Printed from https://ideas.repec.org/n/nep-rmg/2013-02-03.html
Report NEP-RMG-2013-02-03
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:
- V. De Bruyckere & M. Gerhardt & G. Schepens & R. Vander Vennet, 2012, "Bank/sovereign risk spillovers in the European debt crisis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 12/828, Dec.
- Roncalli, Thierry & Weisang, Guillaume, 2012, "Risk Parity Portfolios with Risk Factors," MPRA Paper, University Library of Munich, Germany, number 44017, Sep.
- Sebastian Poledna & Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2013, "Leverage-induced systemic risk under Basle II and other credit risk policies," Papers, arXiv.org, number 1301.6114, Jan, revised Jan 2014.
- Duncan Alford, 2013, "International Financial Reforms: Capital Standards, Resolution Regimes and Supervisory Colleges, and their Effect on Emerging Markets," ADBI Working Papers, Asian Development Bank Institute, number 402, Jan.
- Paola Cerchiello & Paolo Giudici, 2013, "Bayesian Credit Ratings (new version)," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 030, Jan.
- Marcelo Bianconi & Joe A. Yoshino, 2013, "Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0773.
- Alexander Zimper, 2013, "The minimal confidence levels of Basel capital regulation," Working Papers, University of Pretoria, Department of Economics, number 201305, Jan.
- John Thanassoulis, 2012, "Bank Pay Caps, Bank Risk, and Macroprudential Regulation," Economics Series Working Papers, University of Oxford, Department of Economics, number 636, Dec.
- Item repec:hum:wpaper:sfb649dp2013-005 is not listed on IDEAS anymore
- Jean-Philippe Chancelier & Bernard Lapeyre & Jérôme Lelong, 2014, "Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture," Post-Print, HAL, number hal-00447845, Jun, DOI: 10.1002/cpe.2893.
- Stefan Thurner & Sebastian Poledna, 2013, "DebtRank-transparency: Controlling systemic risk in financial networks," Papers, arXiv.org, number 1301.6115, Jan.
- Christopher L. Colvin & Abe de Jong & Philip T. Fliers, 2013, "Predicting the Past: Understanding the Causes of Bank Distress in the Netherlands in the 1920s," Working Papers, European Historical Economics Society (EHES), number 0035, Jan.
- James R. Barth & Gerard Caprio, Jr. & Ross Levine, 2013, "Bank Regulation and Supervision in 180 Countries from 1999 to 2011," NBER Working Papers, National Bureau of Economic Research, Inc, number 18733, Jan.
- Sabine Karl & Tom Fischer, 2013, "Cross-Ownership as a Structural Explanation for Over- and Underestimation of Default Probability," Papers, arXiv.org, number 1301.6069, Jan.