Report NEP-RMG-2011-10-15

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan 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:

• Rama Cont & Romain Deguest & Xuedong He, 2011. "Loss-Based Risk Measures," Working Papers hal-00629929, HAL.
• Francis X. Diebold & Kamil Yılmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," PIER Working Paper Archive 11-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Toni Gravelle & Fuchun Li, 2011. "Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach," Staff Working Papers 11-19, Bank of Canada.
• Tobias Adrian & Markus K. Brunnermeier, 2011. "CoVaR," NBER Working Papers 17454, National Bureau of Economic Research, Inc.
• Buncic, Daniel & Martin, Melecky, 2011. "Macroprudential stress testing of credit risk: A practical approach for policy makers," MPRA Paper 33927, University Library of Munich, Germany.
• Guanghui Huang & Jing Xu & Wenting Xing, 2011. "Hedging strategies with a put option and their failure rates," Papers 1110.0159, arXiv.org.
• van Winsen, Frankwin & Wauters, Erwin & Lauwers, Ludwig H. & de Mey, Yann & Van Passel, Steven & Vancauteren, Mark, 2011. "Combining risk perception and risk attitude: A comprehensive individual risk behavior model," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115749, European Association of Agricultural Economists.
• Søren Asmussen & Romain Biard, 2011. "Ruin probabilities for a regenerative Poisson gap generated risk process," Post-Print hal-00569254, HAL.
• Meuwissen, Miranda P.M. & Van Asseldonk, Marcel A.P.M. & Pietola, Kyosti & Hardaker, J. Brian & Huirne, Ruud B.M., 2011. "Income insurance as a risk management tool after 2013 CAP reforms?," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114649, European Association of Agricultural Economists.
• Ahmad Zaini, Afzan & Adnan, Hamimah & Che Haron, Roziha, 2010. "Contractors’ Approaches to Risk Management at the Construction Phase in Malaysia," MPRA Paper 33883, University Library of Munich, Germany.
• Item repec:idb:brikps:42358 is not listed on IDEAS anymore

• Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011. "Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada," Staff Working Papers 11-17, Bank of Canada.