Printed from https://ideas.repec.org/n/nep-rmg/2015-08-19.html
Report NEP-RMG-2015-08-19
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:
- Raupach, Peter, 2015, "Calculating trading book capital: Is risk separation appropriate?," Discussion Papers, Deutsche Bundesbank, number 19/2015.
- Paul Larsen, 2015, "Asyptotic Normality for Maximum Likelihood Estimation and Operational Risk," Papers, arXiv.org, number 1508.02824, Aug, revised Aug 2016.
- Item repec:dnb:dnbwpp:478 is not listed on IDEAS anymore
- Anisa Caja & Quentin Guibert & Frédéric Planchet, 2015, "Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business," Working Papers, HAL, number hal-01178812, Jul.
- Javier G. G�mez-Pineda & Dominique Guillaume & Kadir Tanyeri, 2015, "Systemic Risk, Aggregate Demand, and Commodity Prices," Borradores de Economia, Banco de la Republica, number 13327, Jul.
- Hatfield, Jerry, , "Remote Sensing and Risk Management Tools," Agricultural Outlook Forum 2015, United States Department of Agriculture, Agricultural Outlook Forum, number 204998, DOI: 10.22004/ag.econ.204998.
- Jean-Charles Croix & Frédéric Planchet & Pierre-Emmanuel Thérond, 2015, "Mortality: a statistical approach to detect model misspecification," Post-Print, HAL, number hal-01149396.
- Item repec:dnb:dnbwpp:480 is not listed on IDEAS anymore
- Alexis Louaas & Pierre Picard, 2014, "Optimal Insurance For Catastrophic Risk: Theory And Application To Nuclear Corporate Liability," Working Papers, HAL, number hal-01097897, Dec.
- Item repec:hal:wpaper:hal-01082903 is not listed on IDEAS anymore
- Josselin Garnier & George Papanicolaou & Tzu-Wei Yang, 2015, "A risk analysis for a system stabilized by a central agent," Papers, arXiv.org, number 1507.08333, Jul, revised Aug 2015.
- Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2014, "Vector quantile regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP48/14, Dec.
- Amélie Charles & Olivier Darné, 2014, "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Post-Print, HAL, number hal-01122507, DOI: 10.1016/j.jbankfin.2014.03.022.
- Svetlana Andrianova & Badi Baltagi & Thorsten Beck & Panicos Demetriades & David Fielding & Stephen G. Hall & Steven F. Koch & Robert Lensink & Johan Rewilak & Peter Rousseau, 2015, "A New International Database on Financial Fragility," Working Papers, University of Pretoria, Department of Economics, number 201557, Aug.