Printed from https://ideas.repec.org/n/nep-rmg/2015-02-22.html
Report NEP-RMG-2015-02-22
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:
- Pankoke, David, 2014, "Sophisticated vs. Simple Systemic Risk Measures," Working Papers on Finance, University of St. Gallen, School of Finance, number 1422, Dec.
- Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
- Morellec, Erwan & Hugonnier, Julien, 2015, "Bank Capital, Liquid Reserves, and Insolvency Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10378, Feb.
- Gropp, Reint E., 2014, "How important are hedge funds in a crisis?," SAFE Policy Letters, Leibniz Institute for Financial Research SAFE, number 23.
- Brandtner, Mario & Kürsten, Wolfgang, 2014, "Decision making with Conditional Value-at-Risk and spectral risk measures: The problem of comparative risk aversion," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100615.
- García Muñoz, Luis Manuel & de Lope Contreras, Fernando & Palomar Burdeus, Juan Esteban, 2015, "Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA," MPRA Paper, University Library of Munich, Germany, number 62086, Feb.
- Hott, Christian, 2014, "A Model of Mortgage Losses and its Applications for Macroprudential Instruments," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100553.
- Eisl, Alexander & Elendner, Hermann W. & Lingo, Manuel, 2015, "Re-Mapping Credit Ratings," 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 492.
- Item repec:hum:wpaper:sfb649dp2015-008 is not listed on IDEAS anymore
- Décamps, Jean-Paul & Gryglewicz, S. & Morellec, E. & Villeneuve, Stéphane, 2015, "Corporate Policies with Temporary and Permanent Shocks," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 843, Jan, revised Mar 2016.