Report NEP-RMG-2009-09-11

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, 2009. "The Empirical Relation between Credit Quality, Recovery, and Correlation," Working Papers 222009, Hong Kong Institute for Monetary Research.
• Breig, Christoph & Elsas, Ralf, 2009. "Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System," Discussion Papers in Business Administration 10978, University of Munich, Munich School of Management.
• Petr Jakubik & Christian Schmieder, 2008. "Stress Testing Credit Risk: Is the Czech Republic Different from Germany?," Working Papers 2008/9, Czech National Bank.
• Item repec:hal:journl:halshs-00407674_v1 is not listed on IDEAS anymore

• Andersson, Magnus & Alexopoulou, Ioana & Georgescu, Oana-Maria, 2009. "An empirical study on the decoupling movements between corporate bond and CDS spreads," Working Paper Series 1085, European Central Bank.