Report NEP-RMG-2009-12-11

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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The following items were announced in this report:

• Item repec:dgr:eureir:1765017309 is not listed on IDEAS anymore

• Santos, André A. P. & Nogales, Francisco J., 2009. "Comparing univariate and multivariate models to forecast portfolio value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws097222, Universidad Carlos III de Madrid. Departamento de Estadística.
• Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384398, HAL.
• Item repec:hhs:bofrdp:2009_026 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2009_025 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2009_029 is not listed on IDEAS anymore

• Item repec:hal:wpaper:hal-00433883_v1 is not listed on IDEAS anymore

• Klaus, Benjamin & Rzepkowski, Bronka, 2009. "Risk spillover among hedge funds: The role of redemptions and fund failures," Working Paper Series 1112, European Central Bank.