Report NEP-RMG-2009-02-22

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:

• Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc.
• Chollete, Lorán, 2009. "The Propagation of Financial Extremes," Discussion Papers 2008/25, Norwegian School of Economics, Department of Business and Management Science.
• Jiří Witzany, 2009. "Loss, Default, and Loss Given Default Modeling," Working Papers IES 2009/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2009.
• Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2009. "Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks," Working Paper Series 1002, European Central Bank.