Report NEP-RMG-2009-07-28This 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:
- Jan Pieter Krahnen & Christian Wilde, 2009. "CDOs and Systematic Risk: Why bond ratings are inadequate," Working Paper Series: Finance and Accounting 203, Department of Finance, Goethe University Frankfurt am Main.
- O. De Jonghe, 2009. "Back to the Basics in Banking? A Micro-Analysis of Banking System Stability," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/579, Ghent University, Faculty of Economics and Business Administration.
- Judit Montoriol-Garriga & Evan G. Sekeris, 2009. "A question of liquidity: the great banking run of 2008?," Risk and Policy Analysis Unit Working Paper QAU09-4, Federal Reserve Bank of Boston.
- Andrea Beltratti & René M. Stulz, 2009. "Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation," NBER Working Papers 15180, National Bureau of Economic Research, Inc.
- Frank Partnoy, 2009. "Overdependence on Credit Ratings Was a Primary Cause of the Crisis," Working Papers 2009.27, Fondazione Eni Enrico Mattei.
- Michel Aglietta & Laurence Scialom, 2009. "A systemic approach to financial regulation: a European perspective," EconomiX Working Papers 2009-29, University of Paris Nanterre, EconomiX.
- W. Laurier & G. Poels, 2009. "Simulating Liquidity in Value and Supply Chains," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/574, Ghent University, Faculty of Economics and Business Administration.