Report NEP-RMG-2013-05-05

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:

• Allan M. Malz, 2013. "Risk-neutral systemic risk indicators," Staff Reports 607, Federal Reserve Bank of New York.
• Asche, Frank & Dahl, Roy Endre & Oglend, Atle, 2013. "Value-at-Risk: Risk assessment for the portfolio of oil and gas producers," UiS Working Papers in Economics and Finance 2013/3, University of Stavanger.
• Francesco Cannata & Giorgio D�Acunto & Alessandro Allegri & Marco Bevilacqua & Gateano Chionsini & Tiziana Lentini & Francesco Marino & Gianluca Trevisan, 2013. "Italian mutual banks and the challenge of Basel III," Questioni di Economia e Finanza (Occasional Papers) 158, Bank of Italy, Economic Research and International Relations Area.
• Francesco Cannata & Marco Bevilacqua & Simone Enrico Casellina & Luca Serafini & Gianluca Trevisan, 2013. "Looking ahead to Basel 3: Italian banks on the move," Questioni di Economia e Finanza (Occasional Papers) 157, Bank of Italy, Economic Research and International Relations Area.
• Giovanni Pepe, 2013. "Basel 2.5: potential benefits and unintended consequences," Questioni di Economia e Finanza (Occasional Papers) 159, Bank of Italy, Economic Research and International Relations Area.
• Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York.