Report NEP-RMG-2006-08-05

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:

• Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole, 2005, "Incorporating prediction and estimation risk in point-in-time credit portfolio models," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,13.
• Memmel, Christoph & Wehn, Carsten, 2005, "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,02.
• Item repec:imf:imfwpa:06/107 is not listed on IDEAS anymore

• Tobias Adrian & Joshua V. Rosenberg, 2006, "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports, Federal Reserve Bank of New York, number 254.
• Düllmann, Klaus, 2006, "Measuring business sector concentration by an infection model," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,03.
• Brooks, Robin & Del Negro, Marco, 2005, "Firm-level evidence on international stock market comovement," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,11.
• Campbell, John Y. & Hilscher, Jens & Szilagyi, Jan, 2005, "In search of distress risk," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,27.
• Item repec:imf:imfwpa:06/139 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/148 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/134 is not listed on IDEAS anymore

• von Kalckreuth, Ulf, 2005, "A "wreckers theory" of financial distress," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,40.

Report NEP-RMG-2006-08-05

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: