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