Printed from https://ideas.repec.org/n/nep-rmg/2014-06-22.html
Report NEP-RMG-2014-06-22
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:
- Jón Daníelsson & Kevin James & Marcela Valenzuela & Ilknur Zer, 2014, "Model Risk of Risk Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-34, Apr.
- James M. O'Brien & Pawel J. Szerszen, 2014, "An Evaluation of Bank VaR Measures for Market Risk During and Before the Financial Crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-21, Mar.
- Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebasti�n Rojas, 2014, "A Composite Indicator of Systemic Stress (CISS) for Colombia," Borradores de Economia, Banco de la Republica, number 11697, Jun.
- Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
- Péter Csóka & P. Jean-Jacques Herings, 2014, "Risk Allocation under Liquidity Constraints," Working Papers, Fondazione Eni Enrico Mattei, number 2014.47, Apr.
- Christian Robert & Pierre-Emmanuel Thérond, 2014, "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print, HAL, number hal-00813199, May, DOI: 10.1017/asb.2014.3.
- Claudia M. Buch & Linda S. Goldberg, 2014, "International banking and liquidity risk transmission: lessons from across countries," Staff Reports, Federal Reserve Bank of New York, number 675, May.
- Ricardo Correa & Linda S. Goldberg & Tara N. Rice, 2014, "Liquidity risk and U.S. bank lending at home and abroad," Staff Reports, Federal Reserve Bank of New York, number 676, Jun.
- Item repec:hal:wpaper:hal-01006405 is not listed on IDEAS anymore
- Matthew Ames & Gareth W. Peters & Guillaume Bagnarosa & Ioannis Kosmidis, 2014, "Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence," Papers, arXiv.org, number 1406.4322, Jun.
- Rao, Harish Venkatesh & Dutta, Goutam & Basu, Sankarshan, 2014, "Database Structure for a Multi Stage Stochastic Optimization Based Decision Support System for Asset – Liability Management of a Life Insurance Company," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP2014-06-02, Jun.
- Charles W. Calomiris & Mark A. Carlson, 2014, "Corporate Governance and Risk Management at Unprotected Banks: National Banks in the 1890s," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-08, Mar.
- Matthew Ames & Gareth W. Peters & Guillaume Bagnarosa & Ioannis Kosmidis, 2014, "Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence," Papers, arXiv.org, number 1406.4322, Jun.
- Joseph E. Aldy & Seamus J. Smyth, 2014, "Heterogeneity in the Value of Life," NBER Working Papers, National Bureau of Economic Research, Inc, number 20206, Jun.