Report NEP-RMG-2013-05-11

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, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Teruyoshi Kobayashi, 2013. "Network versus portfolio structure in financial systems," Discussion Papers 1307, Graduate School of Economics, Kobe University.
• Cao, Honggao, 2012. "Regulatory capital determination and Its implications for internal ratings-based credit risk model development and validation," MPRA Paper 46729, University Library of Munich, Germany, revised May 2013.
• Masciantonio, Sergio, 2013. "Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective," MPRA Paper 46788, University Library of Munich, Germany.
• Zachary Feinstein & Birgit Rudloff, 2013. "A comparison of techniques for dynamic multivariate risk measures," Papers 1305.2151, arXiv.org, revised Jan 2015.
• Item repec:ner:sciepo:info:hdl:2441/5rkqqmvrn4tl22s9mc4b1h6b4 is not listed on IDEAS anymore

• Holian, Matthew & Joffe, Marc, 2013. "Assessing Municipal Bond Default Probabilities," MPRA Paper 46728, University Library of Munich, Germany.
• Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa, 2012. "On the epidemic of financial crises," MPRA Paper 46693, University Library of Munich, Germany.