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