Report NEP-RMG-2011-08-22This 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, 2010. "BASEL III: responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework (Part 1)," MPRA Paper 32869, University Library of Munich, Germany, revised Aug 2011.
- Perotti, Enrico C & Ratnovski, Lev & Vlahu, Razvan, 2011. "Capital Regulation and Tail Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8526, C.E.P.R. Discussion Papers.
- Canestraro, Davide & Dacorogna, Michel, 2010. "Estimating the risk-adjusted capital is an affair in the tails," MPRA Paper 32831, University Library of Munich, Germany.
- Geurdes, Han / J.F., 2011. "Macro-economy in models for default probability," MPRA Paper 32666, University Library of Munich, Germany.
- Luca Antonio Ricci & Marcos Chamon & Yuanyan Sophia Zhang, 2011. "Country Insurance Using Financial Instruments," IMF Working Papers, International Monetary Fund 11/169, International Monetary Fund.
- International Monetary Fund, 2011. "Possible Unintended Consequences of Basel III and Solvency II," IMF Working Papers, International Monetary Fund 11/187, International Monetary Fund.
- Darrell Duffie, 2011. "Systemic Risk Exposures: A 10-by-10-by-10 Approach," NBER Working Papers 17281, National Bureau of Economic Research, Inc.
- International Monetary Fund, 2011. "Policy Instruments to Lean Against the Wind in Latin America," IMF Working Papers, International Monetary Fund 11/159, International Monetary Fund.
- Kartik Anand & Prasanna Gai & Sujit Kapadia & Simon Brennan & Matthew Willison, 2011. "A Network Model of Financial System Resilience," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2011-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Armen Hovakimian & Ayla Kayhan & Sheridan Titman, 2011. "Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?," NBER Working Papers 17290, National Bureau of Economic Research, Inc.