Report NEP-RMG-2008-05-05

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Antonella Basso & Riccardo Gusso, 2008, "A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 162, Apr.
• Item repec:ecb:ecbwps:20080881 is not listed on IDEAS anymore

• Michael Mah-Hui Lim, 2008, "Old Wine in a New Bottle: Subprime Mortgage Crisis—Causes and Consequences," Economics Working Paper Archive, Levy Economics Institute, number wp_532, Apr.
• Riccardo Gusso & Uwe Schmock, 2008, "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 163, Apr.

Report NEP-RMG-2008-05-05

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: