Printed from https://ideas.repec.org/n/nep-rmg/2013-08-23.html
Report NEP-RMG-2013-08-23
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:
- Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2013, "Measuring risk with multiple eligible assets," Papers, arXiv.org, number 1308.3331, Aug, revised Mar 2014.
- Item repec:hum:wpaper:sfb649dp2013-037 is not listed on IDEAS anymore
- Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2013, "How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment," Working Paper Series, European Central Bank, number 1546, May.
- Hałaj, Grzegorz, 2013, "Optimal asset structure of a bank - bank reactions to stressful market conditions," Working Paper Series, European Central Bank, number 1533, Apr.
- Saldías, Martín, 2013, "A market-based approach to sector risk determinants and transmission in the euro area," Working Paper Series, European Central Bank, number 1574, Aug.
- Louzis, Dimitrios & Vouldis, Angelos, 2013, "A financial systemic stress index for Greece," Working Paper Series, European Central Bank, number 1563, Jul.
- A. K. Bahl & O. Baltzer & A. Rau-Chaplin & B. Varghese & A. Whiteway, 2013, "Achieving Speedup in Aggregate Risk Analysis using Multiple GPUs," Papers, arXiv.org, number 1308.2572, Aug.