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Report NEP-RMG-2015-01-03
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:
- Marek Rutkowski & Silvio Tarca, 2014, "Regulatory Capital Modelling for Credit Risk," Papers, arXiv.org, number 1412.1183, Dec, revised Jul 2016.
- Afanasyeva, Olga & Riabichenko, Dmitry, 2014, "Operational Risk Governance: The Basel Approach," MPRA Paper, University Library of Munich, Germany, number 60652.
- Farzad Pourbabaee & Minsuk Kwak & Traian A. Pirvu, 2014, "Risk minimization and portfolio diversification," Papers, arXiv.org, number 1411.6657, Nov, revised Dec 2014.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014, "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-949, Dec.
- filippo gori, 2012, "The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2014, Nov, revised 30 Nov 2014.
- Behn, Markus & Haselmann, Rainer & Wachtel, Paul, 2014, "Pro-cyclical capital regulation and lending," Discussion Papers, Deutsche Bundesbank, number 32/2014.
- Mamatzakis, E & bermpei, t, 2014, "What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis," MPRA Paper, University Library of Munich, Germany, number 60196, Nov.
- Ralph S. J. Koijen & Motohiro Yogo, 2014, "Shadow Insurance," Staff Report, Federal Reserve Bank of Minneapolis, number 505, Nov.
- Hoang, Daniel & Ruckes, Martin, 2014, "The effects of disclosure policy on risk management incentives and market entry," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 65, DOI: 10.5445/IR/1000044664.
- Item repec:hum:wpaper:sfb649dp2014-068 is not listed on IDEAS anymore
- Kelly, Robert & O'Malley, Terence, 2014, "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers, Central Bank of Ireland, number 17/RT/14, Nov.
- Martina Nardon & Paolo Pianca, 2014, "European option pricing with constant relative sensitivity probability weighting function," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:25.
- Bulow, Jeremy & Klemperer, Paul, 2014, "Equity Recourse Notes: Creating Counter-cyclical Bank Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10213, Oct.
- Felix Kubler & John Geanakoplos, 2014, "Why is too much leverage bad for the economy?," 2014 Meeting Papers, Society for Economic Dynamics, number 573.