Report NEP-RMG-2013-04-13This 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:
- Löffler, Gunter & Raupach, Peter, 2013. "Robustness and informativeness of systemic risk measures," Discussion Papers 04/2013, Deutsche Bundesbank, Research Centre.
- Tobias Adrian & Hyun Song Shin, 2013. "Procyclical Leverage and Value-at-Risk," NBER Working Papers 18943, National Bureau of Economic Research, Inc.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2013. "Exchange Rate Risk Management of Export Firms: New findings from a questionnaire survey," Discussion papers 13024, Research Institute of Economy, Trade and Industry (RIETI).
- Nicholas Arcidiacono & Larry Cordell & Andrew Davidson & Alex Levin, 2013. "Understanding and measuring risks in Agency CMOs," Working Papers 13-08, Federal Reserve Bank of Philadelphia.
- Lang, Gunnar & Schröder, Michael, 2013. "Do we need a separate banking system? An assessment," ZEW Discussion Papers 13-011, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Lingjiong Zhu, 2013. "Ruin Probabilities for Risk Processes with Non-Stationary Arrivals and Subexponential Claims," Papers 1304.1940, arXiv.org, revised Oct 2014.
- ITO Takatoshi & KOIBUCHI Satoshi & SATO Kiyotaka & SHIMIZU Junko, 2013. "Exchange Rate Exposure and Exchange Rate Risk Management: The case of Japanese exporting firms," Discussion papers 13025, Research Institute of Economy, Trade and Industry (RIETI).
- Claudio Borio, 2013. "The Great Financial Crisis: setting priorities for new statistics," BIS Working Papers 408, Bank for International Settlements.
- Carlos Arteta & Mark Carey & Ricardo Correa & Jason Kotter, 2013. "Revenge of the steamroller: ABCP as a window on risk choices," International Finance Discussion Papers 1076, Board of Governors of the Federal Reserve System (U.S.).