Report NEP-RMG-2012-12-15This 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:
- Item repec:hit:hcfrwp:1 is not listed on IDEAS anymore
- Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems," Discussion Paper 2012-091, Tilburg University, Center for Economic Research.
- Ghada Zgolli, 2012. "Les Dérivés de Crédit: Étude Des Répercussions de la Prime de Risque de la Variance (PRV) Sur Les (Credit Default Swap)," Working Papers halshs-00761733, HAL.
- Howard Kunreuther & Geoffrey Heal & Myles Allen & Ottmar Edenhofer & Christopher B. Field & Gary Yohe, 2012. "Risk Management and Climate Change," NBER Working Papers 18607, National Bureau of Economic Research, Inc.
- Francois Gourio, 2012. "Credit risk and disaster risk," Working Paper Series WP-2012-07, Federal Reserve Bank of Chicago.
- Patrice Muller & Graham Bishop & Shaan Devnani & Mark Lewis & Rohit Ladher, 2012. "Non-bank financial institutions: assessment of their impact on the stability of the financial system," European Economy - Economic Papers 472, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
- Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "Bargaining for Over-The Counter Risk Redistributions: The Case of Longevity Risk," Discussion Paper 2012-090, Tilburg University, Center for Economic Research.
- Jacopo Cimadomo & Sebastian Hauptmeier & Tom Zimmermann, 2012. "Fiscal Consolidations and Banking Stability," Working Papers 2012-32, CEPII research center.