Report NEP-RMG-2013-02-08This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2013. "Forecasting systemic impact in financial networks," SFB 649 Discussion Papers SFB649DP2013-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Giovanni di Iasio & Mario Quagliariello, 2013. "Incentives through the cycle: microfounded macroprudential regulation," Temi di discussione (Economic working papers) 894, Bank of Italy, Economic Research and International Relations Area.
- Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana Tchana, Fulbert, 2013. "Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes," MPRA Paper 44105, University Library of Munich, Germany.
- Wolfgang Karl HÃ¤rdle & Elena Silyakova, 2012. "Implied Basket Correlation Dynamics," SFB 649 Discussion Papers SFB649DP2012-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Jean-Louis Arcand & Enrico Berkes & Ugo Panizza, 2013. "Finance and Economic Development in a Model with Credit Rationing," IHEID Working Papers 02-2013, Economics Section, The Graduate Institute of International Studies.
- Wanvimol Sawangngoenyuang & Sukrita Sa-nguanpan & Worawut Sabborriboon, 2012. "Financial Systemic Stability: Challenging Aspects of Central Banks," Working Papers 2012-06, Monetary Policy Group, Bank of Thailand.
- Benjamin M. Tabak & Solange M. Guerra & Rodrigo C. Miranda & Sergio Rubens S. de Souza, 2012. "Stress Testing Liquidity Risk: The Case of the Brazilian Banking System," Working Papers Series 302, Central Bank of Brazil, Research Department.