Printed from https://ideas.repec.org/n/nep-rmg/2007-12-01.html
Report NEP-RMG-2007-12-01
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:
- Item repec:hhs:bofrdp:2007_020 is not listed on IDEAS anymore
- Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-31, Oct.
- Dimitris Politis & Dimitrios Thomakos, 2007, "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers, University of Peloponnese, Department of Economics, number 0005.
- Balázs Zsámboki, 2007, "Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2007/67.
- Fathi, Abid & Nader, Naifar, 2007, "Price Calibration of basket default swap: Evidence from Japanese market," MPRA Paper, University Library of Munich, Germany, number 6013, Sep.
- Fathi, Abid & Nader, Naifar, 2007, "Copula based simulation procedures for pricing basket Credit Derivatives," MPRA Paper, University Library of Munich, Germany, number 6014, Mar.
- Bhattacharya, Sudipto & Chiesa, Gabriella, 2007, "Optimal Credit Risk Transfer, Monitored Finance and Real Investment Activity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6584, Nov.
- Ricardo Schechtman, 2007, "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series, Central Bank of Brazil, Research Department, number 149, Oct.
- Pauline Barrieu & Henri Loubergé, 2007, "Hybrid Cat-bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-27, Sep.
- Kateryna Shapovalova & Alexander Subbotin, 2007, "Investigating value and growth: what labels hide?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07066, Nov.
- Dominique Guegan, 2007, "Global and local stationary modelling in finance: theory and empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07053, Apr.
- Alan Cosme Rodrigues da Silva & Eduardo Facó Lemgruber & José Alberto Rebello Baranowski & Renato da Silva Carvalho, 2007, "Análise da Coerência de Medidas de Risco no Mercado Brasileiro de Ações e Desenvolvimento de uma Metodologia Híbrida para o Expected Shortfall," Working Papers Series, Central Bank of Brazil, Research Department, number 142, Aug.
- Dale F. Gray & Robert C. Merton & Zvi Bodie, 2007, "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," NBER Working Papers, National Bureau of Economic Research, Inc, number 13607, Nov.
- Item repec:gra:fegper:02/07 is not listed on IDEAS anymore
- Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang, 2007, "The Stability-Concentration Relationship in the Brazilian Banking System," Working Papers Series, Central Bank of Brazil, Research Department, number 145, Oct.