Report NEP-RMG-2010-03-06

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:

• Caroline Hillairet & Ying Jiao, 2010. "Information Asymmetry in Pricing of Credit Derivatives," Papers 1002.3256, arXiv.org.
• Rodolfo Apreda, 2010. "Shaping up the company’s internal investment fund through separation portfolios," CEMA Working Papers: Serie Documentos de Trabajo. 416, Universidad del CEMA.
• Giacomo Bormetti & Valentina Cazzola & Danilo Delpini & Giacomo Livan, 2010. "Accounting for risk of non linear portfolios: a novel Fourier approach," Papers 1002.4817, arXiv.org, revised May 2010.
• Jean-Pierre Zigrand & Hyun Song Shin & Jon Danielsson, 2010. "Risk Appetite and Endogenous Risk," FMG Discussion Papers dp647, Financial Markets Group.
• Item repec:ise:isegwp:wp432009 is not listed on IDEAS anymore

• Bealey, Timothy & Meads, Neil & Surico, Paolo, 2010. "Risk heterogeneity and credit supply: evidence from the mortgage market," MPRA Paper 20905, University Library of Munich, Germany.
• Alexandros Vardoulakis & Dimitrios Tsomocos & Charles Goodhart, 2010. "Modelling a Housing and Mortgage Crisis," FMG Discussion Papers dp649, Financial Markets Group.
• Beatrice Acciaio & Irina Penner, 2010. "Dynamic risk measures," Papers 1002.3794, arXiv.org.
• M. Bardoscia & P. Facchi & S. Pascazio & A. Trullo, 2010. "Spin Glass Model of Operational Risk," Papers 1002.3560, arXiv.org.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-3763054 is not listed on IDEAS anymore

• Jose Eduardo Gómez-González & Juan Carlos Mendoza, 2010. "Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis," Borradores de Economia 6726, Banco de la Republica.
• Karligash Kenjegalieva & Richard Simper, 2010. "A Productivity analysis of Eastern European banking taking into account risk decomposition and environmental variables," Discussion Paper Series 2010_02, Department of Economics, Loughborough University, revised Jan 2010.
• Beatrice Acciaio & Hans Foellmer & Irina Penner, 2010. "Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles," Papers 1002.3627, arXiv.org.
• Hanming Fang & Edward Kung, 2010. "How Does Life Settlement Affect the Primary Life Insurance Market?," NBER Working Papers 15761, National Bureau of Economic Research, Inc.