Report NEP-RMG-2012-03-21This 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:
- Rodolfo Maino & Kalin Tintchev, 2012. "From Stress to Costress: Stress Testing Interconnected Banking Systems," IMF Working Papers 12/53, International Monetary Fund.
- Marcella Lucchetta & Gianni De NicolÃ³, 2012. "Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing," IMF Working Papers 12/58, International Monetary Fund.
- Bruder, Benjamin & Roncalli, Thierry, 2012. "Managing risk exposures using the risk budgeting approach," MPRA Paper 37246, University Library of Munich, Germany.
- Alexander Becker & Alexander F. R. Koivusalo & Rudi Sch\"afer, 2012. "Empirical Evidence for the Structural Recovery Model," Papers 1203.3188, arXiv.org.
- International Monetary Fund, 2012. "Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach," IMF Working Papers 12/46, International Monetary Fund.
- Item repec:dgr:uvatin:20120022 is not listed on IDEAS anymore
- Raffaella Calabrese, 2012. "Regression Model for Proportions with Probability Masses at Zero and One," Working Papers 201209, Geary Institute, University College Dublin.
- Pierre Henry-Labordere, 2012. "Counterparty Risk Valuation: A Marked Branching Diffusion Approach," Working Papers hal-00677348, HAL.
- Shyamala Gopinath, 2011. "Macroprudential Approach to Regulationâ€”Scope and Issues," Macroeconomics Working Papers 23250, East Asian Bureau of Economic Research.
- Larsson, Bo & Wijkander, Hans, 2012. "Banking on Regulations?," Research Papers in Economics 2012:3, Stockholm University, Department of Economics.