Report NEP-RMG-2007-03-03

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:

• Item repec:apr:aprpdp:dp0021 is not listed on IDEAS anymore

• Item repec:apr:aprpdp:dp0022 is not listed on IDEAS anymore

• Item repec:apr:aprpdp:dp0023 is not listed on IDEAS anymore

• Item repec:apr:aprpdp:dp0025 is not listed on IDEAS anymore

• Lütkebohmert, Eva & Gordy, Michael B., 2007. "Granularity adjustment for Basel II," Discussion Paper Series 2: Banking and Financial Studies 2007,01, Deutsche Bundesbank.
• Item repec:hal:papers:hal-00129413_v1 is not listed on IDEAS anymore

• Item repec:apr:aprewp:wp2006-02 is not listed on IDEAS anymore

• Item repec:qut:auncer:2007-4 is not listed on IDEAS anymore

• Item repec:apr:aprpdp:dp0016 is not listed on IDEAS anymore

• Item repec:tud:ddpiec:180 is not listed on IDEAS anymore

• Item repec:dgr:nijrep:2006-12 is not listed on IDEAS anymore

• Veiga, Helena, 2007. "The sign of asymmetry and the Taylor Effect in stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS ws070702, Universidad Carlos III de Madrid. Departamento de Estadística.
• Yen-Ting Hu, 2007. "Extreme Correlation of Defaults and LGDs," Birkbeck Working Papers in Economics and Finance 0705, Birkbeck, Department of Economics, Mathematics & Statistics.
• Item repec:apr:aprewp:wp2006-01 is not listed on IDEAS anymore