Printed from https://ideas.repec.org/n/nep-rmg/2013-03-23.html
Report NEP-RMG-2013-03-23
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:
- Georges Dionne, 2013, "Risk Management : History, Definition and Critique," Cahiers de recherche, CIRPEE, number 1302.
- Tasca, Paolo & Battiston, Stefano, 2013, "Market Procyclicality and Systemic Risk," MPRA Paper, University Library of Munich, Germany, number 45156, Mar, revised Mar 2013.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013, "Financial stability monitoring," Staff Reports, Federal Reserve Bank of New York, number 601.
- Rama Cont & Andreea Minca, 2013, "Recovering portfolio default intensities implied by CDO quotes," Post-Print, HAL, number hal-00413730, Jan, DOI: 10.1111/j.1467-9965.2011.00491.x.
- Thomas M. Eisenbach, 2013, "Rollover risk as market discipline: a two-sided inefficiency," Staff Reports, Federal Reserve Bank of New York, number 597.
- Kris James Mitchener & Gary Richardson, 2013, "Does "Skin in the Game" Reduce Risk Taking? Leverage, Liability and the Long-Run Consequences of New Deal Banking Reforms," NBER Working Papers, National Bureau of Economic Research, Inc, number 18895, Mar.
- Item repec:kie:kieliw:1834 is not listed on IDEAS anymore
- Irfan Akbar Kazi & Suzanne Salloy, 2013, "Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-6.
- Item repec:cge:warwcg:123 is not listed on IDEAS anymore
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2013, "On the pricing and hedging of options for highly volatile periods," MPRA Paper, University Library of Munich, Germany, number 45272, Mar.