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Report NEP-RMG-2011-10-22
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:
- Staszkiewicz, Piotr W., 2010, "Ryzyko struktury: Rys koncepcyjny
[The Risk of the Structure: Initial proposal]," MPRA Paper, University Library of Munich, Germany, number 34257, Sep, revised 01 May 2011. - Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011, "Credit Risk in General Equilibrium," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 172, Sep.
- Masood, Omar & Fry, J. M., 2011, "Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan," MPRA Paper, University Library of Munich, Germany, number 34163, Oct.
- Vilsmeier, Johannes, 2011, "Updating the Option Implied Probability of Default Methodology," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 462, Oct.
- Montserrat Guillén & Ana María Pérez-Marín & Montserrat Guillén, 2011, "A logistic regression approach to estimating customer profit loss due to lapses in insurance," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2011-13, Oct, revised Oct 2011.
- John Y. Campbell & João F. Cocco, 2011, "A Model of Mortgage Default," NBER Working Papers, National Bureau of Economic Research, Inc, number 17516, Oct.