Report NEP-RMG-2011-01-16This 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:
- Zhou, Richard, 2010. "Counterparty Risk Subject To ATE," MPRA Paper 27782, University Library of Munich, Germany.
- NUCU, Anca Elena, 2011.
"Managementul riscului de creditare: realizari actuale, analiza critica, sugestii
[Credit risk management: current achievements, critical analysis, suggestions]," MPRA Paper 27932, University Library of Munich, Germany.
- Ojo, Marianne, 2010. "Preparing for Basel IV : why liquidity risks still present a challenge to regulators in prudential supervision (II)," MPRA Paper 27778, University Library of Munich, Germany.
- Chang, Soon-taek, 2010. "Mortgage lending in Korea : an example of a countercyclical macroprudential approach," Policy Research Working Paper Series 5505, The World Bank.
- G. de Cadenas-Santiago & L. de Mesa & A. Sanchís, 2010. "Systemic Risk, an Empirical Approach," Economic Reports 17-2010, FEDEA.
- Virginia ATANASIU, 2010. "Numerical Evaluation Of Loaded Credibility," Proceedings of the 5th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 12-13 2010 8, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", Department for Management of the Defence Resources and Education.
- de la Torre, Augusto & Ize, Alain, 2011. "Containing systemic risk : paradigm-based perspectives on regulatory reform," Policy Research Working Paper Series 5523, The World Bank.
- Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
- Bieta, Volker & Milde, Hellmuth & Weber, Nadine, 2010. "A flaw in the model ... that defines how the world works," Policy Research Working Paper Series 5498, The World Bank.