Report NEP-RMG-2009-06-17

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:

• Item repec:pra:mprapa:15545 is not listed on IDEAS anymore

• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009. "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne 09034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Li, Yadong, 2009. "A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery," MPRA Paper 14919, University Library of Munich, Germany, revised 02 Apr 2009.
• Item repec:pra:mprapa:15544 is not listed on IDEAS anymore

• Vorniceanu, Marius & Covaci, Brindusa & Cocosatu, Cristinel Claudiu, 2009. "Credit Risk In Financing Sme In Romania," Papers 2009/24, Osterreichish-Rumanischer Akademischer Verein.
• Item repec:ecb:ecbwps:200901056 is not listed on IDEAS anymore

• Kateryna Shapovalova & Alexander Subbotin, 2009. "Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?," Documents de travail du Centre d'Economie de la Sorbonne 09037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "De copulis non est disputandum - Copulae: An overview," SFB 649 Discussion Papers 2009-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Ivan DE NONI & Antonio LORENZON & Luigi ORSI, 2007. "Measuring and managing credit risk in SMEs: a quantitative and qualitative rating model," Departmental Working Papers 2007-36, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires?," Documents de travail du Centre d'Economie de la Sorbonne 09033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Arnaldo MAURI & Claudia Gabriela BAICU, 2008. "Evaluarea expunerii firmelor la riscul valutar; consideratii generale (General remarks on the assessment of foreign exchange risk exposure of firms)," Departmental Working Papers 2008-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
• Stavros Panageas, 2009. "Bailouts, the Incentive to Manage Risk, and Financial Crises," NBER Working Papers 15058, National Bureau of Economic Research, Inc.
• Item repec:pra:mprapa:15707 is not listed on IDEAS anymore

• Hart, Oliver & Zingales, Luigi, 2009. "A New Capital Regulation For Large Financial Institutions," CEPR Discussion Papers 7298, C.E.P.R. Discussion Papers.
• Anton Korinek, 2009. "Systemic Risk: Amplification Effects, Externalities, and Policy Responses," Working Papers 155, Oesterreichische Nationalbank (Austrian Central Bank).
• Jan Toporowski, 2009. "'Enforced Indebtedness' and Capital Adequacy Requirements," Economics Policy Note Archive 09-7, Levy Economics Institute.
• Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009. "Crash Risk in Currency Markets," NBER Working Papers 15062, National Bureau of Economic Research, Inc.
• Paul D. Sclavounos & Per Einar Ellefsen, 2009. "Multi-Factor Model of Correlated Commodity - Forward Curves for Crude Oil and Shipping Markets," Working Papers 0902, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.