Report NEP-RMG-2014-07-21

This 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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Item repec:dau:papers:123456789/13633 is not listed on IDEAS anymore

• Yang, Bill Huajian, 2013. "Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests," MPRA Paper 57245, University Library of Munich, Germany.
• Chris Kenyon & Andrew Green, 2014. "Warehousing Credit (CVA) Risk, Capital (KVA) and Tax (TVA) Consequences," Papers 1407.3201, arXiv.org, revised Jan 2015.
• Ljudmila A. Bordag & Ivan P. Yamshchikov & Dmitry Zhelezov, 2014. "Portfolio optimization in the case of an asset with a given liquidation time distribution," Papers 1407.3154, arXiv.org.
• Ricardo Correa & Linda S. Goldberg & Tara Rice, 2014. "Liquidity Risk and U.S. Bank Lending at Home and Abroad," NBER Working Papers 20285, National Bureau of Economic Research, Inc.
• Yang, Bill Huajian, 2013. "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper 57244, University Library of Munich, Germany.
• Óscar Arce & Sergio Mayordomo, 2014. "Short-sale constraints and financial stability: Evidence from the Spanish market," Working Papers 1410, Banco de España.
• Item repec:dau:papers:123456789/13624 is not listed on IDEAS anymore

• Paul Ehling & Christian Heyerdahl-Larsen, 2014. "Correlations," Working Papers 1413, Banco de España.
• Item repec:dau:papers:123456789/13632 is not listed on IDEAS anymore

• Jiranyakul, Komain, 2014. "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper 57262, University Library of Munich, Germany.