Printed from https://ideas.repec.org/n/nep-rmg/2011-08-22.html
Report NEP-RMG-2011-08-22
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, 2010, "BASEL III: responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework (Part 1)," MPRA Paper, University Library of Munich, Germany, number 32869, Oct, revised Aug 2011.
- Perotti, Enrico & Ratnovski, Lev & Vlahu, Razvan, 2011, "Capital Regulation and Tail Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8526, Aug.
- Canestraro, Davide & Dacorogna, Michel, 2010, "Estimating the risk-adjusted capital is an affair in the tails," MPRA Paper, University Library of Munich, Germany, number 32831, Nov.
- Geurdes, Han / J.F., 2011, "Macro-economy in models for default probability," MPRA Paper, University Library of Munich, Germany, number 32666, Jul.
- Item repec:imf:imfwpa:11/169 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:11/187 is not listed on IDEAS anymore
- Darrell Duffie, 2011, "Systemic Risk Exposures: A 10-by-10-by-10 Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 17281, Aug.
- Item repec:imf:imfwpa:11/159 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2011-051 is not listed on IDEAS anymore
- Armen Hovakimian & Ayla Kayhan & Sheridan Titman, 2011, "Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17290, Aug.