Printed from https://ideas.repec.org/n/nep-rmg/2009-10-17.html
Report NEP-RMG-2009-10-17
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:
- Sylvain Prado, 2009, "Hedging residual value risk using derivatives," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-31.
- Dima Rahman, 2009, "Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-34.
- Igor Halperin, 2009, "Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives," Papers, arXiv.org, number 0910.2696, Oct.
- Amedeo Argentiero, 2009, "Some New Evidence on the Role of Collateral: Lazy Banks or Diligent Banks?," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 113, Jul.
- Matthias Degen & Dominik D. Lambrigger & Johan Segers, 2009, "Risk Concentration and Diversification: Second-Order Properties," Papers, arXiv.org, number 0910.2367, Oct, revised Dec 2009.
- Shige Peng & Xiaoming Xu, 2009, "BSDEs with random default time and their applications to default risk," Papers, arXiv.org, number 0910.2091, Oct.
- Sven P. Jost, 2009, "Transfer Pricing Risk Awareness of Multinational Corporations - Evidence from a Global Survey," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-21, Sep.
- Linnéa Lundberg & Jiri Novak & Maria Vikman, 2009, "Ethical vs. Non-Ethical – Is There a Difference? Analyzing Performance of Ethical and Non-Ethical Investment Funds," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/22, Sep, revised Sep 2009.
- Item repec:hum:wpaper:sfb649dp2009-046 is not listed on IDEAS anymore
- Item repec:dlw:wpaper:09-07. is not listed on IDEAS anymore
- Jérôme Coffinet & Lin, S. & Martin, C., 2009, "Stress testing French banks' income subcomponents," Working papers, Banque de France, number 242.
- Bunda, Irina & Ca' Zorzi, Michele, 2009, "Signals from housing and lending booms," Working Paper Series, European Central Bank, number 1094, Sep.
- Silvia Rashad Gad Tadros, 2009, "Measuring the Quality of Banking Regulation in Egypt," Working Papers, The German University in Cairo, Faculty of Management Technology, number 17, Oct.
- M. Piacquadio & F. O. Redelico, 2009, "Multifractal analysis and instability index of prior-to-crash market situations," Papers, arXiv.org, number 0910.2474, Oct.