Report NEP-RMG-2013-04-27

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:

• Item repec:dgr:uvatin:20130060 is not listed on IDEAS anymore

• Yashkir, Olga & Yashkir, Yuriy, 2013. "Monitoring of Credit Risk through the Cycle: Risk Indicators," MPRA Paper 46402, University Library of Munich, Germany.
• Huseyin Cagri Akkoyun & Ramazan Karasahin & Gursu Keles, 2013. "Systemic Risk Contribution of Individual Banks," Working Papers 1318, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Irina Penner & Anthony Réveillac, 2013. "Risk measures for processes and BSDEs," Working Papers hal-00814702, HAL.
• Viral V. Acharya & Robert Engle & Diane Pierret, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers 18968, National Bureau of Economic Research, Inc.
• Schuster, Thomas & Kövener, Felix & Matthes, Jürgen, 2013. "New bank equity capital rules in the European Union: A critical evaluation," IW policy papers 6/2013, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Beltratti, Andrea & Paladino, Giovanna, 2013. "Why do banks optimize risk weights? The relevance of the cost of equity capital," MPRA Paper 46410, University Library of Munich, Germany.
• Item repec:hal:wpaper:hal-00813199 is not listed on IDEAS anymore

• Item repec:trn:utwpem:2013/04 is not listed on IDEAS anymore

• Mohamed Mnasri & Georges Dionne & Jean-Pierre Gueyie, 2013. "How Do Firms Hedge Risks? Empirical Evidence from U.S. Oil and Gas Producers," Cahiers de recherche 1307, CIRPEE.
• Item repec:cte:idrepe:id-13-01 is not listed on IDEAS anymore

• Christian Grisse & Thomas Nitschka, 2013. "On financial risk and the safe haven characteristics of Swiss franc exchange rates," Working Papers 2013-04, Swiss National Bank.
• Nicolas Privault & Timothy Robin Teng, 2013. "Hedging in bond markets by the Clark-Ocone formula," Papers 1304.6165, arXiv.org.