Report NEP-RMG-2008-07-14This 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:
- Petr Kadeřábek & Aleš Slabý & Josef Vodička, 2008. "Stress Testing of Probability of Default of Individuals," Working Papers IES 2008/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2008.
- Allen Berger & Robert DeYoung & Mark Flannery & David Lee & Ozde Oztekin, 2008. "How do large banking organizations manage their capital ratio?," Research Working Paper RWP 08-01, Federal Reserve Bank of Kansas City.
- Susanto Basu & Robert Inklaar & J. Christina Wang, 2008. "The value of risk: measuring the service output of U. S. commercial banks," Working Papers 08-4, Federal Reserve Bank of Boston.
- Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008. "Common Risk Factors in Currency Markets," NBER Working Papers 14082, National Bureau of Economic Research, Inc.