Report NEP-RMG-2013-04-06This 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:
- Karl-Theodor Eisele & Philippe Artzner, 2013. "Multiperiod Banking Supervision," Working Papers of LaRGE Research Center 2013-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg (France).
- Karl-Theodor Eisele & Michael Kupper, 2013. "Asymptotically Stable Dynamic Risk Assessments," Working Papers of LaRGE Research Center 2013-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg (France).
- Federico Parmeggiani, 2013. "Rating Triggers, Market Risk and the Need for More Regulation," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 1301, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
- Ray Barrell & Dilruba Karim, 2012. "What should we do about (Macro) Pru? Macro Prudential Policy and Credit," FMG Special Papers sp217, Financial Markets Group.
- Konstantinos Spiliopoulos & Justin A. Sirignano & Kay Giesecke, 2013. "Fluctuation Analysis for the Loss From Default," Science & Finance (CFM) working paper archive 1304.1420, Science & Finance, Capital Fund Management, revised Oct 2013.
- Diamondopoulos, John, 2012. "To what extent are financial crises comparable and thus predictable?," MPRA Paper 45668, University Library of Munich, Germany.