Printed from https://ideas.repec.org/n/nep-rmg/2013-06-09.html
Report NEP-RMG-2013-06-09
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:
- Christophe Boucher & Gregory Jannin & Bertrand Maillet & Patrick Kouontchou, 2013, "An Economic Evaluation of Model Risk in Long-term Asset Allocations," Working Papers, HAL, number halshs-00825303, Mar.
- Xiao, Tim, 2013, "Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds," MPRA Paper, University Library of Munich, Germany, number 47366, May.
- Hakan Tokaç & Mike Williams, 2013, "Government Debt Management and Operational Risk: A Risk Management Framework and its Application in Turkey," SIGMA Papers, OECD Publishing, number 50, Apr, DOI: 10.1787/5k483jnqxtms-en.
- Leonard I. Nakamura & Kasper Roszbach, 2013, "Credit ratings and bank monitoring ability," Working Papers, Federal Reserve Bank of Philadelphia, number 13-21.
- Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, 2013, "Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model," MPRA Paper, University Library of Munich, Germany, number 47442, Jun.
- Pastor Monsálvez José Manuel & Fernández de Guevara Radoselovics Juan & Salvador Muñoz Carlos, 2012, "Impact of the Subprime Crisis on Bank Ratings: The Effect of the Hardening of Rating Policies and Worsening of Solvency," Working Papers, Fundacion BBVA / BBVA Foundation, number 2012120, Sep.
- Rainer Kattel & Ringa Raudla, 2012, "The Wrong Risks: What a Hedge Gone Awry at JPMorgan Chase Tells Us about What's Wrong with Dodd-Frank," Economics Policy Note Archive, Levy Economics Institute, number 12-06, Jun.
- Sylvain Corlay, 2013, "B-spline techniques for volatility modeling," Papers, arXiv.org, number 1306.0995, Jun, revised Jun 2015.
- Xiao, Tim, 2012, "An Economic Examination of Collateralization in Different Financial Markets," MPRA Paper, University Library of Munich, Germany, number 47371, May.