Report NEP-RMG-2011-11-01This 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.
The following items were announced in this report:
- Paolo Guarda & Abdelaziz Rouabah & John Theal, 2011. "An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests," BCL working papers 63, Central Bank of Luxembourg.
- Edwards, William M. & Hook, Ronald, 2011. "Lgm Dairy - A Risk Management Tool for Milk Producers," Staff General Research Papers 34444, Iowa State University, Department of Economics.
- Anginer, Deniz & Demirguc-Kunt, Asli, 2011. "Has the global banking system become more fragile over time ?," Policy Research Working Paper Series 5849, The World Bank.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Working Papers 11-45, Federal Reserve Bank of Philadelphia.
- Paola Ferretti & Antonella Campana, 2011. "XL reinsurance with reinstatements and initial premium feasibility in exchangeability hypothesis," Working Papers 2011_14, Department of Economics, University of Venice "Ca' Foscari".
- Hansj\"org Albrecher & Corina Constantinescu & Zbigniew Palmowski & Georg Regensburger & Markus Rosenkranz, 2011. "Exact and asymptotic results for insurance risk models with surplus-dependent premiums," Papers 1110.5276, arXiv.org.