Report NEP-RMG-2008-08-14This 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:
- Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer, 2006. "The Effects of Derivatives on Firm Risk and Value," MPRA Paper 9831, University Library of Munich, Germany, revised 24 Jul 2008.
- Varsanyi, Zoltan, 2008. "Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time," MPRA Paper 9918, University Library of Munich, Germany.
- Lucio Rodrigues Capelletto & Eliseu Martins & Luiz João Corrar, 2008. "Mensuração do Risco Sistêmico no Setor Bancário com Variáveis Contábeis e Econômicas," Working Papers Series 169, Central Bank of Brazil, Research Department.