Printed from https://ideas.repec.org/n/nep-rmg/2011-02-26.html
Report NEP-RMG-2011-02-26
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:dgr:uvatin:20100004 is not listed on IDEAS anymore
- Patrick Bolton & Hui Chen & Neng Wang, 2011, "Market Timing, Investment, and Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 16808, Feb.
- Alberto Elices & Eduard Gim'enez, 2011, "Applying hedging strategies to estimate model risk and provision calculation," Papers, arXiv.org, number 1102.3534, Feb, revised Oct 2012.
- Tzahi Yavin & Hu Zhang & Eugene Wang & Michael A. Clayton, 2011, "Transition Probability Matrix Methodology for Incremental Risk Charge," Papers, arXiv.org, number 1102.3857, Feb.
- Michael C. Munnix & Rudi Schafer & Thomas Guhr, 2011, "A Random Matrix Approach to Credit Risk," Papers, arXiv.org, number 1102.3900, Feb, revised Jun 2011.
- Rudi Schafer & Alexander F. R. Koivusalo, 2011, "Dependence of defaults and recoveries in structural credit risk models," Papers, arXiv.org, number 1102.3150, Feb, revised Mar 2011.
- Blake, David & Brockett, Patrick & Cox, Samuel & MacMinn, Richard, 2011, "Longevity risk and capital markets: The 2009-2010 update," MPRA Paper, University Library of Munich, Germany, number 28868, Feb.
- Item repec:dgr:uvatin:20100116 is not listed on IDEAS anymore
- Jeroen Klomp & Jacob de Haan, 2010, "Banking risk and regulation: Does one size fit all?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 164, Dec.
- Gareth W. Peters & Pavel Shevchenko & Mark Young & Wendy Yip, 2011, "Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation," Papers, arXiv.org, number 1102.3582, Feb.
- Item repec:dgr:uvatin:20100082 is not listed on IDEAS anymore
- Jérôme Coffinet & Virginie Coudert & Adrian Pop & Pouvelle, C., 2011, "Two-way interplays between capital buffers, credit and output: evidence from French banks," Working papers, Banque de France, number 316.
- Item repec:dgr:uvatin:20110004 is not listed on IDEAS anymore
- Blake LeBaron, 2010, "Searching For Lost Decades," Working Papers, Brandeis University, Department of Economics and International Business School, number 30, Jun.
- Joanna Janczura & Rafal Weron, 2011, "Black swans or dragon kings? A simple test for deviations from the power law," Papers, arXiv.org, number 1102.3712, Feb.