Printed from https://ideas.repec.org/n/nep-rmg/2013-03-30.html
Report NEP-RMG-2013-03-30
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:
- Monda, Barbara & Giorgino, Marco, 2013, "An Enterprise Risk Management maturity model," MPRA Paper, University Library of Munich, Germany, number 45421, Jan.
- Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen, 2013, "The cross-section of tail risks in stock returns," MPRA Paper, University Library of Munich, Germany, number 45592, Feb.
- Xisong Jin & Francisco Nadal De Simone, 2013, "Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach," BCL working papers, Central Bank of Luxembourg, number 82, Jan.
- Monda, Barbara & Giorgino, Marco & Modolin, Ileana, 2013, "Rationales for Corporate Risk Management - A Critical Literature Review," MPRA Paper, University Library of Munich, Germany, number 45420, Feb.
- Moore, Kyle & Zhou, Chen, 2013, ""Too big to fail" or "Too non-traditional to fail"?: The determinants of banks' systemic importance," MPRA Paper, University Library of Munich, Germany, number 45589, Feb.
- Olivier Darn & Levy-Rueff, O. & Adrian Pop, 2013, "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers, Banque de France, number 426.
- Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2013, "Forecasting the Risk of Speculative Assets by Means of Copula Distributions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1282.
- M. Martin Boyer & Théodora Dupont-Courtade, 2013, "The Market for Reinsurance," CIRANO Working Papers, CIRANO, number 2013s-06, Mar.
- Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013, "The drivers of downside equity tail risk," MPRA Paper, University Library of Munich, Germany, number 45591, Feb.
- Item repec:dgr:uvatin:20130047 is not listed on IDEAS anymore
- Arnold Polanski & Evarist Stoja, 2013, "Co-dependence of Extreme Events in High Frequency FX Returns," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 040, Mar.
- P. Manasse & R. Savona & M. Vezzoli, 2013, "Rules of Thumb for Banking Crises in Emerging Markets," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp872, Mar.