Report NEP-RMG-2012-05-08This 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:
- Capa Santos, Holger & Kratz, Marie & Mosquera Munoz, Franklin, 2012. "Modelling macroeconomic e ects and expert judgements in operational risk : a Bayesian approach," ESSEC Working Papers WP1206, ESSEC Research Center, ESSEC Business School.
- Item repec:ner:dauphi:urn:hdl:123456789/9111 is not listed on IDEAS anymore
- M. Martin Boyer & Lars Peter Stentoft, 2012. "If we can simulate it, we can insure it: An application to longevity risk management," CIRANO Working Papers 2012s-08, CIRANO.
- Jan Willem van den End & Mark Kruidhof, 2012. "Modelling the liquidity ratio as macroprudential instrument," DNB Working Papers 342, Netherlands Central Bank, Research Department.
- Eric Tymoigne, 2012. "Measuring Macroprudential Risk through Financial Fragility: A Minskyan Approach," Economics Working Paper Archive wp_716, Levy Economics Institute.