Report NEP-RMG-2012-07-08

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:

• Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012, "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series, European Central Bank, number 1426, Mar.
• Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2012, "How Liquid Are UK Banks?," Discussion Paper Series, Department of Economics, Loughborough University, number 2012_08, Jun, revised Jun 2012.
• Elisa Luciano & Luca Regis & Elena Vigna, 2012, "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 257.
• Item repec:acb:camaaa:2012-26 is not listed on IDEAS anymore

• Andreas Palzer & Günther Westner & Reinhard Madlener, 2012, "Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2012, Mar.
• Item repec:imf:imfwpa:12/122 is not listed on IDEAS anymore

• Sujit Kapadia & Mathias Drehmann & John Elliott & Gabriel Sterne, 2012, "Liquidity risk, cash-flow constraints and systemic feedbacks," Bank of England working papers, Bank of England, number 456, Jun.
• Item repec:imf:imfwpa:12/124 is not listed on IDEAS anymore

• Collier, Benjamin & Skees, Jerry R., 2012, "Increasing the Resilience of Financial Intermediaries through Portfolio-Level Insurance against Natural Disasters," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 125535, Aug, DOI: 10.22004/ag.econ.125535.
• Xin Jin & John M. Maheu, 2012, "Modelling Realized Covariances and Returns," Working Paper series, Rimini Centre for Economic Analysis, number 49_12, Jun.
• Xavier Freixas & Jean-Charles Rochet, 2012, "Taming SIFIs," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1328, Jun.
• Item repec:acb:camaaa:2012-22 is not listed on IDEAS anymore

• Erhan Bayraktar & Virginia R. Young, 2012, "Maximizing Utility of Consumption Subject to a Constraint on the Probability of Lifetime Ruin," Papers, arXiv.org, number 1206.6268, Jun.
• Item repec:acb:camaaa:2012-23 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:12/130 is not listed on IDEAS anymore

• Pukthuanthong, Kuntara & Roll, Richard, 2012, "Internationally correlated jumps," Working Paper Series, European Central Bank, number 1436, May.
• Item repec:imf:imfwpa:12/113 is not listed on IDEAS anymore

Report NEP-RMG-2012-07-08

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: