Printed from https://ideas.repec.org/n/nep-rmg/2010-05-22.html
Report NEP-RMG-2010-05-22
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:
- Berstein, Solange & Chumacero, Rómulo, 2010, "VaR Limits for Pension Funds: An Evaluation," MPRA Paper, University Library of Munich, Germany, number 22574, Apr.
- Bec, Frédérique & Gollier, Christian, 2009, "Cyclicality and Term Structure of Value-at-Risk in Europe," TSE Working Papers, Toulouse School of Economics (TSE), number 09-035, May.
- Masaaki Fujii & Yasufumi Shimada & Akihiko Takahashi, 2010, "Collateral Posting and Choice of Collateral Currency - Implications for Derivative Pricing and Risk Management-," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-743, May.
- Wei Chen & J L Ford, 2010, "Volatility and the Hedging Effectiveness of China Fuel Oil Futures," Discussion Papers, Department of Economics, University of Birmingham, number 10-15, Apr.
- Item repec:hum:wpaper:sfb649dp2010-026 is not listed on IDEAS anymore
- Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010, "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_10.
- Simone Varotto, 2010, "Stress Testing Credit Risk: The Great Depression Scenario," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-03, Mar.
- Matthias Koenig & Joern Meissner, 2010, "Value-At-Risk Optimal Policies for Revenue Management Problems," Working Papers, Department of Management Science, Lancaster University, number MRG/0018, May, revised Dec 2014.
- Dijkman, Miquel, 2010, "A framework for assessing systemic risk," Policy Research Working Paper Series, The World Bank, number 5282, Apr.
- Larry D. Wall, 2009, "Prudential Discipline for Financial Firms: Micro, Macro, and Market Structures," ADBI Working Papers, Asian Development Bank Institute, number 176, Dec.
- Charlotte Christiansen, 2010, "Intertemporal Risk-Return Trade-off in Foreign Exchange Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-20, May.
- Dorothee Franzen, 2010, "Managing Investment Risk in Defined Benefit Pension Funds," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 38, Mar, DOI: 10.1787/5kmjnr3sr2f3-en.
- Rocha, Roberto & Vittas, Dimitri, 2010, "Designing the payout Phase of pension systems : policy issues, constraints and options," Policy Research Working Paper Series, The World Bank, number 5289, May.
- Ameseder, Christoph & Haas, Rainer & Fritz, Melanie & Schiefer, Gerhard, 2009, "Risk Analysis in Selected European and International Food Chains," 2009 International European Forum, February 15-20, 2009, Innsbruck-Igls, Austria, International European Forum on System Dynamics and Innovation in Food Networks, number 58708, Oct, DOI: 10.22004/ag.econ.58708.
- Tara Deelchand & Carol Padgett, 2009, "The Relationship between Risk, Capital and Efficiency: Evidence from Japanese Cooperative Banks," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2009-12, Nov.
- Tirole, Jean, 2009, "Illiquidity and All Its Friends," TSE Working Papers, Toulouse School of Economics (TSE), number 09-083, Sep, revised Feb 2010.
- Antonio Francisco A. Silva Jr., 2010, "Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis," Working Papers Series, Central Bank of Brazil, Research Department, number 207, Apr.
- Rocha, Roberto & Vittas, Dimitri & Rudolph, Heinz P., 2010, "The payout phase of pension systems : a comparison of five countries," Policy Research Working Paper Series, The World Bank, number 5288, Apr.
- Michael Pomerleano, 2009, "What Is the Impact of the Global Financial Crisis on the Banking System in East Asia?," ADBI Working Papers, Asian Development Bank Institute, number 146, Aug.