Printed from https://ideas.repec.org/n/nep-rmg/2009-11-21.html
Report NEP-RMG-2009-11-21
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:
- David Wozabal & Ronald Hochreiter, 2009, "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers, arXiv.org, number 0911.3802, Nov, revised Jan 2014.
- Ana-Maria Gavril, 2009, "Exchange Rate Risk: Heads or Tails," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 35, Nov.
- Xin Huang & Hao Zhou & Haibin Zhu, 2009, "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-44.
- Cristina Belciuganu, 2009, "Spillover effect: A study for major capital markets and Romania capital market," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 29, Oct.
- Alejandro García & Andrei Prokopiw, 2009, "Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks," Discussion Papers, Bank of Canada, number 09-12, DOI: 10.34989/sdp-2009-12.
- Item repec:hhs:bofrdp:2009_023 is not listed on IDEAS anymore
- Damiano Brigo & Andrea Pallavicini & Vasileios Papatheodorou, 2009, "Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations," Papers, arXiv.org, number 0911.3331, Nov, revised Feb 2010.
- Xin Huang & Hao Zhou & Haibin Zhu, 2009, "A framework for assessing the systemic risk of major financial institutions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-37.
- Robert Ślepaczuk & Grzegorz Zakrzewski, 2009, "Emerging versus developed volatility indices. The comparison of VIW20 and VIX indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2009-11.
- Heider, Florian & Hoerova, Marie, 2009, "Interbank lending, credit risk premia and collateral," Working Paper Series, European Central Bank, number 1107, Nov.
- Zhijie Xiao & Roger Koenker, 2009, "Conditional Quantile Estimation for GARCH Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 725, Mar.