Report NEP-RMG-2007-09-02

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Berndt, Antje & Obreja, Iulian, 2007. "The pricing of risk in European credit and corporate bond markets," Working Paper Series 0805, European Central Bank.
• J. Annaert & G. Deelstra & D. Heyman & M. Vanmaele, 2007. "Risk management of a bond portfolio using options," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/465, Ghent University, Faculty of Economics and Business Administration.
• Spargoli, Fabrizio & Zagaglia, Paolo, 2007. "Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations," Research Papers in Economics 2007:16, Stockholm University, Department of Economics.
• Item repec:hhs:bofitp:2007_017 is not listed on IDEAS anymore

• Haibin Zhu, 2007. "Capital regulation and banks' financial decisions," BIS Working Papers 232, Bank for International Settlements.