Report NEP-RMG-2010-07-24

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:

• Michael B. Gordy & James Marrone, 2010. "Granularity adjustment for mark-to-market credit risk models," Finance and Economics Discussion Series 2010-37, Board of Governors of the Federal Reserve System (U.S.).
• Jean Tirole, 2010. "Illiquidity and all its Friends," Working Papers 2010.78, Fondazione Eni Enrico Mattei.
• Romain Biard & Claude Lefèvre & Stéphane Loisel & Haikady Nagaraja, 2011. "Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings," Post-Print hal-00409418, HAL.
• Item repec:hal:journl:hal-00417800_v2 is not listed on IDEAS anymore

• Leonard I. Nakamura, 2010. "Durable financial regulation: monitoring financial instruments as a counterpart to regulating financial institutions," Working Papers 10-22, Federal Reserve Bank of Philadelphia.
• Christine M. Cumming & Robert A. Eisenbeis, 2010. "Resolving troubled systemically important cross-border financial institutions: is a new corporate organizational form required?," Staff Reports 457, Federal Reserve Bank of New York.
• Adam Gersl & Petr Jakubík, 2010. "Adverse Feedback Loop in the Bank-Based Financial Systems," Working Papers IES 2010/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2010.
• Suhadolnik, Nicolas & Galimberti, Jaqueson & Da Silva, Sergio, 2010. "Robot traders can prevent extreme events in complex stock markets," MPRA Paper 23923, University Library of Munich, Germany.
• Narayan, Paresh Kumar & Zheng, Xinwei, 2010. "Asymmetric information and market collapse: evidence from the Chinese market," Working Papers eco_2010_07, Deakin University, Department of Economics.
• Neil Bhutta & Jane K. Dokko & Hui Shan, 2010. "The depth of negative equity and mortgage default decisions," Finance and Economics Discussion Series 2010-35, Board of Governors of the Federal Reserve System (U.S.).
• Jean-Christophe Domenge & Rémi Rhodes & Vincent Vargas, 2010. "Forecasting volatility in the presence of Leverage Effect," Working Papers hal-00502273, HAL.
• Allen C. Goodman & Brent C. Smith, 2010. "Housing default: theory works and so does policy," Working Paper 10-10, Federal Reserve Bank of Richmond.