Report NEP-RMG-2010-08-14

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:

• Chen Zhou, 2010. "Why the micro-prudential regulation fails? The impact on systemic risk by imposing a capital requirement," DNB Working Papers 256, Netherlands Central Bank, Research Department.
• Pavel V. Shevchenko, 2010. "Calculation of aggregate loss distributions," Papers 1008.1108, arXiv.org.
• Item repec:bcl:bclwop:cahier_etudes_46 is not listed on IDEAS anymore

• Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2010. "Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets," Econometrics Working Papers Archive wp2010_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Enkelejd Hashorva & Anthony G. Pakes & Qihe Tang, 2010. "Asymptotics of Random Contractions," Papers 1008.0126, arXiv.org.
• Yochanan Shachmurove, 2010. "The Next Financial Crisis," PIER Working Paper Archive 10-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.