Report NEP-RMG-2011-06-18

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:

• Ojo, Marianne, 2011, "Financial stability, new macro prudential arrangements and shadow banking: regulatory arbitrage and stringent Basel III regulations," MPRA Paper, University Library of Munich, Germany, number 31319, Jun.
• Santiago Moreno-Bromberg & Traian Pirvu & Anthony R'eveillac, 2011, "CRRA Utility Maximization under Risk Constraints," Papers, arXiv.org, number 1106.1702, Jun, revised Mar 2012.
• Rodrigo A. Alfaro. & Andrés Sagner & Carmen G. Silva, 2011, "Aplicaciones del Modelo Binomial para el Análisis de Riesgo," Working Papers Central Bank of Chile, Central Bank of Chile, number 631, May.
• Peter Csoka & Miklos Pinter, 2011, "On the Impossibility of Fair Risk Allocation," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1117, Apr.
• Alexandra Girod & Olivier Bruno, 2011, "Bank optimal portfolio risk level under various regulatory requirements," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-06, Mar.
• Andrés Sagner, 2011, "El Índice Cartera Vencida como Medida de Riesgo de Crédito: Análisis y Aplicación al Caso de Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 618, Mar.
• Alena Bicakova & Zuzana Prelcova & Renata Pasalicova, 2010, "Who Borrows and Who May Not Repay?," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/10, Dec.
• Item repec:rwi:repape:0243 is not listed on IDEAS anymore

• Wei Li & Fengzhong Wang & Shlomo Havlin & H. Eugene Stanley, 2011, "Financial factor influence on scaling and memory of trading volume in stock market," Papers, arXiv.org, number 1106.1415, Jun.
• Stavros Peristiani & Vanessa Savino, 2011, "Are credit default swaps associated with higher corporate defaults?," Staff Reports, Federal Reserve Bank of New York, number 494.
• Item repec:cms:2icb11:2011-075 is not listed on IDEAS anymore

Report NEP-RMG-2011-06-18

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: