Printed from https://ideas.repec.org/n/nep-rmg/2014-04-18.html
Report NEP-RMG-2014-04-18
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:
- Sheng Guo, 2014, "Margin Requirements and Portfolio Optimization: A Geometric Approach," Working Papers, Florida International University, Department of Economics, number 1406, Apr.
- Item repec:qmw:qmwecw:wp714 is not listed on IDEAS anymore
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014, "Systemic risk in an interconnected banking system with endogenous asset markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 48, DOI: 10.2139/ssrn.2421265.
- Sourish Das & Aritra Halder & Dipak K. Dey, 2014, "Regularizing Portfolio Risk Analysis: A Bayesian Approach," Papers, arXiv.org, number 1404.3258, Apr, revised Oct 2015.
- Daniel Detzer, 2014, "Financial Market Regulation in Germany - Capital Requirements of Financial Institutions," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper26, Feb.
- Michele Bonollo & Irene Crimaldi & Andrea Flori & Fabio Pammolli & Massimo Riccaboni, 2014, "Systemic importance of financial institutions: regulations, research, open issues, proposals," Working Papers, IMT School for Advanced Studies Lucca, number 2/2014, Mar, revised Mar 2014.
- Xu, Xin, 2013, "Forecasting Bankruptcy with Incomplete Information," MPRA Paper, University Library of Munich, Germany, number 55024, May, revised 31 Mar 2014.
- Thierry Warin & Robert E. Prasch, 2013, "Systemic Risk in the Financial Industry: “Mimetism” for the Best and for the Worst," CIRANO Working Papers, CIRANO, number 2013s-29, Aug.
- Mitchener, Kris James & Richardson, Gary, 2013, "Does “Skin in the Game” Reduce Risk Taking? Leverage, Liability and the Long-Run Consequences of New Deal Financial Reforms," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 118.
- Arnold, Marc & Schuette, Dustin & Wagner, Alexander, 2014, "Neglected Risk: Evidence from Structured Product Counterparty Exposure," Working Papers on Finance, University of St. Gallen, School of Finance, number 1406, Mar, revised Apr 2016.
- Zhang, Lei & Zhang, Lin & Zheng, Yong, 2013, "Wholesale Funding, Coordination, and Credit Risk," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 124.
- Item repec:hhs:bofrdp:2014_011 is not listed on IDEAS anymore
- Henrik Andersson & Arne Risa Hole & Mikael Svensson, 2014, "Valuation of Small and Multiple Health Risks: A Critical Analysis of SP Data Applied to Food and Water Safety," Working Papers, The University of Sheffield, Department of Economics, number 2014005, Apr.