Report NEP-RMG-2011-01-03

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:

• Item repec:imf:imfwpa:10/286 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2010_017 is not listed on IDEAS anymore

• David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," KIER Working Papers, Kyoto University, Institute of Economic Research, number 753, Dec.
• Alex Langnau & Daniel Cangemi, 2010, "Marking Systemic Portfolio Risk with Application to the Correlation Skew of Equity Baskets," Papers, arXiv.org, number 1012.4674, Dec, 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, University Library of Munich, Germany, number 27627, Dec.
• Item repec:kie:kieliw:1667 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:10/282 is not listed on IDEAS anymore

• 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, Deutsche Bundesbank, number 2010,10.
• 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, Monash University, Department of Econometrics and Business Statistics, number 22/10, Dec.
• Christian Kalhoefer & Sara Shenouda & Ahmed Badawi, 2010, "Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound," Working Papers, The German University in Cairo, Faculty of Management Technology, number 24, Dec.
• Carlos Pinho & Mara Madaleno, 2010, "Hedging with CO2 allowances: the ECX market," Working Papers de Economia (Economics Working Papers), Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro, number 55, Dec.
• Item repec:imf:imfwpa:10/280 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:10/276 is not listed on IDEAS anymore

• Jérôme Coffinet & Lin, S., 2010, "Stress testing banks' profitability: the case of French banks," Working papers, Banque de France, number 306.
• Item repec:imf:imfwpa:10/266 is not listed on IDEAS anymore

Report NEP-RMG-2011-01-03

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: