Printed from https://ideas.repec.org/n/nep-rmg/2013-03-16.html
Report NEP-RMG-2013-03-16
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:
- Nataliya Klimenko, 2013, "Tailoring Bank Capital Regulation for Tail Risk," Working Papers, HAL, number halshs-00796490, Feb.
- Gareth W. Peters & Rodrigo S. Targino & Pavel V. Shevchenko, 2013, "Understanding Operational Risk Capital Approximations: First and Second Orders," Papers, arXiv.org, number 1303.2910, Mar.
- 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 banking system: impact of Greek sovereign crisis]," MPRA Paper, University Library of Munich, Germany, number 44907. - Raffaella Calabrese & Paolo Giudici, 2013, "Estimating bank default with generalised extreme value models," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 035, Mar.
- 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, Department of International Politics, City St George's, University of London, number 2013-06.
- Irem Talasli, 2013, "Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1311.
- Duncan Alford, 2013, "International Financial Reforms : Capital Standards, Resolution Regimes and Supervisory Colleges, and their Effect on Emerging Markets," Governance Working Papers, East Asian Bureau of Economic Research, number 23387, Jan.
- Kok, Christoffer & Hałaj, Grzegorz, 2013, "Assessing interbank contagion using simulated networks," Working Paper Series, European Central Bank, number 1506, Jan.
- 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, number hal-00798038, Mar.
- Brousseau, Vincent & Durré, Alain, 2013, "Interest rate volatility: a consol rate-based measure," Working Paper Series, European Central Bank, number 1505, Jan.