Report NEP-RMG-2012-04-10This 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:
- Suleyman Basak & Georgy Chabakauri, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," FMG Discussion Papers dp680, Financial Markets Group.
- Sara Cecchetti & Antonio Di Cesare, 2012. "The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds," Papers 1203.6723, arXiv.org.
- Arturo Galindo & Liliana Rojas-Suárez & Marielle del Valle, 2011. "Capital Requirements under Basel III in Andean Countries: The Cases of Bolivia, Colombia, Ecuador and Peru," IDB Publications 65038, Inter-American Development Bank.
- Maik Dierkes & Carsten Erner & Thomas Langer & Lars Norden, 2012. "Business credit information sharing and default risk of private firms," Mo.Fi.R. Working Papers 64, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Gropp, R. & Grundl, C. & Guttler, A., 2012. "Does Discretion in Lending Increase Bank Risk? Borrower Self-Selection and Loan Officer Capture Effects," Discussion Paper 2012-030, Tilburg University, Center for Economic Research.
- Li, Jia, 2012. "On the Empirics of China's Inter-regional Risk Sharing," MPRA Paper 37805, University Library of Munich, Germany.
- Amnon Schreiber, 2012. "An Economic Index of Relative Riskiness," Discussion Paper Series dp597, The Center for the Study of Rationality, Hebrew University, Jerusalem.