Report NEP-RMG-2010-06-26

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:

• Leonard I. Nakamura & Kasper Roszbach, 2010, "Credit ratings and bank monitoring ability," Working Papers, Federal Reserve Bank of Philadelphia, number 10-21.
• E. Luciano, 2010, "Business Time and New Credit Risk Models," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 16-2010, Jun.
• Shingo Kimura & Jesús Antón & Christine LeThi, 2010, "Farm Level Analysis of Risk and Risk Management Strategies and Policies: Cross Country Analysis," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 26, Jun, DOI: 10.1787/5kmd6b5rl5kd-en.
• Item repec:hal:cesptp:halshs-00492124_v1 is not listed on IDEAS anymore

• Onour, Ibrahim, 2010, "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," MPRA Paper, University Library of Munich, Germany, number 23332, Jun.
• Item repec:hum:wpaper:sfb649dp2010-033 is not listed on IDEAS anymore

• Item repec:wvu:wpaper:10-05 is not listed on IDEAS anymore

• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2010, "Credit Risk, Market Sentiment and Randomly-Timed Default," Papers, arXiv.org, number 1006.2909, Jun.
• Arianna Agosto & Enrico Moretto, 2010, "Applying default probabilities in an exponential barrier structural model," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf1005, Jun.
• Konstantinos Spiliopoulos & Richard B. Sowers, 2010, "Recovery Rates in investment-grade pools of credit assets: A large deviations analysis," Papers, arXiv.org, number 1006.2711, Jun, revised Aug 2011.
• Mandira Sarma & Yuko Nikaido, 2010, "Capital Adequacy Regime in India: An Overview," Working Papers, eSocialSciences, number id:2559, Jun.
• Ronnie L. Loeffen & Pierre Patie, 2010, "Absolute ruin in the Ornstein-Uhlenbeck type risk model," Papers, arXiv.org, number 1006.2712, Jun.
• Item repec:ner:dauphi:urn:hdl:123456789/4349 is not listed on IDEAS anymore

Report NEP-RMG-2010-06-26

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: