Report NEP-RMG-2011-01-03This 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:
- Ouarda Merrouche & Enrica Detragiache & Asli DemirgÃ¼Ã§-Kunt, 2010. "Bank Capital; Lessons From the Financial Crisis," IMF Working Papers 10/286, International Monetary Fund.
- Jokivuolle, Esa & Kiema, Ilkka & Vesala, Timo, 2010. "Credit allocation, capital requirements and output," Research Discussion Papers 17/2010, Bank of Finland.
- David E. Allen & Michael McAleer & Marcel Scharth, 2010. "Realized Volatility Risk," KIER Working Papers 753, Kyoto University, Institute of Economic Research.
- Alex Langnau & Daniel Cangemi, 2010. "Marking Systemic Portfolio Risk with Application to the Correlation Skew of Equity Baskets," Papers 1012.4674, arXiv.org, revised Jun 2011.
- Item repec:reg:wpaper:637 is not listed on IDEAS anymore
- Ojo, Marianne, 2010. "Preparing for Basel IV: why liquidity risks still present a challenge to regulators in prudential supervision," MPRA Paper 27627, University Library of Munich, Germany.
- Daniel Fricke, 2010. "Contagion Between European and US Banks: Evidence from Equity Prices," Kiel Working Papers 1667, Kiel Institute for the World Economy.
- Li L Ong & Rodolfo Maino & Nombulelo Braiton, 2010. "Into the Great Unknown; Stress Testing with Weak Data," IMF Working Papers 10/282, .
- Böve, Rolf & Düllmann, Klaus & Pfingsten, Andreas, 2010. "Do specialization benefits outweigh concentration risks in credit portfolios of German banks?," Discussion Paper Series 2: Banking and Financial Studies 2010,10, Deutsche Bundesbank, Research Centre.
- Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes & Simone Grose, 2010. "Probabilistic Forecasts of Volatility and its Risk Premia," Monash Econometrics and Business Statistics Working Papers 22/10, Monash University, Department of Econometrics and Business Statistics.
- Christian Kalhoefer & Sara Shenouda & Ahmed Badawi, 2010. "Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound," Working Papers 24, The German University in Cairo, Faculty of Management Technology.
- Carlos Pinho & Mara Madaleno, 2010. "Hedging with CO2 allowances: the ECX market," Working Papers de Economia (Economics Working Papers) 55, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
- Udaibir S Das & Jay Surti & Faisal Ahmed & Michael G Papaioannou & Guilherme Pedras, 2010. "Managing Public Debt and Its Financial Stability Implications," IMF Working Papers 10/280, .
- Giovanni Dell'Ariccia & Robert Marquez & Luc Laeven, 2010. "Monetary Policy, Leverage, and Bank Risk Taking," IMF Working Papers 10/276, .
- Coffinet, J. & Lin, S., 2010. "Stress testing banks' profitability: the case of French banks," Working papers 306, Banque de France.
- Roberto Piazza, 2010. "Financial Innovation and Risk, the Role of Information," IMF Working Papers 10/266, .