Report NEP-RMG-2009-04-25

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:

• Daniel Rosch & Harald Scheule, 2008. "Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans," Working Papers 152008, Hong Kong Institute for Monetary Research.
• Nikola Tarashev, 2009. "Measuring portfolio credit risk correctly: why parameter uncertainty matters," BIS Working Papers 280, Bank for International Settlements.
• Item repec:hal:cesptp:halshs-00375765_v1 is not listed on IDEAS anymore

• Löffler, Gunter & Maurer, Alina, 2009. "Incorporating the dynamics of leverage into default prediction," SFB 649 Discussion Papers 2009-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Gonzales-Martínez, Rolando, 2008. "Medidas de Riesgo Financiero y una Aplicación a las Variaciones de Depósitos del Sistema Financiero Boliviano [Risk Measures and an Application to the Withdrawals of Deposits in the Bolivian Financ," MPRA Paper 14700, University Library of Munich, Germany.
• Item repec:pra:mprapa:14790 is not listed on IDEAS anymore

• David S. Bates, 2009. "U.S. Stock Market Crash Risk, 1926-2006," NBER Working Papers 14913, National Bureau of Economic Research, Inc.
• Item repec:hal:wpaper:hal-00372525_v1 is not listed on IDEAS anymore

• Item repec:ehu:biltok:200901 is not listed on IDEAS anymore

• Jørgensen, Peter Løchte & De Giovanni, Domenico, 2008. "Time Charters with Purchase Options in Shipping: Valuation and Risk Management," Finance Research Group Working Papers F-2008-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.