Report NEP-RMG-2012-05-08

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:

• Capa Santos, Holger & Kratz, Marie & Mosquera Munoz, Franklin, 2012. "Modelling macroeconomic e ects and expert judgements in operational risk : a Bayesian approach," ESSEC Working Papers WP1206, ESSEC Research Center, ESSEC Business School.
• Item repec:ner:dauphi:urn:hdl:123456789/9111 is not listed on IDEAS anymore

• M. Martin Boyer & Lars Stentoft, 2012. "If we can simulate it, we can insure it: An application to longevity risk management," CIRANO Working Papers 2012s-08, CIRANO.
• Jan Willem van den End & Mark Kruidhof, 2012. "Modelling the liquidity ratio as macroprudential instrument," DNB Working Papers 342, Netherlands Central Bank, Research Department.
• Eric Tymoigne, 2012. "Measuring Macroprudential Risk through Financial Fragility: A Minskyan Approach," Economics Working Paper Archive wp_716, Levy Economics Institute.