Printed from https://ideas.repec.org/n/nep-rmg/2012-11-03.html
Report NEP-RMG-2012-11-03
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:
- Rodney Garratt & Lewis Webber & Matthew Willison, 2012, "Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk," Bank of England working papers, Bank of England, number 468, Oct.
- Item repec:ner:carlos:info:hdl:10016/15745 is not listed on IDEAS anymore
- Mario Ghossoub, 2012, "Vigilant Measures of Risk and the Demand for Contingent Claims," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1555, Oct.
- V. L. Migu Is & D. F. Benoit & D. Van Den Poel, 2012, "Enhanced Decision Support in Credit Scoring Using Bayesian Binary Quantile Regression," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 12/803, Aug.
- Item repec:eca:wpaper:2013/130530 is not listed on IDEAS anymore
- Boukhobza, Ali & Maetz, Jerome, 2012, "CVA, Wrong Way Risk, Hedging and Bermudan Swaption," MPRA Paper, University Library of Munich, Germany, number 42144, Aug.
- Raffaella Calabrese, 2012, "Estimating bank loans loss given default by generalized additive models," Working Papers, Geary Institute, University College Dublin, number 201224, Oct.
- Albert, Jose Ramon G. & Schou-Zibell, Lotte & Song, Lei Lei, 2012, "A Macroprudential Framework for Monitoring and Examining Financial Soundness," Discussion Papers, Philippine Institute for Development Studies, number DP 2012-22, DOI: https://doi.org/10.62986/dp2012.22.
- Jason Abrevaya & Yu-Chin Hsu & Robert P. Lieli, 2012, "Estimating Conditional Average Treatment Effects," CEU Working Papers, Department of Economics, Central European University, number 2012_16, Jul, revised 20 Jul 2012.
- Carlos León & Andrés Murcia, 2012, "Systemic Importance Index for financial institutions: A Principal Component Analysis approach," Borradores de Economia, Banco de la Republica de Colombia, number 741, Oct, DOI: 10.32468/be.741.
- Item repec:dgr:eureri:1765037470 is not listed on IDEAS anymore
- D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012, "The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-24, Oct.
- Fabio Caccioli & Munik Shrestha & Cristopher Moore & J. Doyne Farmer, 2012, "Stability analysis of financial contagion due to overlapping portfolios," Papers, arXiv.org, number 1210.5987, Oct.
- Matkovskyy, Roman, 2012, "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper, University Library of Munich, Germany, number 42173, Apr.
- Item repec:eus:wpaper:ec0412 is not listed on IDEAS anymore
- Albert, Jose Ramon G. & Ng, Thiam Hee, 2012, "Assessing the Resilience of ASEAN Banking Systems: the Case of the Philippines," Discussion Papers, Philippine Institute for Development Studies, number DP 2012-23, DOI: https://doi.org/10.62986/dp2012.23.