Report NEP-RMG-2010-01-30

This 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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Darrell Duffie & Ada Li & Theo Lubke, 2010. "Policy perspectives on OTC derivatives market infrastructure," Staff Reports 424, Federal Reserve Bank of New York.
• Udaibir S Das & Michael G. Papaioannou & Christoph Trebesch, 2010. "Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets," IMF Working Papers 10/10, International Monetary Fund.
• Jorge A Chan-Lau & Andre O Santos, 2010. "Public Debt Sustainability and Management in a Compound Option Framework," IMF Working Papers 10/2, International Monetary Fund.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
• Olmo, José, 2009. "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics we094423, Universidad Carlos III de Madrid. Departamento de Economía.
• Balbás, Beatriz & Heras, Antonio, 2010. "Stability of the optimal reinsurance with respect to the risk measure," DEE - Working Papers. Business Economics. WB wb100201, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Emilia M Jurzyk & Olena Havrylchyk, 2010. "Inherited or Earned? Performance of Foreign Banks in Central and Eastern Europe," IMF Working Papers 10/4, International Monetary Fund.
• Fabrizio Patriarca & Francesco Vona, 2009. "Structural Change and the Income Distribution: a Post-Keynesian disequilibrium model," Working Papers - Dipartimento di Economia 5, Dipartimento di Economia, Sapienza University of Rome, revised 2009.
• Claudiu Tiberiu Albulescu, 2009. "Forecasting Romanian Financial System Stability using a Stochastic Simulation Model," Working Papers 2009.4, International Network for Economic Research - INFER.
• Jean-Philippe Chancelier & J'er^ome Lelong & Bernard Lapeyre, 2010. "Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture," Papers 1001.3213, arXiv.org, revised May 2012.
• Estrada, Fernando, 2010. "Información y persuasión en los mercados financieros [Information and persuasion in financial markets]," MPRA Paper 20158, University Library of Munich, Germany.