Printed from https://ideas.repec.org/n/nep-rmg/2010-10-23.html
Report NEP-RMG-2010-10-23
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:
- Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral, 2010, "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers, Kyoto University, Institute of Economic Research, number 727, Oct.
- Roberto Violi, 2010, "Credit ratings in structured finance and the role of systemic risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 774, Sep.
- Item repec:dgr:eureir:1765020940 is not listed on IDEAS anymore
- Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2010, "The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk," Working Papers Series, Central Bank of Brazil, Research Department, number 215, Oct.
- Alexie Alupoaiei, 2010, "Analyzing Asymetric Dependence in Exchange Rates using Copula," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 44, Oct.
- Helder Ferreira de Mendonça & Délio José Cordeiro Galvão & Renato Falci Villela Loures, 2010, "Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case," Working Papers Series, Central Bank of Brazil, Research Department, number 213, Oct.
- L. Spadafora & G. P. Berman & F. Borgonovi, 2010, "Do your volatility smiles take care of extreme events?," Papers, arXiv.org, number 1010.2184, Oct.
- Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009, "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper, University Library of Munich, Germany, number 25772, Dec.
- Bogdan Chiriacescu, 2010, "Credit risk modeling – a macro perspective," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 46, Oct.
- Antonella Campana & Paola Ferretti, 2010, "Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 203, Oct.
- Richard Watt & Francisco J. Vazquez, 2010, "Allocative Downside Risk Aversion," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/61, May.
- Fornari, Fabio & Lemke, Wolfgang, 2010, "Predicting recession probabilities with financial variables over multiple horizons," Working Paper Series, European Central Bank, number 1255, Oct.