Printed from https://ideas.repec.org/n/nep-rmg/2009-01-03.html
Report NEP-RMG-2009-01-03
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:
- Tom Pak-wing Fong & Chun-shan Wong, 2008, "Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models," Working Papers, Hong Kong Monetary Authority, number 0813, Oct.
- Mager, Ferdinand & Schmieder, Christian, 2008, "Stress testing of real credit portfolios," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,17.
- Khalid Bichou, 2008, "Security and Risk-Based Models in Shipping and Ports: Review and Critical Analysis," OECD/ITF Joint Transport Research Centre Discussion Papers, OECD Publishing, number 2008/20, Dec, DOI: 10.1787/228863484281.
- Item repec:pra:mprapa:12294 is not listed on IDEAS anymore
- Dinghai Xu & Tony S. Wirjanto, 2008, "An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility," Working Papers, University of Waterloo, Department of Economics, number 08008, Dec.
- Herwartz, Helmut, 2008, "Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-16.
- Item repec:hal:journl:halshs-00348881_v1 is not listed on IDEAS anymore
- Alberto Bennardo & Marco Pagano & Salvatore Piccolo, 2008, "Multiple-Bank Lending, Creditor Rights and Information Sharing," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 211, Dec, revised 28 Jul 2010.
- Ron Alquist, 2008, "How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange," Staff Working Papers, Bank of Canada, number 08-47, DOI: 10.34989/swp-2008-47.
- Item repec:hal:journl:halshs-00348810_v1 is not listed on IDEAS anymore
- Christian Calmès & Raymond Théoret, 2008, "Banking Deregulation and Financial Stability : is it Time to re-regulate in Canada ?," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042008, Oct.
- Item repec:imf:imfwpa:08/258 is not listed on IDEAS anymore
- Franz R. Hahn, 2008, "A Primer on Financial System Meltdown. The Economists' View," WIFO Working Papers, WIFO, number 333, Dec.
- Koetter, Michael & Poghosyan, Tigran, 2008, "Real estate markets and bank distress," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,18.
- Balbás, Alejandro, 2008, "Capital requirements: Are they the best solution?," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb087114, Dec.
- Peter Gordon & Harry W. Richardson, 2008, "Economic Impact Analysis of Terrorism Events: Recent Methodological Advances and Findings," OECD/ITF Joint Transport Research Centre Discussion Papers, OECD Publishing, number 2008/22, Nov, DOI: 10.1787/228775313070.