Report NEP-RMG-2009-12-11This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Item repec:dgr:eureir:1765017309 is not listed on IDEAS anymore
- Ruiz, Esther & Nogales, Francisco J. & Santos, André A. P., 2009. "Comparing univariate and multivariate models to forecast portfolio value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws097222, Universidad Carlos III de Madrid. Departamento de Estadística.
- Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384398, HAL.
- Jokivuolle, Esa & Virén, Matti & Vähämaa, Oskari, 2009. "Transmission of macro shocks to loan losses in a deep crisis: the case of Finland," Research Discussion Papers 26/2009, Bank of Finland.
- Item repec:hhs:bofrdp:2009_025 is not listed on IDEAS anymore
- Vauhkonen, Jukka, 2009. "Bank safety under Basel II capital requirements," Research Discussion Papers 29/2009, Bank of Finland.
- Item repec:hal:wpaper:hal-00433883_v1 is not listed on IDEAS anymore
- Klaus, Benjamin & Rzepkowski, Bronka, 2009. "Risk spillover among hedge funds: The role of redemptions and fund failures," Working Paper Series 1112, European Central Bank.