Printed from https://ideas.repec.org/n/nep-rmg/2014-09-25.html
Report NEP-RMG-2014-09-25
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:
- Paola Cerchiello & Paolo Giudici, 2014, "Conditional graphical models for systemic risk measurement," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 087, Sep.
- Norio Kitagawa & Shin' ya Okuda, 2013, "Management Forecasts, Idiosyncratic Risk, and Information Environment," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2013-38, May, revised Jul 2013.
- Gareth W. Peters & Ariane Chapelle & Efstathios Panayi, 2014, "Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective," Papers, arXiv.org, number 1409.1451, Sep.
- Jens Leth Hougaard & Aleksandrs Smilgins, 2014, "Risk Capital Allocation: The Lorenz Set," MSAP Working Paper Series, University of Copenhagen, Department of Food and Resource Economics, number 03_2014, May.
- Michele Bonollo & Irene Crimaldi & Andrea Flori & Fabio Pammolli & Massimo Riccaboni, 2014, "Systemic importance of financial institutions: from a global to a local perspective? A network theory approach," Working Papers, IMT School for Advanced Studies Lucca, number 9/2014, Sep, revised Sep 2014.
- Yoshiyuki Fukuda & Kazutoshi Kan & Yoshihiko Sugihara, 2013, "Banks' Stockholdings and the Correlation between Bonds and Stocks: A Portfolio Theoretic Approach," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-6, Mar.
- M. Dietsch & C. Welter-Nicol, 2014, "Do LTV and DSTI caps make banks more resilient?," Débats Economiques et financiers, Banque de France, number 13.
- Item repec:hum:wpaper:sfb649dp2014-040 is not listed on IDEAS anymore
- Gałkiewicz, Dominika, 2014, "Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 474.
- Item repec:hum:wpaper:sfb649dp2014-039 is not listed on IDEAS anymore
- Joan Nix and Bruce McNevin, 2014, "Wavelet Betas At The Sector Level: A Lens To Capture Risk Dynamics That Standard Betas Ignore," Working Papers, Department of Economics, Queens College of the City University of New York, number 0006 Classification- JEL:, Sep, revised Sep 2014.
- Tae-Hwy Lee & Huiyu Huang, 2014, "Forecasting Value-at-Risk Using High Frequency Information," Working Papers, University of California at Riverside, Department of Economics, number 201409, Sep.
- Item repec:rwi:repape:0502 is not listed on IDEAS anymore