Report NEP-RMG-2010-07-31This 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:
- Yanan Zhang & Lu Ji & Fei Liu, 2010. "Local Housing Market Cycle and Loss Given Default; Evidence from Sub-Prime Residential Mortgages," IMF Working Papers 10/167, International Monetary Fund.
- Item repec:hal:wpaper:halshs-00504163_v1 is not listed on IDEAS anymore
- Christian Fahrholz & Roman Goldbach, 2010. "Burying the Stability Pact: The Reanimation of Default Risk in the Euro Area," Global Financial Markets Working Paper Series 10-2010, Friedrich-Schiller-University Jena.
- Jiri Podpiera & Inci Ã–tker, 2010. "The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions," IMF Working Papers 10/153, International Monetary Fund.
- Marius-Cristian Frunza & Dominique Guegan, 2010. "Risk Assessment for a Structured Product Specific to the CO2 Emission Permits Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00504209, HAL.
- Item repec:hal:wpaper:hal-00502847_v1 is not listed on IDEAS anymore
- Jochen M. Schmittmann, 2010. "Currency Hedging for International Portfolios," IMF Working Papers 10/151, International Monetary Fund.
- Stéphane Loisel & Pierre Arnal & Romain Durand, 2010. "Correlation crises in insurance and finance, and the need for dynamic risk maps in ORSA," Working Papers hal-00502848, HAL.
- Martin Cihak & Li L. Ong, 2010. "Of Runes and Sagas; Perspectives on Liquidity Stress Testing Using an Iceland Example," IMF Working Papers 10/156, International Monetary Fund.
- Darolles, Serge & Florens, Jean-Pierre & Simon, Guillaume, 2010. "Nonparametric Analysis of Hedge Funds Lifetimes," IDEI Working Papers 620, Institut d'Économie Industrielle (IDEI), Toulouse.
- Wenner, Mark D., 2010. "Credit risk management in financing agriculture," 2020 vision briefs 18(10), International Food Policy Research Institute (IFPRI).
- Joao A. Bastos, 2010. "Predicting bank loan recovery rates with neural networks," CEMAPRE Working Papers 1003, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010. "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers 2010-11, CEPII research center.