Printed from https://ideas.repec.org/n/nep-rmg/2012-11-17.html
Report NEP-RMG-2012-11-17
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:
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2012, "Modeling default correlation in a US retail loan portfolio," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9205, Nov.
- Item repec:dgr:uvatin:20120115 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2012-051 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2012-065 is not listed on IDEAS anymore
- Tobias Adrian & Adam B. Ashcraft, 2012, "Shadow banking: a review of the literature," Staff Reports, Federal Reserve Bank of New York, number 580.
- Item repec:idb:brikps:76678 is not listed on IDEAS anymore
- Lorenzo Giada & Claudio Nordio, 2012, "Funded Bilateral Valuation Adjustment," Papers, arXiv.org, number 1211.1564, Nov.
- Roberto Savona & Marika Vezzoli, 2012, "Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_26.
- Shinichiro Shirota & Takayuki Hizu & Yasuhiro Omori, 2012, "Realized stochastic volatility with leverage and long memory," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-869, Nov.
- Eduardo Rossi & Dean Fantazzini, 2012, "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 015, Nov.
- Eugenio Cerutti & Stijn Claessens & Patrick McGuire, 2012, "Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18531, Nov.