Report NEP-RMG-2012-07-08This 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:
- Holló, Dániel & Kremer, Manfred & Lo Duca, Marco, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
- Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2012. "How Liquid Are UK Banks?," Discussion Paper Series 2012_08, Department of Economics, Loughborough University, revised Jun 2012.
- Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks 257, Collegio Carlo Alberto.
- Yin Liao, 2012. "Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction," CAMA Working Papers 2012-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Palzer, Andreas & Westner, Günther & Madlener, Reinhard, 2012. "Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants," FCN Working Papers 2/2012, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Mar 2013.
- R. John Irwin & Timothy Irwin, 2012. "Appraising Credit Ratings: Does the CAP Fit Better than the ROC?," IMF Working Papers 12/122, International Monetary Fund.
- Kapadia, Sujit & Drehmann, Mathias & Elliott, John & Sterne, Gabriel, 2012. "Liquidity risk, cash-flow constraints and systemic feedbacks," Bank of England working papers 456, Bank of England.
- Jorge A. Chan-Lau, 2012. "Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System," IMF Working Papers 12/124, International Monetary Fund.
- 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 125535, International Association of Agricultural Economists.
- Xin Jin & John M. Maheu, 2012. "Modelling Realized Covariances and Returns," Working Paper Series 49_12, The Rimini Centre for Economic Analysis.
- Xavier Freixas & Jean-Charles Rochet, 2012. "Taming SIFIs," Economics Working Papers 1328, Department of Economics and Business, Universitat Pompeu Fabra.
- 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 1206.6268, arXiv.org.
- Sherrill Shaffer, 2012. "Bank Failure Risk: Different Now?," CAMA Working Papers 2012-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sylwia Nowak & Sanjaya Panth & Ravi Balakrishnan & Yiqun Wu, 2012. "Surging Capital Flows to Emerging Asia: Facts, Impacts, and Responses," IMF Working Papers 12/130, International Monetary Fund.
- Pukthuanthong, Kuntara & Roll, Richard, 2012. "Internationally correlated jumps," Working Paper Series 1436, European Central Bank.
- Brian Olden & Duncan Last & Sami YlÃ¤outinen & Carla Sateriale, 2012. "Fiscal Consolidation in Southeastern European Countries: The Role of Budget Institutions," IMF Working Papers 12/113, International Monetary Fund.