Printed from https://ideas.repec.org/n/nep-rmg/2009-09-19.html
Report NEP-RMG-2009-09-19
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:
- Erie Febrian & Aldrin Herwany, 2009, "Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200907, Sep, revised Sep 2009.
- Keel, Simon & Ardia, David, 2009, "Generalized Marginal Risk," MPRA Paper, University Library of Munich, Germany, number 17258, Sep.
- Antonio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves, 2009, "Loss Given Default: um estudo sobre perdas em operações prefixadas no mercado brasileiro," Working Papers Series, Central Bank of Brazil, Research Department, number 193, Sep.
- Aldrin Herwany & Erie Febrian, 2009, "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200909, Sep, revised Sep 2009.
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009, "Value-at-Risk for Country Risk Ratings," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-659, Sep.
- Erie Febrian & Aldrin Herwany, 2009, "Forecasting Stocks of Government Owned Companies (GOCS):Volatility Modeling," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200908, Sep, revised Sep 2009.
- Erie Febrian & Aldrin Herwany, 2009, "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200911, Sep, revised Sep 2009.
- Johannes Schoder & Michele Sennhauser & Peter Zweifel, 2009, "Fine Tuning of Health Insurance Regulation: Unhealthy Consequences for an Individual Insurer," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0916, Sep.
- Clodoaldo Aparecido Annibal, 2009, "Inadimplência do Setor Bancário Brasileiro: uma avaliação de suas medidas," Working Papers Series, Central Bank of Brazil, Research Department, number 192, Sep.
- Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub, 2009, "Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros," Working Papers Series, Central Bank of Brazil, Research Department, number 191, Sep.
- Böger, Andreas & Heidorn, Thomas & Rupprecht, Stephan, 2009, "Einführung in das Kapitalstrukturmanagement," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 121.
- Item repec:pra:mprapa:17299 is not listed on IDEAS anymore
- Patrick Eugster & Michele Sennhauser & Peter Zweifel, 2009, "Capping Risk Adjustment?," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0915, Sep.
- Schalast, Christoph & Bolder, Markus & Radünz, Claus & Siepmann, Stephanie & Weber, Thorsten, 2009, "Transaktionen und Servicing in der Finanzkrise: Berichte und Referate des Frankfurt School NPL Forums 2008," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 112.