Report NEP-RMG-2013-03-02This 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:
- Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013. "“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”," IREA Working Papers 201302, University of Barcelona, Research Institute of Applied Economics, revised Feb 2013.
- International Monetary Fund. Monetary and Capital Markets Department, 2013. "Republic of Armenia; Financial System Stability Assessment," IMF Staff Country Reports 13/10, International Monetary Fund.
- International Monetary Fund, 2011. "Russian Federation; Technical Note on Stress Testing of the Banking Sector," IMF Staff Country Reports 11/334, International Monetary Fund.
- Chris Kenyon & Andrew Green, 2013. "Collateral-Enhanced Default Risk," Papers 1302.4595, arXiv.org.
- Speranza, Mauro & Garcia Fronti, Javier I., 2013.
"Nota introductoria al cálculo del capital económico a riesgo en organizaciones con dos unidades de negocio
[Introductory note to the calculation of economic capital at risk in organizations with tw," MPRA Paper 44318, University Library of Munich, Germany.
- Haas, Armin & Onischka, Mathias & Fucik, Markus, 2013. "Black swans, dragon kings, and Bayesian risk management," Economics Discussion Papers 2013-11, Kiel Institute for the World Economy.
- Julia Kraus & Philippe Bertrand & Rudi Zagst, 2013. "Theory of Performance Participation Strategies," Papers 1302.5339, arXiv.org.