Report NEP-RMG-2012-07-29This 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:
- Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2012. "A network model of financial system resilience," Bank of England working papers 458, Bank of England.
- Gabriela Flores & Owen O'Donnell, 2012. "Catastrophic Medical Expenditure Risk," Tinbergen Institute Discussion Papers 12-078/3, Tinbergen Institute.
- De Koning, Kees, 2012. "The savings paradox or managing financial, economic or financial risks," MPRA Paper 40146, University Library of Munich, Germany.
- Mili, Mehdi, 2012. "Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach," Economics Discussion Papers 2012-33, Kiel Institute for the World Economy.
- Siyi Zhu, 2011. "Is there a 'race to the bottom' in central counterparties competition?," DNB Occasional Studies 906, Netherlands Central Bank, Research Department.
- Lawless, Martina & McCann, Fergal, 2012. "Determinants of default: Evidence from a sector-level panel of Irish SME loans," Research Technical Papers 03/RT/12, Central Bank of Ireland.
- Hyun Song Shin, 2012. "Adapting Macropudential Policies to Global Liquidity Conditions," Working Papers Central Bank of Chile 671, Central Bank of Chile.
- Adriana Soares Sales & Waldyr D. Areosa & Marta B. M. Areosa, 2012. "Some Financial Stability Indicators for Brazil," Working Papers Series 287, Central Bank of Brazil, Research Department.
- Simon Cornée, 2012. "The Relevance of Soft Information for Predicting Small Business Credit Default: Evidence from a Social Bank," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201226, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- João Medeiros, 2012. "Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for a selected number of countries," European Economy - Economic Papers 459, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
- Enrique Mendoza & Marco Terrones, 2012. "An Anatomy of Credit Booms and their Demise," Working Papers Central Bank of Chile 670, Central Bank of Chile.