Printed from https://ideas.repec.org/n/nep-rmg/2012-09-16.html
Report NEP-RMG-2012-09-16
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:
- Item repec:imf:imfwpa:12/216 is not listed on IDEAS anymore
- Rachida Hennani & Michel Terraza, 2012, "Value-at-Risk stressée chaotique d’un portefeuille bancaire," Working Papers, LAMETA, Universtiy of Montpellier, number 12-23, Sep, revised Sep 2012.
- Guarda, Paolo & Rouabah, Abdelaziz & Theal, John, 2012, "An MVAR framework to capture extreme events in macro-prudential stress tests," Working Paper Series, European Central Bank, number 1464, Aug.
- Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2012, "Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008," Working Paper Series, European Central Bank, number 1459, Aug.
- Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2012, "Bank Risk during the Financial Crisis: Do business models matter?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12003, Feb.
- Enrico Onali, 2012, "Moral hazard, dividends, and risk in banks," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12001, Jan.
- Item repec:imf:imfwpa:12/209 is not listed on IDEAS anymore
- Hui Chen & Yu Xu & Jun Yang, 2012, "Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 18367, Sep.
- Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2012, "Does monetary policy affect bank risk?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12002, Jan.
- Allen N. Berger & Thomas Kick & Klaus Schaeck, 2012, "Executive Board Composition and Bank Risk Taking," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12004, Feb.
- Sosa-Padilla, Cesar, 2012, "Sovereign Defaults and Banking Crises," MPRA Paper, University Library of Munich, Germany, number 41074.