Report NEP-RMG-2012-01-03

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-RMG

The following items were announced in this report:

• Jeroen Klomp & Jakob de Haan, 2011. "Banking risk and regulation: Does one size fit all?," DNB Working Papers 323, Netherlands Central Bank, Research Department.
• Ojo, Marianne, 2011. "Harmonising Basel III and the Dodd Frank Act," MPRA Paper 35475, University Library of Munich, Germany.
• Dirk Tasche, 2011. "Bayesian estimation of probabilities of default for low default portfolios," Papers 1112.5550, arXiv.org, revised Aug 2013.
• Christian Calmès & Raymond Théoret, 2011. "Bank systemic risk and the business cycle: An empirical investigation using Canadian data," RePAd Working Paper Series UQO-DSA-wp322011, Département des sciences administratives, UQO.
• Shangzhen Luo & Michael Taksar, 2011. "Minimal Cost of a Brownian Risk without Ruin," Papers 1112.4005, arXiv.org.
• M. Martin Boyer & Charles M. Nyce, 2011. "An Industrial Organization Theory of Risk Sharing," CIRANO Working Papers 2011s-78, CIRANO.
• Viscusi, W. Kip & Zeckhauser, Richard J., 2011. "Addressing Catastrophic Risks: Disparate Anatomies Require Tailored Therapies," Working Paper Series rwp11-045, Harvard University, John F. Kennedy School of Government.
• Donato Masciandaro, Francesco Passarelli, 2011. "Financial Systemic Risk: Taxation or Regulation?," ISLA Working Papers 41, ISLA, Centre for research on Latin American Studies and Transition Economies, Universita' Bocconi, Milano, Italy.