Report NEP-RMG-2010-05-29

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:

• Jorge A Chan-Lau, 2010. "Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems," IMF Working Papers 10/107, International Monetary Fund.
• Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2010. "Value-at-Risk for Country Risk Ratings," Working Papers in Economics 10/29, University of Canterbury, Department of Economics and Finance.
• Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik, 2010. "Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan," Discussion Paper Series 2: Banking and Financial Studies 2010,01, Deutsche Bundesbank.
• Carlo Marinelli & Stefano d'Addona & Svetlozar T. Rachev, 2010. "Multivariate heavy-tailed models for Value-at-Risk estimation," Papers 1005.2862, arXiv.org, revised Dec 2011.
• Juan Sole & Marco A Espinosa-Vega, 2010. "Cross-Border Financial Surveillance; A Network Perspective," IMF Working Papers 10/105, International Monetary Fund.
• Jin Zhang & Dietmar Maringer, 2010. "Asset Pair-Copula Selection with Downside Risk Minimization," Working Papers 037, COMISEF.
• Item repec:ner:maastr:urn:nbn:nl:ui:27-22752 is not listed on IDEAS anymore

• König, Philipp Johann, 2010. "Liquidity and capital requirements and the probability of bank failure," SFB 649 Discussion Papers 2010-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Emenike, Kalu O., 2010. "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper 22723, University Library of Munich, Germany.