Report NEP-RMG-2013-03-16This 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:
- Nataliya Klimenko, 2013. "Tailoring Bank Capital Regulation for Tail Risk," Working Papers halshs-00796490, HAL.
- Gareth W. Peters & Rodrigo S. Targino & Pavel V. Shevchenko, 2013. "Understanding Operational Risk Capital Approximations: First and Second Orders," Papers 1303.2910, arXiv.org.
- Ruston, Agustina & García Fronti, Javier, 2013.
"Una nota preliminar sobre el ejercicio de stress testing 2011 del sistema bancario europeo; impacto de la crisis soberana griega
[A preliminary note on the stress testing exercise 2011 the European," MPRA Paper 44907, University Library of Munich, Germany.
- Raffaella Calabrese & Paolo Giudici, 2013. "Estimating bank default with generalised extreme value models," DEM Working Papers Series 035, University of Pavia, Department of Economics and Management.
- Item repec:mse:cesdoc:13009 is not listed on IDEAS anymore
- Bengtsson, E., 2013. "Fund Management and Systemic Risk - Lessons from the Global Financial Crisis," CITYPERC Working Paper Series 2013-06, Department of International Politics, City University London.
- Irem Talasli, 2013. "Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall," Working Papers 1311, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Duncan Alford, 2013. "International Financial Reforms : Capital Standards, Resolution Regimes and Supervisory Colleges, and their Effect on Emerging Markets," Governance Working Papers 23387, East Asian Bureau of Economic Research.
- Kok, Christoffer & Hałaj, Grzegorz, 2013. "Assessing interbank contagion using simulated networks," Working Paper Series 1506, European Central Bank.
- Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2013. "World gold prices and stock returns in China: insights for hedging and diversification strategies," Working Papers hal-00798038, HAL.
- Brousseau, Vincent & Durré, Alain, 2013. "Interest rate volatility: a consol rate-based measure," Working Paper Series 1505, European Central Bank.