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Report NEP-RMG-2010-10-09
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:
- Petr Gapko & Martin Šmíd, 2010, "Modeling a Distribution of Mortgage Credit Losses," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/23, Sep, revised Sep 2010.
- Shyamala Gopinath, 2010, "Macro-prudential Approach to Regulation - Scope and Issues," Working Papers, eSocialSciences, number id:2917, Sep.
- Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010, "Building Loss Models," MPRA Paper, University Library of Munich, Germany, number 25492, Sep.
- Norbert Jobst & Dirk Tasche, 2010, "Capital allocation for credit portfolios under normal and stressed market conditions," Papers, arXiv.org, number 1009.5401, Sep, revised Mar 2012.
- Charles Adams, 2010, "The Role of the State in Managing and Forestalling Systemic Financial Crises: Some Issues and Perspectives," Working Papers, eSocialSciences, number id:2923, Sep.
- Morone, Marco & Cornaglia, Anna, 2010, "An econometric model to quantify benchmark downturn LGD on residential mortgages," MPRA Paper, University Library of Munich, Germany, number 25588, May.
- Felix Povel, 2010, "Perceived Vulnerability to Downside Risk," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 43, Sep.
- Silvia Muzzioli, 2010, "Towards a volatility index for the Italian stock market," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 10091, Sep.
- Tim Bollerslev & Viktor Todorov, 2010, "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-64, Sep.