Report NEP-RMG-2007-03-24
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," CAEPR Working Papers 2007-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Sep 2008.
- Rikkers, F. & Thibeault, A., 2007. "The optimal rating philosophy for the rating of SMEs," Vlerick Leuven Gent Management School Working Paper Series 2007-10, Vlerick Leuven Gent Management School.
- Manuel, Eduardo, 2007. "Innovation and Risk Management," MPRA Paper 2277, University Library of Munich, Germany.
- Srobona Mitra & Elena H Duggar, 2007. "External Linkages and Contagion Risk in Irish Banks," IMF Working Papers 07/44, International Monetary Fund.
- Brunnermeier, Markus & Pedersen, Lasse Heje, 2007. "Market Liquidity and Funding Liquidity," CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers.