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Report NEP-RMG-2014-06-02
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:
- Jose Manuel Feria-Dominguez & Enrique Jimenez-Rodriguez & Pilar Camacho-Rubio, 2014, "People Value at Risk: A Key Indicator for Sound Management," Working Papers, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration), number 14.03, May.
- Packham, Natalie & Kalkbrener, Michael & Overbeck, Ludger, 2014, "Default probabilities and default correlations under stress," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 211.
- Ojo, Marianne, 2014, "Achieving an adequate balance between the level of complexity, objectivity and comparability which is required within the capital framework: credit ratings and the Standardized Approach (SA-CCR) for measuring Exposure at Default (EAD) for Counter-Par," MPRA Paper, University Library of Munich, Germany, number 56209, May.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2014, "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9800, Jan.
- Collins, Sean & Gallagher, Emily, 2014, "Assessing Credit Risk in Money Market Fund Portfolios," MPRA Paper, University Library of Munich, Germany, number 56256, May.
- Hyejin Cho, 2014, "The Bank capital regulation (BCR) model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00958499, Sep.
- Chris Kenyon & Andrew Green, 2014, "VAR and ES/CVAR Dependence on data cleaning and Data Models: Analysis and Resolution," Papers, arXiv.org, number 1405.7611, May.
- Item repec:bir:birmec:14-06 is not listed on IDEAS anymore
- Ghysels, Eric & Marcellino, Massimiliano, 2013, "Regime Switches in the Risk-Return Trade-off," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9698, Oct.
- Aguirregabiria, Victor & Wang, Hui, 2014, "Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9816, Feb.
- Vayanos, Dimitri & Kondor, Péter, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9885, Mar.
- Wolf, Martin & Müller, Gernot & Kriwoluzky, Alexander, 2013, "Currency Risk in Currency Unions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9635, Sep.
- Aldy, Joseph E. & Smyth, Seamus J., 2014, "Heterogeneity in the Value of Life," RFF Working Paper Series, Resources for the Future, number dp-14-13, May.