Report NEP-RMG-2010-03-28This 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.
The following items were announced in this report:
- Mapa, Dennis S. & Suaiso, Oliver Q., 2009. "Measuring market risk using extreme value theory," MPRA Paper 21246, University Library of Munich, Germany.
- Michael Koetter & Tigran Poghosyan & Thomas Kick, 2010. "Recovery Determinants of Distressed Banks; Regulators, Market Discipline, or the Environment?," IMF Working Papers 10/27, International Monetary Fund.
- Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010. "The Use of GARCH Models in VaR Estimation," Working Papers 0048, University of Peloponnese, Department of Economics.
- Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010. "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series 136, Frankfurt School of Finance and Management.
- International Monetary Fund, 2010. "Risk and the Corporate Structure of Banks," IMF Working Papers 10/40, International Monetary Fund.
- Hela Dahen & Georges Dionne & Daniel Zajdenweber, 2010. "Extremal Events in a Bank Operational Losses," Cahiers de recherche 1014, CIRPEE.
- Rasmus Kattai, 2010. "Credit risk model for the Estonian banking sector," Bank of Estonia Working Papers wp2010-01, Bank of Estonia, revised 04 Feb 2010.
- Masahiro Nozaki, 2010. "Do Currency Fundamentals Matter for Currency Speculators?," IMF Working Papers 10/39, International Monetary Fund.
- 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 21194, University Library of Munich, Germany.
- HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," CORE Discussion Papers 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Stijn Claessens & Luc Laeven & Deniz O Igan & Giovanni Dell'Ariccia, 2010. "Lessons and Policy Implications from the Global Financial Crisis," IMF Working Papers 10/44, International Monetary Fund.
- Wang, Zifa & Lin, Tun & Walker, George, 2009. "Earthquake Risk and Earthquake Catastrophe Insurance for the People's Republic of China," MPRA Paper 21248, University Library of Munich, Germany.
- Chandra, Abhijeet, 2009. "Stock Market Anomalies: A Calender Effect in BSE-Sensex," MPRA Paper 21290, University Library of Munich, Germany, 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 5237, The World Bank.
- Item repec:eab:financ:2172 is not listed on IDEAS anymore