Report NEP-RMG-2013-12-15This 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:
- Marc Busse & Michel Dacorogna & Marie Kratz, 2013. "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Post-Print hal-00914844, HAL.
- Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013. "“The use of flexible quantile-based measures in risk assessment”," IREA Working Papers 201323, University of Barcelona, Research Institute of Applied Economics, revised Dec 2013.
- Dominique Guegan & Bertrand K. Hassani, 2011. "Operational risk: A Basel II++ step before Basel III," Documents de travail du Centre d'Economie de la Sorbonne 11053r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2012.
- Magdalena Pisa & Dennis Bams & Christian Wolff, 2012. "Modeling default correlation in a US retail loan portfolio," LSF Research Working Paper Series 12-19, Luxembourg School of Finance, University of Luxembourg.
- David Allen & Michael McAleer & Robert Powell & Abhay Singh, 2013. "A Capital Adequacy Buffer Model," Working Papers in Economics 13/35, University of Canterbury, Department of Economics and Finance.
- Hurlin , Christophe & Perignon, Christophe, 2013. "Systemic Risk Score: A Suggestion," Les Cahiers de Recherche 1005, HEC Paris.
- Thorsten Lehnert & Lamia Bekkour & Xisong Jin & Fanou Rasmouki & Christian Wolff, 2012. "Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency," LSF Research Working Paper Series 12-4, Luxembourg School of Finance, University of Luxembourg.
- Maarten van Oordt & Philip Stork & Casper de Vries, 2013. "On agricultural commodities' extreme price risk," DNB Working Papers 403, Netherlands Central Bank, Research Department.
- Susanne Emmer & Marie Kratz & Dirk Tasche, 2013. "What is the best risk measure in practice? A comparison of standard measures," Papers 1312.1645, arXiv.org, revised Nov 2014.
- Haas, Andreas & Hofmann, Annette, 2013. "Risiken aus Cloud-Computing-Services: Fragen des Risikomanagements und Aspekte der Versicherbarkeit," FZID Discussion Papers 74-2013 [rev.], University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Theoharry Grammatikos & Robert Vermeulen, 2012. "The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity," LSF Research Working Paper Series 12-8, Luxembourg School of Finance, University of Luxembourg.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-5930085 is not listed on IDEAS anymore
- Pejman Abedifar & Philip Molyneux & Amine Tarazi, 2012. "Risk in Islamic Banking," Working Papers hal-00915115, HAL.