Report NEP-RMG-2012-07-01This 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:
- Rafael Repullo & Javier Suarez, 2012. "The Procyclical Effects of Bank Capital Regulation," Working Papers wp2012_1202, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012. "Sequential Estimation of Shape Parameters in Multivariate Dynamic Models," Working Papers wp2012_1201, CEMFI.
- Carmassi, Jacopo & Micossi, Stefano, 2012. "Time to Set Banking Regulation Right," CEPS Papers 6734, Centre for European Policy Studies.
- Benos, Evangelos & Garratt, Rodney & zimmerman, Peter, 2012. "Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers," Bank of England working papers 451, Bank of England.
- Bachev, Hrabrin, 2012. "Risk Management in Agri-food Chain," MPRA Paper 39594, University Library of Munich, Germany.
- Takeaki Kariya, 2012. "A CB (corporate bond) pricing probabilities and recovery rates model for deriving default probabilities and recovery rates," Papers 1206.4766, arXiv.org, revised Jul 2012.
- Mircea Epure & Esteban Lafuente, 2012. "Monitoring bank performance in the presence of risk," Economics Working Papers 1310, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2014.
- Rafael Repullo, 2012. "Cyclical Adjustment of Capital Requirements. A Simple Framework," Working Papers wp2012_1205, CEMFI.
- Alicia H. Munnell & Anthony Webb & Luke Delorme & Francesca Golub-Sass, 2012. "National Retirement Risk Index: How Much Longer Do We Need to Work?," Issues in Brief ib2012-12, Center for Retirement Research, revised Jun 2012.