Printed from https://ideas.repec.org/n/nep-rmg/2007-06-02.html
Report NEP-RMG-2007-06-02
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:
- Theodore M. Barnhill & Marcos R. Souto & Benjamin M. Tabak, 2006, "An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks," Working Papers Series, Central Bank of Brazil, Research Department, number 117, Sep.
- José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006, "Risk Premium: Insights Over The Threshold," Working Papers Series, Central Bank of Brazil, Research Department, number 126, Dec.
- Grané Chávez, Aurea & Veiga, Helena, 2007, "Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws074713, May.
- Item repec:chf:rpseri:rp15 is not listed on IDEAS anymore
- Marcelo Y. Takami & Benjamin M. Tabak, 2007, "Evaluation of Default Risk for The Brazilian Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 135, May.
- Gilneu F. A. Vivan & Benjamin M. Tabak, 2007, "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series, Central Bank of Brazil, Research Department, number 133, Mar.
- Fulop, Andras, 2006, "Feedback Effects of Rating Downgrades," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06016, Oct.
- Jaqueline Terra Moura Marins & Eduardo Saliby, 2007, "Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling," Working Papers Series, Central Bank of Brazil, Research Department, number 132, Mar.
- Duan, Jin-Chuan & Fulop, Andras, 2006, "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06015, Oct.
- Angelo Marsiglia Fasolo, 2006, "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 112, Jul.
- Aloísio P. Araújo & José Valentim M. Vicente, 2006, "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series, Central Bank of Brazil, Research Department, number 118, Oct.
- Benjamin M. Tabak, 2006, "The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 124, Nov.
- Item repec:imf:imfwpa:07/20 is not listed on IDEAS anymore
- Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007, "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13121, May.