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Report NEP-RMG-2010-04-17
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:
- Bag, Pinaki, 2010, "Exposure at Default Model for Contingent Credit Line," MPRA Paper, University Library of Munich, Germany, number 20387, Apr.
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2010, "Measuring systemic risk," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1002, DOI: 10.26509/frbc-wp-201002.
- Berg, Tobias, 2010, "The term structure of risk premia: new evidence from the financial crisis," Working Paper Series, European Central Bank, number 1165, Mar.
- Item repec:hum:wpaper:sfb649dp2010-009 is not listed on IDEAS anymore
- BOYER, Marcel & BOYER, Martin M. & GARCIA, René, 2010, "The Alleviation of Coordination Problems through Financial Risk Management," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2010.
- Timothy Irwin & Oscar Parkyn, 2009, "Improving the Management of the Crown’s Exposure to Risk," Treasury Working Paper Series, New Zealand Treasury, number 09/06, Dec.
- Grané Chávez, Aurea & Veiga, Helena, 2010, "Outliers in Garch models and the estimation of risk measures," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws100502, Jan.
- Masahiko Egami & Kazutoshi Yamazaki, 2010, "Precautionary Measures for Credit Risk Management in Jump Models," Papers, arXiv.org, number 1004.0595, Apr, revised Jun 2011.
- Sergey Ivliev, 2010, "Simple Fuzzy Score for Russian Public Companies Risk of Default," Papers, arXiv.org, number 1004.0685, Apr, revised Apr 2010.
- John Cotter & Jim Hanly, 2010, "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers, Geary Institute, University College Dublin, number 201007, Jan.
- Ulrich Kirchner, 2010, "Managing Derivative Exposure," Papers, arXiv.org, number 1004.1053, Apr.
- Wayne R. Archer & Brent C. Smith, 2010, "Residential mortgage default: the roles of house price volatility, euphoria and the borrower's put option," Working Paper, Federal Reserve Bank of Richmond, number 10-02.
- Larry D. Wall, 2010, "Prudential discipline for financial firms: micro, macro, and market structures," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2010-09.
- Diasparra, Maikol & Romera, Rosario, 2009, "Inequalities for the ruin probability in a controlled discrete-time risk process," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws093513, Jun.
- Yan Dolinsky, 2010, "Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model," Papers, arXiv.org, number 1004.1574, Apr.
- Joachim Lang & Reinhard Madlener, 2010, "Relevance of Risk Capital and Margining for the Valuation of Power Plants: Cash Requirements for Credit Risk Mitigation," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 1/2010, Feb.