Report NEP-RMG-2010-06-26This 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:
- Leonard I. Nakamura & Kasper Roszbach, 2010. "Credit ratings and bank monitoring ability," Working Papers 10-21, Federal Reserve Bank of Philadelphia.
- E. Luciano, 2010. "Business Time and New Credit Risk Models," ICER Working Papers - Applied Mathematics Series 16-2010, ICER - International Centre for Economic Research.
- 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 26, OECD Publishing.
- Dominique Guegan & Pierre-André Maugis, 0/05. "An Econometric Study of Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00492124, HAL.
- Onour, Ibrahim, 2010. "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," MPRA Paper 23332, University Library of Munich, Germany.
- Volker KrÃ¤tschmer & Henryk ZÃ¤hle, 2010. "Sensitivity of risk measures with respect to the normal approximation of total claim distributions," SFB 649 Discussion Papers SFB649DP2010-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Rudolf F. Klein & K. Victor Chow, 2010. "Orthogonalized Equity Risk Premia and Systematic Risk Decomposition," Working Papers 10-05, Department of Economics, West Virginia University.
- Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2010. "Credit Risk, Market Sentiment and Randomly-Timed Default," Papers 1006.2909, arXiv.org.
- Arianna Agosto & Enrico Moretto, 2010. "Applying default probabilities in an exponential barrier structural model," Economics and Quantitative Methods qf1005, Department of Economics, University of Insubria.
- Konstantinos Spiliopoulos & Richard B. Sowers, 2010. "Recovery Rates in investment-grade pools of credit assets: A large deviations analysis," Papers 1006.2711, arXiv.org, revised Aug 2011.
- Mandira Sarma & Yuko Nikaido, 2010. "Capital Adequacy Regime in India: An Overview," Working Papers id:2559, eSocialSciences.
- Ronnie L. Loeffen & Pierre Patie, 2010. "Absolute ruin in the Ornstein-Uhlenbeck type risk model," Papers 1006.2712, arXiv.org.
- Item repec:ner:dauphi:urn:hdl:123456789/4349 is not listed on IDEAS anymore