Printed from https://ideas.repec.org/n/nep-rmg/2009-08-16.html
Report NEP-RMG-2009-08-16
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:bon:bonedp:bgse10_2009 is not listed on IDEAS anymore
- Ojo, Marianne, 2009, "The responsive approach by the Basel Committee (on Banking Supervision) to regulation: Meta risk regulation, the Internal Ratings Based Approaches and the Advanced Measurement Approaches," MPRA Paper, University Library of Munich, Germany, number 16752, Aug.
- Iglesias, Emma M. & Linton, Oliver, 2009, "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we094726, Jun.
- Liu, Lili & Tan, Kim Song, 2009, "Subnational credit ratings : a comparative review," Policy Research Working Paper Series, The World Bank, number 5013, Aug.
- Item repec:bon:bonedp:bgse19_2009 is not listed on IDEAS anymore
- Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009, "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 47, Jul.
- Altunbas, Yener & Gambacorta, Leonardo & Marqués-Ibáñez, David, 2009, "Bank risk and monetary policy," Working Paper Series, European Central Bank, number 1075, Jul.
- Peter Christoffersen & Steven Heston & Kris Jacobs, 2009, "The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-34, Jun.