Printed from https://ideas.repec.org/n/nep-rmg/2011-11-07.html
Report NEP-RMG-2011-11-07
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:
- Item repec:hum:wpaper:sfb649dp2011-072 is not listed on IDEAS anymore
- Xisong Jin & Francisco Nadal de Simone, 2011, "Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools," BCL working papers, Central Bank of Luxembourg, number 65, Oct.
- Langkamp, Christian, 2011, "Counterparty credit risk management in industrial corporates," MPRA Paper, University Library of Munich, Germany, number 34358, Oct.
- MartÃn Saldias, 2011, "A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area," Working Papers, Banco de Portugal, Economics and Research Department, number w201130.
- Lawrence R. Thorne, 2011, "Fat Tails Quantified and Resolved: A New Distribution to Reveal and Characterize the Risk and Opportunity Inherent in Leptokurtic Data," Papers, arXiv.org, number 1110.6553, Oct.