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Report NEP-RMG-2013-01-12
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:
- Delis, Manthos D & Staikouras, Panagiotis & Tsoumas, Chris, 2013, "Enforcement actions and bank behavior," MPRA Paper, University Library of Munich, Germany, number 43557, Jan.
- Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2013, "On Reduced Form Intensity-based Model with Trigger Events," Papers, arXiv.org, number 1301.0109, Jan.
- Diana Bonfim & Moshe Kim, 2012, "Liquidity risk in banking: is there herding?," Working Papers, Banco de Portugal, Economics and Research Department, number w201218.
- Martín Saldias, 2012, "Systemic Risk Analysis using Forward-Looking Distance-to-Default Series," Working Papers, Banco de Portugal, Economics and Research Department, number w201216.
- Gurenko, Eugene N. & Itigin, Alexander, 2013, "Reinsurance as capital optimization tool under Solvency II," Policy Research Working Paper Series, The World Bank, number 6306, Jan.
- Schlüter, Tobias & Sievers, Sönke & Hartmann-Wendels, Thomas, 2012, "How can banks effectively stabilize their retail customers saving behavior? The impact of contractual rewards on saving persistence and cash flow volatility," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62057.
- Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2013, "On Infectious Model for Dependent Defaults," Papers, arXiv.org, number 1301.0186, Jan.
- Eufinger, Christian & Gill, Andrej, 2012, "Basel III and CEO compensation: a new regulation attempt after the crisis," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62056.