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Report NEP-RMG-2010-03-06
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:
- Caroline Hillairet & Ying Jiao, 2010, "Information Asymmetry in Pricing of Credit Derivatives," Papers, arXiv.org, number 1002.3256, Feb.
- Rodolfo Apreda, 2010, "Shaping up the company’s internal investment fund through separation portfolios," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 416, Feb.
- Giacomo Bormetti & Valentina Cazzola & Danilo Delpini & Giacomo Livan, 2010, "Accounting for risk of non linear portfolios: a novel Fourier approach," Papers, arXiv.org, number 1002.4817, Feb, revised May 2010.
- Jean-Pierre Zigrand & Hyun Song Shin & Jon Danielsson, 2010, "Risk Appetite and Endogenous Risk," FMG Discussion Papers, Financial Markets Group, number dp647, Feb.
- Item repec:ise:isegwp:wp432009 is not listed on IDEAS anymore
- Bealey, Timothy & Meads, Neil & Surico, Paolo, 2010, "Risk heterogeneity and credit supply: evidence from the mortgage market," MPRA Paper, University Library of Munich, Germany, number 20905, Feb.
- Alexandros Vardoulakis & Dimitrios Tsomocos & Charles Goodhart, 2010, "Modelling a Housing and Mortgage Crisis," FMG Discussion Papers, Financial Markets Group, number dp649, Feb.
- Beatrice Acciaio & Irina Penner, 2010, "Dynamic risk measures," Papers, arXiv.org, number 1002.3794, Feb.
- M. Bardoscia & P. Facchi & S. Pascazio & A. Trullo, 2010, "Spin Glass Model of Operational Risk," Papers, arXiv.org, number 1002.3560, Feb.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-3763054 is not listed on IDEAS anymore
- Jose Eduardo G�mez-Gonz�lez & Juan Carlos Mendoza, 2010, "Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis," Borradores de Economia, Banco de la Republica, number 6726, Feb.
- Karligash Kenjegalieva & Richard Simper, 2010, "A Productivity analysis of Eastern European banking taking into account risk decomposition and environmental variables," Discussion Paper Series, Department of Economics, Loughborough University, number 2010_02, Jan, revised Jan 2010.
- Beatrice Acciaio & Hans Foellmer & Irina Penner, 2010, "Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles," Papers, arXiv.org, number 1002.3627, Feb.
- Hanming Fang & Edward Kung, 2010, "How Does Life Settlement Affect the Primary Life Insurance Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15761, Feb.