Printed from https://ideas.repec.org/n/nep-rmg/2009-11-07.html
Report NEP-RMG-2009-11-07
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:bgse24_2009 is not listed on IDEAS anymore
- Mikhail Voropaev, 2009, "Analytical Framework for Credit Portfolios. Part I: Systematic Risk," Papers, arXiv.org, number 0911.0223, Nov, revised Jul 2011.
- Christopher F Baum & Chi Wan, 2009, "Macroeconomic Uncertainty and Credit Default Swap Spreads," Boston College Working Papers in Economics, Boston College Department of Economics, number 724, Nov, revised 03 Mar 2010.
- Ricardo Schechtman, 2009, "From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency," Working Papers Series, Central Bank of Brazil, Research Department, number 195, Oct.
- Xin Zhao & Carl John Scarrott & Marco Reale & Les Oxley, 2009, "Bayesian Extreme Value Mixture Modelling for Estimating VaR," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 09/15, Oct.
- Item repec:cbu:wpaper:15 is not listed on IDEAS anymore
- Georges Dionne, 2009, "Structured Finance, Risk Management, and the Recent Financial Crisis," Cahiers de recherche, CIRPEE, number 0944.
- Ljudmila A. Bordag, 2009, "Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis," Papers, arXiv.org, number 0911.0113, Oct, revised Feb 2010.
- Sigbjørn Atle Berg & Øyvind Eitrheim, 2009, "Bank regulation and bank crisis," Working Paper, Norges Bank, number 2009/18, Oct.