Report NEP-RMG-2010-05-02This 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:
- Sheri Markose & Simone Giansante & Mateusz Gatkowski & Ali Rais Shaghaghi, 2010. "Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks," Working Papers 033, COMISEF.
- Jorge A Chan-Lau, 2010. "Regulatory Capital Charges for Too-Connected-to-Fail Institutions; A Practical Proposal," IMF Working Papers 10/98, .
- Asli DemirgÃ¼Ã§-Kunt & Enrica Detragiache, 2010. "Basel Core Principles and Bank Risk; Does Compliance Matter?," IMF Working Papers 10/81, International Monetary Fund.
- Item repec:dgr:kubcen:201029s is not listed on IDEAS anymore
- Item repec:dgr:kubcen:201037s is not listed on IDEAS anymore
- Manmohan Singh, 2010. "Collateral, Netting and Systemic Risk in the OTC Derivatives Market," IMF Working Papers 10/99, International Monetary Fund.
- T. C. Wong & C. H. Hui & C. F. Lo, 2009. "Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models," Working Papers 342009, Hong Kong Institute for Monetary Research.
- Dobrin, Marinica, 2010. "Role of financial statements as management tools to companies that use and exploit natural resources," Papers 2010/55, Osterreichish-Rumanischer Akademischer Verein.
- Item repec:hal:journl:hal-00474278_v1 is not listed on IDEAS anymore
- Burnecki, Krzysztof & Misiorek, Adam & Weron, Rafal, 2010. "Loss Distributions," MPRA Paper 22163, University Library of Munich, Germany.
- Knapp, S. & van de Velden, M., 2010. "Visualization of Ship Risk Profiles for the Shipping Industry," ERIM Report Series Research in Management ERS-2010-013-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Leonardo Martinez & Horacio Sapriza & Juan Carlos Hatchondo, 2010. "Quantitative properties of sovereign default models; solution methods matter," IMF Working Papers 10/100, .