Report NEP-RMG-2011-02-19

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:

• Bandyopadhyay, Arindam, 2011. "Internal Assessment of Credit Concentration Risk Capital: A Portfolio Analysis of Indian Public Sector Bank," MPRA Paper 28672, University Library of Munich, Germany.
• Das, Shubhabrata & Kratz, Marie, 2010. "On Devising Various Alarm Systems for Insurance Companies," ESSEC Working Papers DR 10008, ESSEC Research Center, ESSEC Business School.
• John Thanassoulis, 2011. "The Case For Intervening In Bankers' Pay," Economics Series Working Papers 532, University of Oxford, Department of Economics.
• Yavin, Tzahi & Zhang, Hu & Wang, Eugene & Clayton, Michael, 2011. "Transition Probability Matrix Methodology for Incremental Risk Charge," MPRA Paper 28740, University Library of Munich, Germany.
• T. R. Hurd & Zhuowei Zhou, 2011. "Statistical Inference for Time-changed Brownian Motion Credit Risk Models," Papers 1102.2412, arXiv.org.
• Figuerola-Ferretti, Isabel & Paraskevopoulos, Ioannis, 2011. "Pairing market risk with credit risk," DEE - Working Papers. Business Economics. WB wb110201, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
• Olga Melyukhina, 2011. "Risk Management in Agriculture in New Zealand," OECD Food, Agriculture and Fisheries Papers 42, OECD Publishing.
• Shingo Kimura & Jesús Antón, 2011. "Risk Management in Agriculture in Australia," OECD Food, Agriculture and Fisheries Papers 39, OECD Publishing.
• Jesús Antón & Shingo Kimura, 2011. "Risk Management in Agriculture in Spain," OECD Food, Agriculture and Fisheries Papers 43, OECD Publishing.
• Olga Melyukhina, 2011. "Risk Management in Agriculture in The Netherlands," OECD Food, Agriculture and Fisheries Papers 41, OECD Publishing.
• Ojo, Marianne, 2011. "Great expectations, predictable outcomes and the G20's response to the recent global financial crisis," MPRA Paper 28550, University Library of Munich, Germany.
• Jesús Antón & Shingo Kimura & Roger Martini, 2011. "Risk Management in Agriculture in Canada," OECD Food, Agriculture and Fisheries Papers 40, OECD Publishing.
• Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2011. "Systemic Risk and Network Formation in the Interbank Market," Research Papers in Economics 2011:6, Stockholm University, Department of Economics.
• Leonidas Sandoval Junior & Italo De Paula Franca, 2011. "Correlation of financial markets in times of crisis," Papers 1102.1339, arXiv.org, revised Mar 2011.
• Michael C. Munnix & Rudi Schafer, 2011. "A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market," Papers 1102.1099, arXiv.org, revised Mar 2011.
• Karl Aiginger, 2011. "Why Performance Differed Across Countries in the Recent Crisis. How Country Performance in the Recent Crisis Depended on Pre-crisis Conditions," WIFO Working Papers 387, WIFO.