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Report NEP-RMG-2003-06-25
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Prasanna Gai & Nicholas Vause, 2003, "Sovereign debt workouts with the IMF as delegated monitor - a common agency approach," Bank of England working papers, Bank of England, number 187, May.
- Michael R. Powers & David M. Schizer & Martin Shubik, 2003, "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1413, Apr.
- Peter Blum & Michel Dacorogna, 2003, "Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance," Risk and Insurance, University Library of Munich, Germany, number 0306002, Jun.
- Michel Dacorogna & Peter Blum, 2003, "Extreme Moves in Foreign Exchange Rates and Risk Limit Setting," Risk and Insurance, University Library of Munich, Germany, number 0306004, Jun.
- Peter Boller & Michel Dacorogna & Hubert Niggli, 2003, "How Much Reinsurance Do You Really Need? A Case Study," Risk and Insurance, University Library of Munich, Germany, number 0306001, Jun.
- Stephen P Millard & Simon J Wells, 2003, "The role of asset prices in transmitting monetary and other shocks," Bank of England working papers, Bank of England, number 188, May.
- Michel Dacorogna & Gianluca Oderda & Tobias Jung, 2003, "Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment," Risk and Insurance, University Library of Munich, Germany, number 0306003, Jun.