Report NEP-RMG-2009-08-08

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:

• 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.
• Drehmann, Mathias & Alessandri, Piergiorgio, 2009. "An economic capital model integrating credit and interest rate risk in the banking book," Working Paper Series 1041, European Central Bank.
• Scheicher, Martin & Fender, Ingo, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series 1056, European Central Bank.
• René Aïd, 2008. "Long-term risk management for utility companies: the next challenges," Working Papers hal-00409030, HAL.
• Edmund Cannon & Ian Tonks, 2009. "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers 09/610, School of Economics, University of Bristol, UK.
• Item repec:hal:wpaper:hal-00403662_v2 is not listed on IDEAS anymore

• KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian, 2009. "Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC [Macroprudentials indicators for CEMAC banking system]," MPRA Paper 16555, University Library of Munich, Germany.
• Charles Yuji Horioka & Shizuka Sekita, 2009. "Are Fast Court Proceedings Good or Bad ? : Evidence from Japanese Household Panel Data," Working Papers 0916, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Itai Agur, 2009. "Regulatory Competition and Bank Risk Taking," DNB Working Papers 213, Netherlands Central Bank, Research Department.