Report NEP-RMG-2011-09-16

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Garita, Gus, 2011, "The reciprocal relationship between systemic risk and real economic activity," MPRA Paper, University Library of Munich, Germany, number 33135, Sep.
• Wickens, Michael R., 2011, "A DSGE model of banks and financial intermediation with default risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8556, Sep.
• Stefan Lutz, 2011, "Simultaneous determination of market value and risk premium in the valuation of firms," Economics Discussion Paper Series, Economics, The University of Manchester, number 1120.
• Kay Giesecke & Konstantinos Spiliopoulos & Richard B. Sowers & Justin A. Sirignano, 2011, "Large Portfolio Asymptotics for Loss From Default," Papers, arXiv.org, number 1109.1272, Sep, revised Feb 2015.
• Allen N. Berger & W. Scott Frame & Vasso P. Ioannidou, 2011, "Reexamining the empirical relation between loan risk and collateral: the roles of collateral characteristics and types," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-12.
• Lluís Bermúdez & Antoni Ferri & Montserrat Guillén, 2011, "A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-12, Sep, revised Sep 2011.
• Item repec:dgr:uvatin:20110125 is not listed on IDEAS anymore

• Andrea Menini & Michel Magnan & Antonio Parbonetti, 2011, "Fair Value Accounting: Information or Confusion for Financial Markets?," CIRANO Working Papers, CIRANO, number 2011s-56, Aug.
• Gaurab Aryal & Isabelle Perrigne & Quang Vuong, 2011, "Nonidentification of Insurance Models with Probability of Accidents," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2011-552, Aug.
• Vladimir Vovk, 2011, "Losing money with a high Sharpe ratio," Papers, arXiv.org, number 1109.0706, Sep.

Report NEP-RMG-2011-09-16

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: