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Report NEP-RMG-2011-02-19
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:
- Bandyopadhyay, Arindam, 2011, "Internal Assessment of Credit Concentration Risk Capital: A Portfolio Analysis of Indian Public Sector Bank," MPRA Paper, University Library of Munich, Germany, number 28672, Jan.
- Das, Shubhabrata & Kratz, Marie, 2010, "On Devising Various Alarm Systems for Insurance Companies," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 10008, Dec.
- John Thanassoulis, 2011, "The Case For Intervening In Bankers' Pay," Economics Series Working Papers, University of Oxford, Department of Economics, number 532, Feb.
- Yavin, Tzahi & Zhang, Hu & Wang, Eugene & Clayton, Michael, 2011, "Transition Probability Matrix Methodology for Incremental Risk Charge," MPRA Paper, University Library of Munich, Germany, number 28740, Jan.
- T. R. Hurd & Zhuowei Zhou, 2011, "Statistical Inference for Time-changed Brownian Motion Credit Risk Models," Papers, arXiv.org, number 1102.2412, Feb.
- Figuerola-Ferretti, Isabel & Paraskevopoulos, Ioannis, 2011, "Pairing market risk with credit risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb110201, Feb.
- Olga Melyukhina, 2011, "Risk Management in Agriculture in New Zealand," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 42, Feb, DOI: 10.1787/5kgj0d3vzcth-en.
- Shingo Kimura & Jesús Antón, 2011, "Risk Management in Agriculture in Australia," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 39, Feb, DOI: 10.1787/5kgj0d8bj3d1-en.
- Jesús Antón & Shingo Kimura, 2011, "Risk Management in Agriculture in Spain," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 43, Feb, DOI: 10.1787/5kgj0d57w0wd-en.
- Olga Melyukhina, 2011, "Risk Management in Agriculture in The Netherlands," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 41, Mar, DOI: 10.1787/5kgj0d5lqn48-en.
- Ojo, Marianne, 2011, "Great expectations, predictable outcomes and the G20's response to the recent global financial crisis," MPRA Paper, University Library of Munich, Germany, number 28550, Feb.
- Jesús Antón & Shingo Kimura & Roger Martini, 2011, "Risk Management in Agriculture in Canada," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 40, Feb, DOI: 10.1787/5kgj0d6189wg-en.
- Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2011, "Systemic Risk and Network Formation in the Interbank Market," Research Papers in Economics, Stockholm University, Department of Economics, number 2011:6, Feb.
- Leonidas Sandoval Junior & Italo De Paula Franca, 2011, "Correlation of financial markets in times of crisis," Papers, arXiv.org, number 1102.1339, Feb, revised Mar 2011.
- Michael C. Munnix & Rudi Schafer, 2011, "A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market," Papers, arXiv.org, number 1102.1099, Feb, revised Mar 2011.
- Karl Aiginger, 2011, "Why Performance Differed Across Countries in the Recent Crisis. How Country Performance in the Recent Crisis Depended on Pre-crisis Conditions," WIFO Working Papers, WIFO, number 387, Feb.