Report NEP-RMG-2008-03-01This 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.
The following items were announced in this report:
- Andreas Jobst, 2007. "Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose," IMF Working Papers 07/239, International Monetary Fund.
- Andreas Jobst, 2007. "Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting," IMF Working Papers 07/254, International Monetary Fund.
- Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée.
- Dale F. Gray & Elena Loukoianova & Samuel W. Malone & Cheng Hoon Lim, 2008. "A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty," IMF Working Papers 08/40, International Monetary Fund.
- Haas, Markus & Mittnik, Stefan, 2008. "Multivariate regimeswitching GARCH with an application to international stock markets," CFS Working Paper Series 2008/08, Center for Financial Studies (CFS).
- DeLisle Worrell & Andrea M. Maechler & Srobona Mitra, 2007. "Decomposing Financial Risks and Vulnerabilities in Eastern Europe," IMF Working Papers 07/248, International Monetary Fund.
- Item repec:dgr:nijrep:2008-01 is not listed on IDEAS anymore
- Amadou N. R. Sy, 2007. "Capital Account Convertibility and Risk Management in India," IMF Working Papers 07/251, International Monetary Fund.
- Faezeh Raei & Selim Cakir, 2007. "Sukuk vs. Eurobonds: Is There a Difference in Value-at-Risk?," IMF Working Papers 07/237, International Monetary Fund.
- Günter Franke & Harris Schlesinger & Richard Stapleton, 2007. "Non-Market Wealth, Background Risk and Portfolio Choice," CoFE Discussion Paper 07-11, Center of Finance and Econometrics, University of Konstanz.
- Item repec:cdl:ucsbec:10-07 is not listed on IDEAS anymore
- Martin CihÃ¡k & Heiko Hesse, 2008. "Islamic Banks and Financial Stability: An Empirical Analysis," IMF Working Papers 08/16, International Monetary Fund.