Report NEP-RMG-2007-09-09

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:

• André de Palma & Nathalie Picard & Laetitia Andrieu, 2007. "Risk in Transport investments," THEMA Working Papers 2007-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Andrea Gheno & Carlo Domenico Mottura, 2007. "IAS 39 Hedge Accounting e Interest Rate Risk Management," Departmental Working Papers of Economics - University 'Roma Tre' 0079, Department of Economics - University Roma Tre.
• J. Annaert & S. Van Osselaer & B. Verstraete, 2007. "Performance evaluation of portfolio insurance strategies using stochastic dominance criteria," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/473, Ghent University, Faculty of Economics and Business Administration.
• Patrick Leoni, 2007. "Monte-Carlo Estimations of the Downside Risk of Derivative Portfolios," Economics Department Working Paper Series n1760607, Department of Economics, National University of Ireland - Maynooth.
• Jim Wong & Ka-fai Choi & Tom Fong, 2006. "A Framework for Stress Testing Bank's Credit Risk," Working Papers 0615, Hong Kong Monetary Authority.
• Ip-wing Yu & Chi-sang Tam, 2007. "Measuring Market Sentiment in Hong Kong's Stock Market," Working Papers 0705, Hong Kong Monetary Authority.
• Item repec:pra:mprapa:2663 is not listed on IDEAS anymore

• Dötz, Niko, 2007. "Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery," Discussion Paper Series 2: Banking and Financial Studies 2007,08, Deutsche Bundesbank.