Report NEP-RMG-2015-10-04

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Ahmad khateeb, 2015. "Risk management in light of corporate Governance," Proceedings of Business and Management Conferences 3004243, International Institute of Social and Economic Sciences.
• Hautsch, Nikolaus & Herrera, Rodrigo, 2015. "Multivariate dynamic intensity peaks-over-threshold models," CFS Working Paper Series 516, Center for Financial Studies (CFS).
• Item repec:hhs:bofrdp:2015_016 is not listed on IDEAS anymore

• Grundke, Peter & Pliszka, Kamil, 2015. "A macroeconomic reverse stress test," Discussion Papers 30/2015, Deutsche Bundesbank.
• Nicole El Karoui & Monique Jeanblanc & Ying Jiao, 2015. "Dynamics of multivariate default system in random environment," Papers 1509.09133, arXiv.org, revised Nov 2016.
• Kim Ristolainen, 2015. "The relationship between distance-to-default and CDS spreads as measures of default risk for European banks," Discussion Papers 102, Aboa Centre for Economics.
• Giovanni W. Puopolo, 2015. "Portfolio Selection with Transaction Costs and Default Risk," CSEF Working Papers 414, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.