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