Report NEP-RMG-2011-12-19

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• I. Garcia & J. Jimenez, 2011, "Estimating financial risk using piecewise Gaussian processes," Papers, arXiv.org, number 1112.2889, Dec.
• Item repec:imf:imfwpa:11/263 is not listed on IDEAS anymore

• Patrick Slovik, 2012, "Systemically Important Banks and Capital Regulation Challenges," OECD Economics Department Working Papers, OECD Publishing, number 916, Dec, DOI: 10.1787/5kg0ps8cq8q6-en.
• Item repec:dgr:uvatin:20110176 is not listed on IDEAS anymore

• Adam Gersl & Jakub Seidler, 2011, "Credit Growth and Capital Buffers: Empirical Evidence from Central and Eastern European Countries," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2011/02, Nov.
• Peter Christoffersen & Hugues Langlois, 2011, "The Joint Dynamics of Equity Market Factors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-45, Sep.
• Item repec:dnb:dnbwpp:324 is not listed on IDEAS anymore

• Acharya, Viral & Skeie, David, 2011, "A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8705, Dec.
• Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2011, "Options introduction and volatility in the EU ETS," Working Papers, Chaire Economie du climat, number 1107, Jun.