Printed from https://ideas.repec.org/n/nep-rmg/2011-11-21.html
Report NEP-RMG-2011-11-21
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:
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-37, Nov.
- Dominique Guegan & Wayne Tarrant, 2011, "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639489, Aug.
- Dominique Guegan & Bertrand Hassani, 2011, "A mathematical resurgence of risk management: an extreme modeling of expert opinions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639666, Sep.
- Dominique Guegan & Bertrand Hassani, 2011, "Operational risk: A Basel II++ step before Basel III," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639484.
- Cairns, Andrew & Dowd, Kevin & Blake, David & Coughlan, Guy, 2011, "Longevity hedge effectiveness: a decomposition," MPRA Paper, University Library of Munich, Germany, number 34236, May.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011, "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1130.
- Xibin Zhang & Maxwell L. King, 2011, "Bayesian semiparametric GARCH models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/11, Nov.
- Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011, "Historical financial analogies of the current crisis," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 11-08, Nov.
- Delis, Manthos D & Tsionas, Efthymios, 2011, "A new method to estimate the risk of financial intermediaries," MPRA Paper, University Library of Munich, Germany, number 34735, Nov.
- Alexandre Lazarow, 2011, "Lessons from International Central Counterparties: Benchmarking and Analysis," Discussion Papers, Bank of Canada, number 11-4, DOI: 10.34989/sdp-2011-4.
- Skold, Alida S., 2011, "Intended and Unintended Results of the Proposed Volcker Rule," MPRA Paper, University Library of Munich, Germany, number 34672, Nov.