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Report NEP-RMG-2013-11-29
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:
- Kratz , Marie, 2013, "There is a VaR Beyond Usual Approximations," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1317, Nov.
- Arnold, Marc, 2013, "This article analyzes the impact of the introduction of centrally cleared credit risk transfer on a loan originating bank's lending discipline in the primary loan market. Under Basel III, a bank can transfer credit risk via central clearing at favora," Working Papers on Finance, University of St. Gallen, School of Finance, number 1321, May, revised Dec 2014.
- Olivier Bruno & Alexandra Girod, 2013, "Procyclicality and Bank Portfolio Risk Level under a Constant Leverage Ratio," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-35, Oct.
- Item repec:imf:imfwpa:13/233 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:13/218 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:13/232 is not listed on IDEAS anymore
- Sergio Masciantonio, 2013, "Identifying and tracking global, EU and Eurozone systemically important banks with public data," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 204, Oct.
- Geon Ho Choe & Kyungsub Lee, 2013, "High moment variations and their application," Papers, arXiv.org, number 1311.4973, Nov.
- Eder, Armin & Keiler, Sebastian & Pichl, Hannes, 2013, "Interest rate risk and the Swiss solvency test," Discussion Papers, Deutsche Bundesbank, number 41/2013.
- Kyungsub Lee, 2013, "Recursive formula for arithmetic Asian option prices," Papers, arXiv.org, number 1311.4969, Nov.
- Sambracos, Evangelos & Maniati, Marina, 2013, "Shipping Market Financing: Special Features and the Impact of Basel III," MPRA Paper, University Library of Munich, Germany, number 51573, Oct.
- Broll, Udo & Wong, Wing-Keung & Wu, Mojia, 2013, "Banking Firm and Two-Moment Decision Making," MPRA Paper, University Library of Munich, Germany, number 51687, Dec.
- Courbage, Christophe & Rey, Béatrice & Treich, Nicolas, 2013, "Prevention and precaution," TSE Working Papers, Toulouse School of Economics (TSE), number 13-445, Oct.
- Item repec:imf:imfwpa:13/228 is not listed on IDEAS anymore
- Kyungsub Lee, 2013, "Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data," Papers, arXiv.org, number 1311.5036, Nov, revised Jul 2015.
- Item repec:imf:imfscr:13/325 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:13/231 is not listed on IDEAS anymore
- Item repec:imf:imfscr:13/316 is not listed on IDEAS anymore