Report NEP-RMG-2008-01-05

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:

• Westerman, George, 2007. "It Risk Management: From IT Necessity to Strategic Business Value," Working papers 39809, Massachusetts Institute of Technology (MIT), Sloan School of Management.
• Miller, Roger & Lessard, Donald, 2007. "Evolving Strategy: Risk Management and the Shaping of Large Engineering Projects," Working papers 37157, Massachusetts Institute of Technology (MIT), Sloan School of Management.
• Jose Eduardo Gómez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio, 2007. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia 4395, Banco de la Republica.
• Janet Mitchell & Patrick Van Roy, 2007. "Failure prediction models : performance, disagreements, and internal rating systems," Working Paper Research 123, National Bank of Belgium.
• Martin Cihak & Klaus Schaeck, 2007. "How Well Do Aggregate Bank Ratios Identify Banking Problems?," IMF Working Papers 07/275, International Monetary Fund.
• Ethan Cohen-Cole & Todd Prono, 2007. "Loss distribution estimation, external data and model averaging," Supervisory Research and Analysis Working Papers QAU07-8, Federal Reserve Bank of Boston.
• Satoshi Yamashita & Toshinao Yoshiba, 2007. "Analytical solutions for expected and unexpected losses with an additional loan," IMES Discussion Paper Series 07-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
• Item repec:pra:mprapa:6483 is not listed on IDEAS anymore

• Massimo Guidolin & Giovanna Nicodano, 2007. "Small Caps in International Diversified Portfolios," CeRP Working Papers 68, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Christian Keller & Peter J Kunzel & Marcos R Souto, 2007. "Measuring Sovereign Risk in Turkey; An Application of the Contingent Claims Approach," IMF Working Papers 07/233, International Monetary Fund.
• Mayanja, Abubaker B. & Legesi, Kenneth, 2007. "Risk and Return on Uganda's stock exchange," MPRA Paper 6407, University Library of Munich, Germany, revised Aug 2007.
• Item repec:hal:papers:hal-00200422_v1 is not listed on IDEAS anymore

• Schaefer, Stephen & Acharya, Viral & Zhang, Yili, 2007. "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," CEPR Discussion Papers 6619, C.E.P.R. Discussion Papers.
• Item repec:nbb:docwpp:200711-22 is not listed on IDEAS anymore

• Toudas, Kanellos & Karathanassis, George, 2007. "Corporate Governance and Firm Performance: Results from Greek Firms," MPRA Paper 6414, University Library of Munich, Germany.
• Jorge Tovar & Christian Jaramillo & Carlos Hernández, 2007. "Risk, Concentration and Market Power in the Banking Industry: Evidence from the Colombian System (1997-2006)," Documentos CEDE 4385, Universidad de los Andes, Facultad de Economía, CEDE.
• Agustinus, Prasetyantoko, 2007. "Corporate Responses to Currency Depreciations: Evidence from Indonesia," MPRA Paper 6502, University Library of Munich, Germany.
• Li L Ong & Martin Cihak, 2007. "Estimating Spillover Risk Among Large EU Banks," IMF Working Papers 07/267, International Monetary Fund.
• Gianni De Nicolo & Elena Loukoianova, 2007. "Bank Ownership, Market Structure and Risk," IMF Working Papers 07/215, International Monetary Fund.
• Afonso, António & Furceri, Davide, 2007. "Business cycle synchronization and insurance mechanisms in the EU," Working Paper Series 0844, European Central Bank.
• García, Juan Angel & Manzanares, Andrés, 2007. "Reporting biases and survey results: evidence from European professional forecasters," Working Paper Series 0836, European Central Bank.
• Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing in Mixed Asset Portfolios: the Ex-Post Performance," CeRP Working Papers 69, Center for Research on Pensions and Welfare Policies, Turin (Italy).
• Jan Kregel, 2007. "The Natural Instability of Financial Markets," Economics Working Paper Archive wp_523, Levy Economics Institute.