Printed from https://ideas.repec.org/n/nep-rmg/2010-03-28.html
Report NEP-RMG-2010-03-28
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:
- Mapa, Dennis S. & Suaiso, Oliver Q., 2009, "Measuring market risk using extreme value theory," MPRA Paper, University Library of Munich, Germany, number 21246, Dec.
- Item repec:imf:imfwpa:10/27 is not listed on IDEAS anymore
- Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.
- Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
- Item repec:imf:imfwpa:10/40 is not listed on IDEAS anymore
- Hela Dahen & Georges Dionne & Daniel Zajdenweber, 2010, "Extremal Events in a Bank Operational Losses," Cahiers de recherche, CIRPEE, number 1014.
- Rasmus Kattai, 2010, "Credit risk model for the Estonian banking sector," Bank of Estonia Working Papers, Bank of Estonia, number wp2010-01, Feb, revised 04 Feb 2010.
- Item repec:imf:imfwpa:10/39 is not listed on IDEAS anymore
- Item repec:eab:financ:2162 is not listed on IDEAS anymore
- Ojo, Marianne, 2010, "Strengthening the resilience of the banking sector: Proposals to strengthen global capital and liquidity regulations," MPRA Paper, University Library of Munich, Germany, number 21194, Mar.
- HEINEN, Andréas & VALDESOGO, Alfonso, 2009, "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009069, Nov.
- Item repec:imf:imfwpa:10/44 is not listed on IDEAS anymore
- Wang, Zifa & Lin, Tun & Walker, George, 2009, "Earthquake Risk and Earthquake Catastrophe Insurance for the People's Republic of China," MPRA Paper, University Library of Munich, Germany, number 21248, Jun.
- Chandra, Abhijeet, 2009, "Stock Market Anomalies: A Calender Effect in BSE-Sensex," MPRA Paper, University Library of Munich, Germany, number 21290, Jun, revised 06 Oct 2009.
- Islam, Roumeen & Nallari, Raj, 2010, "Of floods and droughts : the economic and financial crisis of 2008," Policy Research Working Paper Series, The World Bank, number 5237, Mar.
- Item repec:eab:financ:2172 is not listed on IDEAS anymore