Printed from https://ideas.repec.org/n/nep-rmg/2014-11-17.html
Report NEP-RMG-2014-11-17
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:
- Item repec:aei:rpaper:2070 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2014-066 is not listed on IDEAS anymore
- Freddy Delbaen & Fabio Bellini & Valeria Bignozzi & Johanna F. Ziegel, 2014, "Risk measures with the CxLS property," Papers, arXiv.org, number 1411.0426, Nov.
- Baldan, Cinzia & Geretto, Enrico & Zen, Francesco, 2014, "Managing Banking Risk with the Risk Appetite Framework: a Quantitative Model for the Italian Banking System," MPRA Paper, University Library of Munich, Germany, number 59504, Oct.
- Raffaella Calabrese & Silvia Osmetti, 2014, "Modelling cross-border systemic risk in the European banking sector: a copula approach," Papers, arXiv.org, number 1411.1348, Nov.
- Item repec:dgr:uvatin:20140054 is not listed on IDEAS anymore
- Item repec:aei:rpaper:2374 is not listed on IDEAS anymore
- Ruja, Catalin, 2014, "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper, University Library of Munich, Germany, number 58244, Jul.
- Hirbod Assa & Nikolay Gospodinov, 2014, "Hedging and Pricing in Imperfect Markets under Non-Convexity," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-13, Aug.
- Item repec:hhs:bofrdp:2014_018 is not listed on IDEAS anymore
- Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov, 2014, "The Individually Accepted Loss," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2014-04.
- Item repec:dgr:uvatin:20140090 is not listed on IDEAS anymore
- Feess, Eberhard & Wohlschlegel, Ansgar, 2014, "Bank Capital Requirements and Mandatory Deferral of Compensation," MPRA Paper, University Library of Munich, Germany, number 59456, Jul.
- Item repec:hhs:bofrdp:2014_025 is not listed on IDEAS anymore
- Cao, Jin & Chollete, Loran, 2014, "Capital Adequacy and Liquidity in Banking Dynamics: Theory and Regulatory Implications," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/16, Sep.
- Karkowska, Renata, 2014, "The analytical framework for identifying and benchmarking systemically important financial institutions in Europe," MPRA Paper, University Library of Munich, Germany, number 58819, Sep.
- Santanu Dey & Sandeep Juneja & Karthyek R. A. Murthy, 2014, "Incorporating Views on Marginal Distributions in the Calibration of Risk Models," Papers, arXiv.org, number 1411.0570, Nov.
- Halim Zeghdoudi & Meriem Bouhadjar & Mohamed Riad Remita, 2014, "On Stochastic Orders and its applications : Policy limits and Deductibles," Papers, arXiv.org, number 1411.1609, Nov, revised Jan 2015.