk Measurement," Working Papers 200, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," KIER Working Papers 726, Kyoto University, Institute of Economic Research.
- Jemma Dridi & Maher Hasan, 2010. "The Effects of the Global Crisis on Islamic and Conventional Banks: A Comparative Study," IMF Working Papers 10/201, International Monetary Fund.
- Fabian Valencia, 2010. "Bank Capital and Uncertainty," IMF Working Papers 10/208, International Monetary Fund.
- Thorsten V. Koeppl & Cyril Monnet, 2010. "The emergence and future of central counterparties," Working Papers 10-30, Federal Reserve Bank of Philadelphia.
- Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Cross-Sectional Performance Measure for Portfolio Management," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00523466, HAL.
- Satyajit Chatterjee & Felicia Ionescu, 2010. "Insuring student loans against the risk of college failure," Working Papers 10-31, Federal Reserve Bank of Philadelphia.
- Item repec:tcu:wpaper:1001 is not listed on IDEAS anymore