Printed from https://ideas.repec.org/n/nep-rmg/2012-08-23.html
Report NEP-RMG-2012-08-23
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:
- Dominique Guegan & Wayne Tarrant, 2012, "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721350, Jul.
- Dominique Guegan & Wayne Tarrant, 2012, "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721339, Nov, DOI: 10.1007/s10436-012-0205-2.
- Dominique Guegan & Bertrand Hassani, 2012, "Operational risk : A Basel II++ step before Basel III," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00722029.
- Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012, "Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/12, Jul.
- D. Yıldırım, Burcu & Coskun, Yener & Caglar, Ozan & Yıldırak, Kasırga, 2012, "How Dangerous is the Counterparty Risk of OTC Derivatives in Turkey?," MPRA Paper, University Library of Munich, Germany, number 40600, Aug.
- Veysov, Alexander, 2012, "Financial Contagion and Systemic Risk: From Theory to Applicable Macroeconomic Model," MPRA Paper, University Library of Munich, Germany, number 40612, Jun.
- Blakespoor, Elizabeth & Linsmeier, Thomas J. & Petroni, Kathy & Shakespeare, Catherine, 2012, "Fair Value Accounting for Financial Instruments: Does It Improve the Association between Bank Leverage and Credit Risk?," Research Papers, Stanford University, Graduate School of Business, number 2107, Jun.
- Item repec:imf:imfwpa:12/152 is not listed on IDEAS anymore
- Yener, Coskun, 2012, "Financial Failures and Risk Management," MPRA Paper, University Library of Munich, Germany, number 40594, Aug.
- Item repec:dgr:uvatin:20120057 is not listed on IDEAS anymore
- Nassim N. Taleb & Raphael Douady, 2012, "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Papers, arXiv.org, number 1208.1189, Aug.
- Item repec:imf:imfwpa:12/159 is not listed on IDEAS anymore
- Piu Banerjee & Jose J. Canals-Cerda, 2012, "Credit risk analysis of credit card portfolios under economic stress conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 12-18.
- Antonio Trujillo-Ponce & Reyes Samaniego-Medina & Clara Cardone-Riportella, 2012, "Examining what best explains corporate credit risk: accounting-based versus market-based models," Working Papers, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration), number 12.03, May.
- Marco Bardoscia, 2012, "A Dynamical Model for Operational Risk in Banks," Papers, arXiv.org, number 1207.6186, Jul.
- Lorenzo Ricci & David Veredas, 2012, "TailCoR," Working Papers, Banco de España, number 1227, Jul.
- Item repec:dgr:uvatin:20110053 is not listed on IDEAS anymore
- Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012, "Financial Stability in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 289, Aug.
- Lönnbark, Carl, 2012, "On the role of the estimation error in prediction of expected shortfall," Umeå Economic Studies, Umeå University, Department of Economics, number 844, Aug.
- Alessandro Ramponi, 2012, "Computing Quantiles in Regime-Switching Jump-Diffusions with Application to Optimal Risk Management: a Fourier Transform Approach," Papers, arXiv.org, number 1207.6759, Jul.
- Tim J. Brereton & Dirk P. Kroese & Joshua C. Chan, 2012, "Monte Carlo Methods for Portfolio Credit Risk," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-579, Jul.
- Tianxiao Wang, 2012, "Risk minimizing of derivatives via dynamic g-expectation and related topics," Papers, arXiv.org, number 1208.2068, Aug.
- Goodwin, Barry K., 2012, "Agricultural Markets and Risk Management Tools," 126th Seminar, June 27-29, 2012, Capri, Italy, European Association of Agricultural Economists, number 128207, Jun, DOI: 10.22004/ag.econ.128207.