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Report NEP-RMG-2014-11-22
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:
- Item repec:dgr:uvatin:20140065 is not listed on IDEAS anymore
- Yang, Bill Huajian, 2014, "Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework," MPRA Paper, University Library of Munich, Germany, number 59025, Mar.
- Ojo, Marianne, 2014, "Credit risk measurement, leverage ratios and Basel III: proposed Basel III leverage and supplementary leverage ratios," MPRA Paper, University Library of Munich, Germany, number 59598, Aug.
- Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima, 2014, "Impact of credit default swaps on financial contagion," Papers, arXiv.org, number 1411.1356, Sep.
- C, Loran & Eckbo, Espen & Lu, Ching-Chih, 2014, "Does Executive Compensation Reflect Default Risk?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/11, Sep.
- Omer, Gamal Salih & Masih, Mansur, 2014, "Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC," MPRA Paper, University Library of Munich, Germany, number 58862, Aug.
- Item repec:dgr:uvatin:20140092 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20140134 is not listed on IDEAS anymore
- John Cotter & Enrique Salvador, 2014, "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Working Papers, Geary Institute, University College Dublin, number 201414, Nov.
- Yuri A. Katz, 2014, "qGaussian model of default," Papers, arXiv.org, number 1410.6841, Oct.
- Bell, Peter Newton, 2014, "Choosing put option parameters based on quantiles from the distribution of portfolio value," MPRA Paper, University Library of Munich, Germany, number 58428, Sep.
- Item repec:dgr:uvatin:20140133 is not listed on IDEAS anymore
- Item repec:hhs:bofrdp:2014_019 is not listed on IDEAS anymore
- Lubberink, Martien, 2014, "A Primer on Regulatory Bank Capital Adjustments," MPRA Paper, University Library of Munich, Germany, number 55290, Mar.
- Swamy, Vighneswara, 2014, "Modelling the Impact of New Capital Regulations on Bank Profitability," MPRA Paper, University Library of Munich, Germany, number 58323.
- Søren Johansen & Lukasz Gatarek, 2014, "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-40, Sep.
- Lubberink, Martien, 2014, "Are banks’ below-par own debt repurchases a cause for prudential concern?," MPRA Paper, University Library of Munich, Germany, number 59475, Oct.
- Naseri, Marjan & Masih, Mansur, 2014, "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 58799, Aug.