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Report NEP-RMG-2011-05-14
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:
- Alexandra Schwarz, 2011, "Measurement, Monitoring, and Forecasting of Consumer Credit Default Risk - An Indicator Approach Based on Individual Payment Histories," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number sdp11004, Apr.
- Item repec:imf:imfwpa:11/83 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:11/82 is not listed on IDEAS anymore
- Wiechers, Christof, 2011, "Construction of uncertainty sets for portfolio selection problems," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 4/11.
- Orth, Walter, 2011, "Multi-period credit default prediction with time-varying covariates," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 3/11.
- di Iasio, Giovanni & Quagliariello, Mario, 2011, "Incentives through the cycle: microfounded macroprudential regulation," MPRA Paper, University Library of Munich, Germany, number 30769, Jan.
- Item repec:imf:imfwpa:11/75 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2011036 is not listed on IDEAS anymore
- Leonard Nakamura, 2011, "Durable Financial Regulation: Monitoring Financial Instruments as a Counterpart to Regulating Financial Institutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 17006, May.
- Onour, Ibrahim, 2011, "الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة
[Options as Islamic Financial Derivative: Thoughts provoking discussion]," MPRA Paper, University Library of Munich, Germany, number 30707, Apr. - Francois Gourio, 2011, "Credit Risk and Disaster Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 17026, May.
- Stéphane Loisel & Xavier Milhaud, 2011, "From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital," Post-Print, HAL, number hal-00502847, DOI: 10.1016/j.ejor.2011.04.038.
- Romney B. Duffey, 2011, "The Quantification of Systemic Risk and Stability: New Methods and Measures," NBER Working Papers, National Bureau of Economic Research, Inc, number 17022, May.
- Frahm, Gabriel & Wiechers, Christof, 2011, "On the diversification of portfolios of risky assets," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/11.
- Shin Kanaya & Taisuke Otsu, 2011, "Large Deviations of Realized Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1798, May.