Printed from https://ideas.repec.org/n/nep-rmg/2015-09-18.html
Report NEP-RMG-2015-09-18
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:
- Mutale Katyoka & Simon Stevenson, 2015, "Real estate market risk modelling," ERES, European Real Estate Society (ERES), number eres2015_211, Jul.
- Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015, "Ex-ante real estate Value at Risk calculation method," ERES, European Real Estate Society (ERES), number eres2015_56, Jul.
- Schwaab, Bernd & Lucas, André & Zhang, Xin, 2015, "Modeling financial sector joint tail risk in the euro area," Working Paper Series, European Central Bank, number 1837, Aug.
- Peltonen, Tuomas A. & Sarlin, Peter & Piloiu, Andreea, 2015, "Network linkages to predict bank distress," Working Paper Series, European Central Bank, number 1828, Jul.
- Clemente De Rosa & Elisa Luciano & Luca Regis, 2015, "Basis risk in static versus dynamic longevity-risk hedging," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 425, Aug, revised Oct 2015.
- Heinz, Frigyes Ferdinand & Rusinova, Desislava, 2015, "An alternative view of exchange market pressure episodes in emerging Europe: an analysis using Extreme Value Theory (EVT)," Working Paper Series, European Central Bank, number 1818, Jun.
- Richard D. F. Harris & Linh H Nguyen & Evarist Stoja, 2015, "Extreme downside risk and financial crises," Bank of England working papers, Bank of England, number 547, Sep.
- Nikolov, Kalin & Stracca, Livio & Derviz, Alexis & Mendicino, Caterina & Moyen, Stéphane & Clerc, Laurent & Suarez, Javier & Vardoulakis, Alexandros P., 2015, "Capital regulation in a macroeconomic model with three layers of default," Working Paper Series, European Central Bank, number 1827, Jul.
- Chiara D'Alpaos & Rubina Canesi, 2015, "Risks Assessment In Real Esate Investments: An AHP Approach," ERES, European Real Estate Society (ERES), number eres2015_98, Jul.
- Gross, Marco & Población García, Francisco Javier, 2015, "A false sense of security in applying handpicked equations for stress test purposes," Working Paper Series, European Central Bank, number 1845, Sep.
- Daniel Wurstbauer & Stephan Lang & Wolfgang Schaefers & Christoph Rothballer, 2015, "Systematic Risk Factors in European Infrastructure Stock Markets," ERES, European Real Estate Society (ERES), number eres2015_43, Jul.
- Item repec:spo:wpmain:info:hdl:2441/5vh0dnv2h79qa9t6a9b2u2idns is not listed on IDEAS anymore