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Report NEP-RMG-2012-12-06
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:
- Manasa Gopal & Markus Pasche, 2012, "Market-based Eurobonds Without Cross-Subsidisation," Global Financial Markets Working Paper Series, Friedrich-Schiller-University Jena, number 2012-37.
- Udaibir S. Das & Maria A. Oliva & Takahiro Tsuda, 2012, "Sovereign Risk : A Macro-Financial Perspective," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23344, Oct.
- Völker, Florian & Cremers, Heinz & Panzer, Christof, 2012, "Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 198.
- M. Cadoni & R. Melis & A. Trudda, 2012, "Financial crisis: a new measure for risk of pension funds assets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201231.
- Dimitri O. Ledenyov & Viktor O. Ledenyov, 2012, "On the Risk Management with Application of Econophysics Analysis in Central Banks and Financial Institutions," Papers, arXiv.org, number 1211.4108, Nov.
- Manfred Jaeger-Ambrozewicz, 2012, "Closed form solutions of measures of systemic risk," Papers, arXiv.org, number 1211.4173, Nov.
- Wolfgang Reitgruber, 2012, "The Calculus of Expected Loss: Backtesting Parameter-Based Expected Loss in a Basel II Framework," Papers, arXiv.org, number 1211.4946, Nov, revised Aug 2013.
- Robin Greenwood & Augustin Landier & David Thesmar, 2012, "Vulnerable Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 18537, Nov.
- Viral V. Acharya, 2012, "The Dodd-Frank Act and Basel III : Intentions, Unintended Consequences, and Lessons for Emerging Markets," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23352, Oct.
- Gaston Giordana & Ingmar Schumacher, 2012, "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers, Central Bank of Luxembourg, number 79, Oct.
- Mariano Graziano, 2012, "Italian nonfinancial firms and derivatives," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 139, Oct.
- Agnès Bénassy-Quéré & Guillaume Roussellet, 2012, "Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12077, Nov.