Report NEP-RMG-2014-10-13

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:

• Lorenzo Mercuri & Edit Rroji, 2014, "Parametric Risk Parity," Papers, arXiv.org, number 1409.7933, Sep.
• O. de Bandt & J.-C. Héam & C. Labonne & S. Tavolaro, 2013, "Measuring Systemic Risk in a Post-Crisis World," Débats Economiques et financiers, Banque de France, number 6.
• Y. Lemp'eri`ere & C. Deremble & T. T. Nguyen & P. Seager & M. Potters & J. P. Bouchaud, 2014, "Risk Premia: Asymmetric Tail Risks and Excess Returns," Papers, arXiv.org, number 1409.7720, Sep, revised Oct 2015.
• B. Camara & L. Lepetit & A. Tarazi, 2013, "Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk," Débats Economiques et financiers, Banque de France, number 7.
• Dariusz Gatarek & Juliusz Jabłecki, 2014, "Estimating the risk of joint defaults: an application to central bank collateralized lending operations," NBP Working Papers, Narodowy Bank Polski, number 181.
• D. Nouy, 2013, "Banking regulation and supervision in the next 10 years and their unintended consequences," Débats Economiques et financiers, Banque de France, number 5.
• Dumitru-Catalin BURSUC & Ion CALIN, 2013, "Integrated Approach To Risks Inside An Organization," Proceedings of the 8-th International Conference on Knowledge Management: Projects, Systems and Technologies, Bucharest, November 7-8, 2013., Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies from Bucharest and "Carol I-st" National Defence University, Department for Management of the Defence Resources and Education, number 3, Nov.
• Item repec:imf:imfscr:14/258 is not listed on IDEAS anymore

• Item repec:san:cdmawp:1409 is not listed on IDEAS anymore

Report NEP-RMG-2014-10-13

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: