Printed from https://ideas.repec.org/n/nep-rmg/2005-07-11.html
Report NEP-RMG-2005-07-11
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:
- Andrea Resti & Andrea Sironi, 2005, "The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 548, Feb.
- Marco Taboga, 2005, "Maxmin Portfolio Choice," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 543, Feb.
- Marcello Pericoli, 2005, "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 545, Feb.
- Robert R. Bliss & George G. Kaufman, 2005, "Derivatives and systemic risk: netting, collateral, and closeout," Working Paper Series, Federal Reserve Bank of Chicago, number WP-05-03.
- Item repec:wpa:wuwpga:0507004 is not listed on IDEAS anymore
- Timothy Halliday, 2005, "Migration, Risk and Liquidity Constraints in El Salvador," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200511, revised 28 Mar 2006.