Report NEP-RMG-2013-09-28

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:

• Nicolas Arregui & Jaromir Benes & Ivo Krznar & Srobona Mitra & Andre O Santos, 2013. "Evaluating the Net Benefits of Macroprudential Policy; A Cookbook," IMF Working Papers 13/167, International Monetary Fund.
• International Monetary Fund, 2013. "Republic of Poland; Technical Note on Stress Testing the Banking Sector," IMF Staff Country Reports 13/261, International Monetary Fund.
• Nicolas R Blancher & Srobona Mitra & Hanan Morsy & Akira Otani & Tiago Severo & Laura Valderrama, 2013. "Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide," IMF Working Papers 13/168, International Monetary Fund.
• Li L Ong & Ceyla Pazarbasioglu, 2013. "Credibility and Crisis Stress Testing," IMF Working Papers 13/178, International Monetary Fund.
• Luciana Dalla Valle & Maria Elena De Giuli & Claudio Manelli & Claudia Tarantola, 2013. "Default Probability Estimation via Pair Copula Constructions," DEM Working Papers Series 048, University of Pavia, Department of Economics and Management.
• Selim Mankaï & Aymen Belgacem, 2013. "Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms," EconomiX Working Papers 2013-23, University of Paris Nanterre, EconomiX.
• Luis Brandão Brandao Marques & Ricardo Correa & Horacio Sapriza, 2013. "International Evidence on Government Support and Risk Taking in the Banking Sector," IMF Working Papers 13/94, International Monetary Fund.
• Item repec:cte:idrepe:id-13-02 is not listed on IDEAS anymore

• Simon Gilchrist & Egon Zakrajsek, 2013. "The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk," NBER Working Papers 19337, National Bureau of Economic Research, Inc.
• Steinbacher, Matjaz & Steinbacher, Mitja & Steinbacher, Matej, 2013. "Credit Contagion in Financial Markets: A Network-Based Approach," MPRA Paper 49616, University Library of Munich, Germany.
• Byström, Hans, 2013. "Stock Prices and Stock Return Volatilities Implied by the Credit Market," Working Papers 2013:25, Lund University, Department of Economics, revised 14 Feb 2014.
• Ivailo Arsov & Elie Canetti & Laura E. Kodres & Srobona Mitra, 2013. "Near-Coincident Indicators of Systemic Stress," IMF Working Papers 13/115, International Monetary Fund.
• John Kiff & Michael Kisser & Liliana B Schumacher, 2013. "Rating Through-the-Cycle; What does the Concept Imply for Rating Stability and Accuracy?," IMF Working Papers 13/64, International Monetary Fund.
• Aideen Morahan & Christian B. Mulder, 2013. "Survey of Reserve Managers; Lessons from the Crisis," IMF Working Papers 13/99, International Monetary Fund.
• International Monetary Fund, 2013. "European Union; Financial Sector Stability Assessment," IMF Staff Country Reports 13/75, International Monetary Fund.
• International Monetary Fund, 2013. "France; Financial Sector Assessment Program—Technical Note on Housing Prices and Financial Stability," IMF Staff Country Reports 13/184, International Monetary Fund.
• International Monetary Fund, 2013. "Uruguay; Financial System Stability Assessment," IMF Staff Country Reports 13/152, International Monetary Fund.
• International Monetary Fund, 2013. "Bangladesh; First Review Under the Three-Year Arrangement Under the Extended Credit Facility and Request for Waiver of Nonobservance of a Performance Criterion—Staff Report, Staff Statements and Suppl," IMF Staff Country Reports 13/61, International Monetary Fund.
• International Monetary Fund, 2013. "Belgium; Technical Note on Stress Testing the Banking and Insurance Sectors," IMF Staff Country Reports 13/137, International Monetary Fund.
• International Monetary Fund, 2013. "Belgium; Financial System Stability Assessment," IMF Staff Country Reports 13/124, International Monetary Fund.