Report NEP-RMG-2011-06-18This 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:
- Ojo, Marianne, 2011. "Financial stability, new macro prudential arrangements and shadow banking: regulatory arbitrage and stringent Basel III regulations," MPRA Paper 31319, University Library of Munich, Germany.
- Santiago Moreno-Bromberg & Traian Pirvu & Anthony R\'eveillac, 2011. "CRRA Utility Maximization under Risk Constraints," Science & Finance (CFM) working paper archive 1106.1702, Science & Finance, Capital Fund Management, revised Mar 2012.
- Rodrigo A. Alfaro. & Andrés Sagner & Carmen G. Silva, 2011. "Aplicaciones del Modelo Binomial para el Análisis de Riesgo," Working Papers Central Bank of Chile 631, Central Bank of Chile.
- Peter Csoka & Miklos Pinter, 2011. "On the Impossibility of Fair Risk Allocation," IEHAS Discussion Papers 1117, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
- Alexandra Girod & Olivier Bruno, 2011. "Bank optimal portfolio risk level under various regulatory requirements," Documents de Travail de l'OFCE 2011-06, Observatoire Francais des Conjonctures Economiques (OFCE).
- Andrés Sagner, 2011. "El Índice Cartera Vencida como Medida de Riesgo de Crédito: Análisis y Aplicación al Caso de Chile," Working Papers Central Bank of Chile 618, Central Bank of Chile.
- Alena Bicakova & Zuzana Prelcova & Renata Pasalicova, 2010. "Who Borrows and Who May Not Repay?," Working Papers 2010/10, Czech National Bank, Research Department.
- Ansgar Belke & Christian Gokus, 2011. "Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions," Ruhr Economic Papers 0243, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Wei Li & Fengzhong Wang & Shlomo Havlin & H. Eugene Stanley, 2011. "Financial factor influence on scaling and memory of trading volume in stock market," Science & Finance (CFM) working paper archive 1106.1415, Science & Finance, Capital Fund Management.
- Stavros Peristiani & Vanessa Savino, 2011. "Are credit default swaps associated with higher corporate defaults?," Staff Reports 494, Federal Reserve Bank of New York.
- Item repec:cms:2icb11:2011-075 is not listed on IDEAS anymore