Printed from https://ideas.repec.org/n/nep-rmg/2010-01-23.html
Report NEP-RMG-2010-01-23
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:
- Palombini, Edgardo, 2009, "Factor models and the credit risk of a loan portfolio," MPRA Paper, University Library of Munich, Germany, number 20107, Oct.
- Li, Hui, 2010, "Downturn LGD: A Spot Recovery Approach," MPRA Paper, University Library of Munich, Germany, number 20010, Jan.
- Ojo, Marianne, 2010, "Extending the scope of prudential supervision: Regulatory developments during and beyond the “effective” periods of the Post BCCI and the Capital Requirements directives," MPRA Paper, University Library of Munich, Germany, number 20013, Jan.
- Jan Kregel, 2009, "Observations on the Problem of 'Too Big to Fail/Save/Resolve'," Economics Policy Note Archive, Levy Economics Institute, number 09-11, Dec.
- Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa, 2009, "The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 20084, Sep.
- Ferre de Graeve & Maarten Dossche & Marina Emiris & Henri Sneessens & Raf Wouters, 2009, "Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 09-17.
- Uhde, André & Heimeshoff, Ulrich, 2009, "Consolidation in banking and financial stability in Europe: empirical evidence," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 02/2009.
- Cao, Jin & Illing, Gerhard, 2010, "Regulation of Systemic Liquidity Risk," Discussion Papers in Economics, University of Munich, Department of Economics, number 11306, Jan.
- Item repec:sda:ibrief:2009513 is not listed on IDEAS anymore
- Willem Buiter, 2009, "Lessons from the global financial crisis for regulators and supervisors," FMG Discussion Papers, Financial Markets Group, number dp635, Jul.
- Madalina Ecaterina Andreica & Mugurel Ionut Andreica & Marin Andreica, 2010, "Using Financial Ratios to Identify Romanian Distressed Companies," Papers, arXiv.org, number 1001.1446, Jan.
- Hiroaki Hata & Hideo Nagai & Shuenn-Jyi Sheu, 2010, "Asymptotics of the probability minimizing a "down-side" risk," Papers, arXiv.org, number 1001.2131, Jan.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-704, Jan.