Report NEP-RMG-2013-08-10This 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:
- Item repec:dgr:eureir:1765040777 is not listed on IDEAS anymore
- Teruyoshi Kobayashi, 2013. "Network versus portfolio structure in financial systems," Papers 1308.0773, arXiv.org.
- Ojo, Marianne, 2013. "Leverage ratios and Basel III: proposed Basel III leverage and supplementary leverage ratios," MPRA Paper 48733, University Library of Munich, Germany.
- Bo Becker & Marcus Opp, 2013. "Replacing Ratings," NBER Working Papers 19257, National Bureau of Economic Research, Inc.
- Giorgio Stefano Bertinetti & Elisa Cavezzali & Gloria Gardenal, 2013. "The effect of the enterprise risk management implementation on the firm value of European companies," Working Papers 10, Department of Management, Università Ca' Foscari Venezia.
- Zaiwen Wen & Xianhua Peng & Xin Liu & Xiaoling Sun & Xiaodi Bai, 2013. "Asset Allocation under the Basel Accord Risk Measures," Papers 1308.1321, arXiv.org.
- Teruyoshi Kobayashi & Kohei Hasui, 2013. "Efficient immunization strategies to prevent financial contagion," Papers 1308.0652, arXiv.org, revised Dec 2013.
- Dorival Le\~ao & Alberto Ohashi & Vinicius Siqueira, 2013. "A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility," Papers 1308.1704, arXiv.org, revised Aug 2013.
- Ojo, Marianne, 2013. "The Basel capital adequacy and regulatory framework: balancing risk sensitivity, simplicity and comparability," MPRA Paper 48790, University Library of Munich, Germany.
- Silvia Angilella & Sebastiano Mazz\`u, 2013. "The Financing of Innovative SMEs: a multicriteria credit rating model," Papers 1308.0889, arXiv.org.
- Nassim N. Taleb & Constantine Sandis, 2013. "The Skin In The Game Heuristic for Protection Against Tail Events," Papers 1308.0958, arXiv.org, revised Jan 2014.
- Christophe Courbage & Henry Loubergé & Richard Peter, 2013. "Optimal Prevention for Correlated Risks," Research Papers by the Department of Economics, University of Geneva 13071, Département des Sciences Économiques, Université de Genève.
- Siddiqi, Hammad, 2013. "Analogy Making, Option Prices, and Implied Volatility," MPRA Paper 48862, University Library of Munich, Germany.