Report NEP-RMG-2012-06-05This 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:
- Simone Farinelli & Mykhaylo Shkolnikov, 2012. "Two Models of Stochastic Loss Given Default," Papers 1205.5369, arXiv.org, revised May 2012.
- Morone, Marco & Cornaglia, Anna & Mignola, Giulio, 2012. "Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach," MPRA Paper 39119, University Library of Munich, Germany.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," SIRE Discussion Papers 2011-26, Scottish Institute for Research in Economics (SIRE).
- Maria J. Nieto & Gillian G. Garcia, 2012. "The Insufficiency of Traditional Safety Nets: What Bank Resolution Fund for Europe?," FMG Special Papers sp209, Financial Markets Group.
- Jair Ojeda-Joya & José E. Gómez-González, 2012. "The Term-Structure of Sovereign Default Risk in Colombia and its Determinants," BORRADORES DE ECONOMIA 009603, BANCO DE LA REPÚBLICA.
- Kapp, Daniel & Vega, Marco, 2012. "The Real Output Costs of Financial Crisis: A Loss Distribution Approach," Working Papers 2012-013, Banco Central de Reserva del Perú.
- Nguyen, Pascal, 2012. "The impact of foreign investors on the risk-taking of Japanese firms," MPRA Paper 38991, University Library of Munich, Germany.
- Nakano, Makoto & Nguyen, Pascal, 2012. "Board size and corporate risk-taking: Further evidence from Japan," MPRA Paper 38990, University Library of Munich, Germany.