Printed from https://ideas.repec.org/n/nep-rmg/2009-06-17.html
Report NEP-RMG-2009-06-17
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:
- Item repec:pra:mprapa:15545 is not listed on IDEAS anymore
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09034, May.
- Li, Yadong, 2009, "A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery," MPRA Paper, University Library of Munich, Germany, number 14919, Feb, revised 02 Apr 2009.
- Item repec:pra:mprapa:15544 is not listed on IDEAS anymore
- Marius Vorniceanu & Brindusa Covaci & Cristinel Claudiu Cocosatu, 2009, "Credit Risk In Financing Sme In Romania," Papers, Osterreichish-Rumanischer Akademischer Verein, number 2009/24, Jun.
- Item repec:ecb:ecbwps:200901056 is not listed on IDEAS anymore
- Kateryna Shapovalova & Alexander Subbotin, 2009, "Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09037, May.
- Item repec:hum:wpaper:sfb649dp2009-031 is not listed on IDEAS anymore
- Ivan DE NONI & Antonio LORENZON & Luigi ORSI, 2007, "Measuring and managing credit risk in SMEs: a quantitative and qualitative rating model," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-36, Oct.
- Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09033, May.
- Arnaldo MAURI & Claudia Gabriela BAICU, 2008, "Evaluarea expunerii firmelor la riscul valutar; consideratii generale (General remarks on the assessment of foreign exchange risk exposure of firms)," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-02, Feb.
- Stavros Panageas, 2009, "Bailouts, the Incentive to Manage Risk, and Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 15058, Jun.
- Item repec:pra:mprapa:15707 is not listed on IDEAS anymore
- Hart, Oliver & Zingales, Luigi, 2009, "A New Capital Regulation For Large Financial Institutions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7298, Jun.
- Anton Korinek, 2009, "Systemic Risk: Amplification Effects, Externalities, and Policy Responses," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 155, May.
- Jan Toporowski, 2009, "'Enforced Indebtedness' and Capital Adequacy Requirements," Economics Policy Note Archive, Levy Economics Institute, number 09-7, May.
- Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009, "Crash Risk in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15062, Jun.
- Paul D. Sclavounos & Per Einar Ellefsen, 2009, "Multi-Factor Model of Correlated Commodity - Forward Curves for Crude Oil and Shipping Markets," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0902, Mar.