Report NEP-RMG-2011-10-01

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:

• Awojobi, Omotola & Amel, Roya & Norouzi, Safoura, 2011. "Analysing Risk Management in Banks: Evidence of Bank Efficiency and Macroeconomic Impact," MPRA Paper 33590, University Library of Munich, Germany, revised 17 Jul 2011.
• Item repec:dgr:uvatin:20110131 is not listed on IDEAS anymore

• Frédéric Planchet & Pierre-Emmanuel Thérond, 2011. "Model Risk And Determination Of Solvency Capital In The Solvency 2 Framework," Post-Print hal-00625709, HAL.
• Satoshi Yamashita & Toshinao Yoshiba, 2011. "Analytical Solution for the Loss Distribution of a Collateralized Loan under a Quadratic Gaussian Default Intensity Process," IMES Discussion Paper Series 11-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
• Peltonen, Tuomas A. & Sarlin, Peter, 2011. "Mapping the state of financial stability," Working Paper Series 1382, European Central Bank.
• Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
• Item repec:cuf:wpaper:516 is not listed on IDEAS anymore