Report NEP-RMG-2009-10-10

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:

• Amadou N Sy, 2009. "The Systemic Regulation of Credit Rating Agencies and Rated Markets," IMF Working Papers 09/129, International Monetary Fund.
• Marcos R Souto & Rodolphe Blavy, 2009. "Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector," IMF Working Papers 09/109, International Monetary Fund.
• Philipp Haene & Andy Sturm, 2009. "Optimal Central Counterparty Risk Management," Working Papers 2009-07, Swiss National Bank.
• Martin Cihak & Erlend Nier, 2009. "The Need for Special Resolution Regimes for Financial Institutions—The Case of the European Union," IMF Working Papers 09/200, International Monetary Fund.
• Yingbin Xiao, 2009. "French Banks Amid the Global Financial Crisis," IMF Working Papers 09/201, International Monetary Fund.
• Jose Giancarlo Gasha & Andre O Santos & Jorge A Chan-Lau & Carlos I. Medeiros & Marcos R Souto & Christian Capuano, 2009. "Recent Advances in Credit Risk Modeling," IMF Working Papers 09/162, International Monetary Fund.
• Peter Stella, 2009. "The Federal Reserve System Balance Sheet; What Happened and Why it Matters," IMF Working Papers 09/120, International Monetary Fund.
• Andrea M. Maechler & Alexander F. Tieman, 2009. "The Real Effects of Financial Sector Risk," IMF Working Papers 09/198, International Monetary Fund.
• Torsten Wezel & Mario Mansilla & Gustavo Adler, 2009. "Modernizing Bank Regulation in Support of Financial Deepening; The Case of Uruguay," IMF Working Papers 09/199, International Monetary Fund.
• Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2009. "Capital Requirements and Business Cycles with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 124, Economics, The University of Manchester.
• Onour, Ibrahim, 2009. "Extreme Risk and Fat-tails Distribution Model:Empirical Analysis," MPRA Paper 17736, University Library of Munich, Germany, revised 20 Sep 2009.
• William Francis & Matthew Osborne, 2009. "On the Behaviour and Determinants of Risk-Based Capital Ratios: Revisiting the Evidence from UK Banking Institutions," Occasional Papers 31, Financial Services Authority.
• John H. Boyd & Gianni De Nicolo & Abu M. Jalal, 2009. "Bank Competition, Risk, and Asset Allocations," IMF Working Papers 09/143, International Monetary Fund.
• Item repec:hal:wpaper:hal-00419241_v1 is not listed on IDEAS anymore

• Gianni De Nicolo & Marcella Lucchetta, 2009. "Financial Intermediation, Competition, and Risk; A General Equilibrium Exposition," IMF Working Papers 09/105, International Monetary Fund.
• Item repec:hal:wpaper:hal-00372525_v2 is not listed on IDEAS anymore

• Zvi Wiener & Dan Galai, 2009. "Credit Risk Spreads in Local and Foreign Currencies," IMF Working Papers 09/110, International Monetary Fund.
• Ralph Chami & Sunil Sharma & Connel Fullenkamp, 2009. "A Framework for Financial Market Development," IMF Working Papers 09/156, International Monetary Fund.
• Olatundun Janet Adelegan, 2009. "The Derivatives Market in South Africa; Lessons for Sub-Saharan African Countries," IMF Working Papers 09/196, International Monetary Fund.
• Ian Tower & Gregorio Impavido, 2009. "How the Financial Crisis Affects Pensions and Insurance and Why the Impacts Matter," IMF Working Papers 09/151, International Monetary Fund.
• International Monetary Fund, 2009. "The Effects of the Financial Crisison Public-Private Partnerships," IMF Working Papers 09/144, International Monetary Fund.
• Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options introduction and volatility in the EU ETS," Working Papers hal-00419339, HAL.
• Barry J. Eichengreen, 2009. "Out of the Box Thoughts about the International Financial Architecture," IMF Working Papers 09/116, International Monetary Fund.