Report NEP-RMG-2012-07-29

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:

• Anand, Kartik & Gai, Prasanna & Kapadia, Sujit & Brennan, Simon & Willison, Matthew, 2012. "A network model of financial system resilience," Bank of England working papers 458, Bank of England.
• Gabriela Flores & Owen O'Donnell, 2012. "Catastrophic Medical Expenditure Risk," Tinbergen Institute Discussion Papers 12-078/3, Tinbergen Institute.
• De Koning, Kees, 2012. "The savings paradox or managing financial, economic or financial risks," MPRA Paper 40146, University Library of Munich, Germany.
• Mili, Mehdi, 2012. "Fixed-income portfolio management in crisis period: Expected tail loss (ETL) approach," Economics Discussion Papers 2012-33, Kiel Institute for the World Economy (IfW Kiel).
• Siyi Zhu, 2011. "Is there a 'race to the bottom' in central counterparties competition?," DNB Occasional Studies 906, Netherlands Central Bank, Research Department.
• Lawless, Martina & McCann, Fergal, 2012. "Determinants of default: Evidence from a sector-level panel of Irish SME loans," Research Technical Papers 03/RT/12, Central Bank of Ireland.
• Hyun Song Shin, 2012. "Adapting Macropudential Policies to Global Liquidity Conditions," Working Papers Central Bank of Chile 671, Central Bank of Chile.
• Adriana Soares Sales & Waldyr D. Areosa & Marta B. M. Areosa, 2012. "Some Financial Stability Indicators for Brazil," Working Papers Series 287, Central Bank of Brazil, Research Department.
• Simon Cornée, 2012. "The Relevance of Soft Information for Predicting Small Business Credit Default: Evidence from a Social Bank," Economics Working Paper Archive (University of Rennes & University of Caen) 201226, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, revised Sep 2015.
• João Medeiros, 2012. "Stochastic debt simulation using VAR models and a panel fiscal reaction function – results for a selected number of countries," European Economy - Economic Papers 2008 - 2015 459, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Enrique Mendoza & Marco Terrones, 2012. "An Anatomy of Credit Booms and their Demise," Working Papers Central Bank of Chile 670, Central Bank of Chile.