Printed from https://ideas.repec.org/n/nep-rmg/2012-05-22.html
Report NEP-RMG-2012-05-22
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:
- Simon Dubecq & Christian Gouriéroux, 2012, "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working Papers, Center for Research in Economics and Statistics, number 2012-03, Feb.
- Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2012, "Bank regulation and stability: An examination of the Basel market risk framework," Discussion Papers, Deutsche Bundesbank, number 09/2012.
- Bülbül, Dilek & Lambert, Claudia, 2012, "Credit portfolio modelling and its effect on capital requirements," Discussion Papers, Deutsche Bundesbank, number 11/2012.
- Helmy, Mohamed, 2012, "Risk management in Islamic banks," MPRA Paper, University Library of Munich, Germany, number 38706, Apr.
- Item repec:pab:wpbsad:12.07 is not listed on IDEAS anymore
- Puzanova, Natalia, 2011, "A hierarchical model of tail dependent asset returns for assessing portfolio credit risk," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,16.
- Mauricio Labadie & Charles-Albert Lehalle, 2012, "Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall," Papers, arXiv.org, number 1205.3482, May, revised Dec 2013.
- Item repec:ros:wpaper:124 is not listed on IDEAS anymore
- Item repec:qut:auncer:2012_5 is not listed on IDEAS anymore
- Christian Francq & Jean-Michel Zakoïan, 2011, "Estimating the Marginal Law of a Time Series with Applications to Heavy Tailed Distributions," Working Papers, Center for Research in Economics and Statistics, number 2011-30.