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Report NEP-RMG-2010-02-27
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:
- Fiona Stewart, 2010, "Pension Funds' Risk-Management Framework: Regulation and Supervisory Oversight," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 40, Feb, DOI: 10.1787/5kmlcz7qq3zx-en.
- Georges Dionne & Karima Ouederni, 2010, "Corporate Risk Management and Dividend Signaling Theory," Cahiers de recherche, CIRPEE, number 1008.
- Dirk Tasche, 2010, "The two defaults scenario for stressing credit portfolio loss distributions," Papers, arXiv.org, number 1002.2604, Feb, revised Oct 2015.
- Yuri A. Katz & Nikolai V. Shokhirev, 2010, "Default Risk Modeling Beyond the First-Passage Approximation: Extended Black-Cox Model," Papers, arXiv.org, number 1002.2909, Feb, revised Jun 2010.
- Katja Ignatieva & Eckhard Platen, 2009, "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 265, Dec.
- Michael B. Gordy & Søren Willemann, 2010, "Constant proportion debt obligations: a post-mortem analysis of rating models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-05.
- Cao, Jin, 2010, "Illiquidity, insolvency, and banking regulation," Discussion Papers in Economics, University of Munich, Department of Economics, number 11370, Feb.
- Claudia Kluppelberg & Serguei Pergamenchtchikov, 2010, "Optimal consumption and investment with bounded downside risk for power utility functions," Papers, arXiv.org, number 1002.2487, Feb.
- Philip Maymin, 2010, "Regulation Simulation," Papers, arXiv.org, number 1002.2281, Feb.
- Philip Maymin, 2010, "The Hazards of Propping Up: Bubbles and Chaos," Papers, arXiv.org, number 1002.2282, Feb.
- Hanming Fang & Edward Kung, 2010, "How Does Life Settlement Affect the Primary Life Insurance Market?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-006, Feb.