Report NEP-RMG-2009-11-27

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:

• Repullo, Rafael & Saurina, Jesús & Trucharte, Carlos, 2009, "Mitigating the Procyclicality of Basel II," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7382, Jul.
• Kurt Hess & Arthur Grimes, 2009, "Commercial Bank Loan Loss Recoveries," Working Papers in Economics, University of Waikato, number 09/09, Nov.
• Agur, Itai, 2009, "Regulatory Competition and Bank Risk Taking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7524, Oct.
• Cyril Coste & Raphael Douady & Ilija I. Zovko, 2009, "The StressVaR: A New Risk Concept for Superior Fund Allocation," Papers, arXiv.org, number 0911.4030, Nov.
• Item repec:imf:imfwpa:09/230 is not listed on IDEAS anymore

• Bernardo da Veiga & Felix Chan & Michael McAleer, 2009, "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-683, Oct.
• Pedersen, Lasse Heje, 2009, "When Everyone Runs for the Exit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7436, Aug.
• Olga Bourachnikova & Nurmukhammad Yusupov, 2009, "Symmetric vs. Downside Risk: Does It Matter for Portfolio Choice?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2009-13.
• Demirguc-Kunt, Asli & Detragiache, Enrica, 2009, "Basel core principles and bank soundness : does compliance matter ?," Policy Research Working Paper Series, The World Bank, number 5129, Nov.
• Item repec:imf:imfwpa:09/254 is not listed on IDEAS anymore

• Huizinga, Harry & Laeven, Luc, 2009, "Accounting discretion of banks during a financial crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7381, Jul.
• Item repec:imf:imfwpa:09/233 is not listed on IDEAS anymore

• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009, "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-32, Nov.
• Onur Olgun & Ý. Hakan Yetkiner, 2009, "The Superiority of Time-Varying Hedge Ratios in Turkish Futures," Working Papers, Izmir University of Economics, number 0907, Nov.
• Item repec:imf:imfwpa:09/229 is not listed on IDEAS anymore

Report NEP-RMG-2009-11-27

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: