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Report NEP-RMG-2012-06-05
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:
- Simone Farinelli & Mykhaylo Shkolnikov, 2012, "Two Models of Stochastic Loss Given Default," Papers, arXiv.org, number 1205.5369, May, revised May 2012.
- Morone, Marco & Cornaglia, Anna & Mignola, Giulio, 2012, "Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach," MPRA Paper, University Library of Munich, Germany, number 39119, Jun.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011, "Understanding Liquidity and Credit Risks in the Financial Crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-26.
- Maria J. Nieto & Gillian G. Garcia, 2012, "The Insufficiency of Traditional Safety Nets: What Bank Resolution Fund for Europe?," FMG Special Papers, Financial Markets Group, number sp209, May.
- Jair Ojeda-Joya & Jos� E. G�mez-Gonz�lez, 2012, "The Term-Structure of Sovereign Default Risk in Colombia and its Determinants," Borradores de Economia, Banco de la Republica, number 9603, May.
- Kapp, Daniel & Vega, Marco, 2012, "The Real Output Costs of Financial Crisis: A Loss Distribution Approach," Working Papers, Banco Central de Reserva del Perú, number 2012-013, May.
- Nguyen, Pascal, 2012, "The impact of foreign investors on the risk-taking of Japanese firms," MPRA Paper, University Library of Munich, Germany, number 38991, Apr.
- Nakano, Makoto & Nguyen, Pascal, 2012, "Board size and corporate risk-taking: Further evidence from Japan," MPRA Paper, University Library of Munich, Germany, number 38990, May.