Printed from https://ideas.repec.org/n/nep-rmg/2010-09-11.html
Report NEP-RMG-2010-09-11
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:
- Marco Bee & Fabrizio Miorelli, 2010, "Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1009.
- Item repec:hal:cesptp:halshs-00511995_v1 is not listed on IDEAS anymore
- Benjamin Lorent, 2010, "Insurance Solvency Regulation: Regulatory Approaches Compared," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-041, Aug.
- Haase, Joerdis & Ilg, Melanie & Werner, Ralf, 2010, "Model-free bounds on bilateral counterparty valuation," MPRA Paper, University Library of Munich, Germany, number 24796, Sep.
- Item repec:hhs:bofrdp:2010_014 is not listed on IDEAS anymore
- Ghosh, Saibal, 2010, "Credit Growth, Bank Soundness and Financial Fragility: Evidence from Indian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 24715, Mar.
- Item repec:dgr:kubcen:201089s is not listed on IDEAS anymore
- Ojo, Marianne, 2010, "Measures aimed at mitigating pro cyclical effects of the Capital Requirements Framework: counter cyclical capital buffer proposals," MPRA Paper, University Library of Munich, Germany, number 24610, Aug.
- Item repec:eab:macroe:2252 is not listed on IDEAS anymore
- Item repec:cdl:agrebk:1326477 is not listed on IDEAS anymore
- Bent Jesper Christensen & Petra Posedel, 2010, "The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-50, Sep.
- Masaaki Fukasawa, 2010, "Normalization for Implied Volatility," Papers, arXiv.org, number 1008.5055, Aug, revised Sep 2010.
- Claudio Borio & Bent Vale & Goetz von Peter, 2010, "Resolving the financial crisis: are we heeding the lessons from the Nordics?," Working Paper, Norges Bank, number 2010/17, Aug.