Printed from https://ideas.repec.org/n/nep-rmg/2010-06-11.html
Report NEP-RMG-2010-06-11
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:
- Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2010, "Risk Management of Precious Metals," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/37, May.
- Piergiorgio Alessandri & Mathias Drehmann, 2010, "An economic capital model integrating credit and interest rate risk in the banking book," Bank of England working papers, Bank of England, number 388, Jun.
- Florian Steiger, 2010, "The Impact of Credit Risk and Implied Volatility on Stock Returns," Papers, arXiv.org, number 1005.5538, May.
- Luis H. R. Alvarez & Jani Sainio, 2010, "A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk," Papers, arXiv.org, number 1006.0863, Jun.
- Tsui, L. K., 2010, "Multi-Factor Bottom-Up Model for Pricing Credit Derivatives," MPRA Paper, University Library of Munich, Germany, number 23090, May.
- Adam B. Ashcraft & Paul Goldsmith-Pinkham & James Vickery, 2010, "MBS ratings and the mortgage credit boom," Staff Reports, Federal Reserve Bank of New York, number 449.
- Tiexin Guo, 2010, "Recent progress in random metric theory and its applications to conditional risk measures," Papers, arXiv.org, number 1006.0697, Jun, revised Mar 2011.
- Paula Rocha & Daniel Kuhn, 2010, "Multistage Stochastic Portfolio Optimisation in Deregulated Electricity Markets Using Linear Decision Rules," Working Papers, COMISEF, number 040, Jun.
- Klapper, Leora & Laeven, Luc & Rajan, Raghuram, 2010, "Trade credit contracts," Policy Research Working Paper Series, The World Bank, number 5328, Jun.