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Report NEP-RMG-2007-01-14
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:
- Aragon, Aker, 2004, "Discriminant Analysys of Default Risk," MPRA Paper, University Library of Munich, Germany, number 1002, Oct, revised 29 Nov 2006.
- Alexandros E. Milionis, 2006, "An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing," Working Papers, Bank of Greece, number 50, Nov.
- Delfiner, Miguel & Lippi, Claudia & Pailhé, Cristina, 2006, "La administración del riesgo de liquidez en las entidades financieras: mejores prácticas internacionales y experiencias (In Spanish)
[Liquidity risk management in banks: international best practices and cases (In Spanish)]," MPRA Paper, University Library of Munich, Germany, number 1168, Oct, revised Oct 2006. - Varsanyi, Zoltan, 2006, "The Basel II IRB approach revisited: do we use the correct model?," MPRA Paper, University Library of Munich, Germany, number 1244, Aug.
- Situngkir, Hokky & Surya, Yohanes, 2006, "Kerangka Kerja Ekonofisika dalam Basel II," MPRA Paper, University Library of Munich, Germany, number 896, Jun.
- Enrique, Navarrete, 2006, "Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods," MPRA Paper, University Library of Munich, Germany, number 1369, Oct.
- Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006, "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 777.
- Richard K. Green & George M. Jabbour & Yi-Kang Liu, 2006, "The Performance of Default Risk Structural Models on Commercial Mortgages: An Empirical Investigation," Working Papers, School of Business, The George Washington University, number 0014, Dec.
- Lux, Thomas & Kaizoji, Taisei, 2006, "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-13.