Printed from https://ideas.repec.org/n/nep-rmg/2009-08-08.html
Report NEP-RMG-2009-08-08
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:
- Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2009, "Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks," Working Paper Series, European Central Bank, number 1002, Feb.
- Drehmann, Mathias & Alessandri, Piergiorgio, 2009, "An economic capital model integrating credit and interest rate risk in the banking book," Working Paper Series, European Central Bank, number 1041, Apr.
- Scheicher, Martin & Fender, Ingo, 2009, "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series, European Central Bank, number 1056, May.
- Item repec:hal:wpaper:hal-00409030_v2 is not listed on IDEAS anymore
- Edmund Cannon & Ian Tonks, 2009, "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/610, Jul.
- Item repec:hal:wpaper:hal-00403662_v2 is not listed on IDEAS anymore
- KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian, 2009, "Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC
[Macroprudentials indicators for CEMAC banking system]," MPRA Paper, University Library of Munich, Germany, number 16555, Jul. - Charles Yuji Horioka & Shizuka Sekita, 2009, "Are Fast Court Proceedings Good or Bad ? : Evidence from Japanese Household Panel Data," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0916.
- Item repec:dnb:dnbwpp:213 is not listed on IDEAS anymore