Report NEP-RMG-2013-11-14

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:hal:journl:hal-00880258 is not listed on IDEAS anymore

• William Dudley, 2013. "Remarks at Panel Discussion on OTC Derivatives Reform and broader financial reforms agenda," Speech 113, Federal Reserve Bank of New York.
• Item repec:aei:rpaper:39230 is not listed on IDEAS anymore

• Patricia C. Mosser & Joseph Tracy & Joshua Wright, 2013. "The capital structure and governance of a mortgage securitization utility," Staff Reports 644, Federal Reserve Bank of New York.
• Chaffai, Mohamed & Dietsch, Michel, 2013. "Modelling and measuring business risk and the resiliency of retail banks," Discussion Papers 35/2013, Deutsche Bundesbank.
• Chris Kenyon & Andrew Green, 2013. "Regulatory-Compliant Derivatives Pricing is Not Risk-Neutral," Papers 1311.0118, arXiv.org, revised Aug 2014.
• Javier Villar Burke, 2013. "The bonsai and the gardener: using flow data to better assess financial sector leverage," European Economy - Economic Papers 2008 - 2015 500, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Christine M. Cumming, 2013. "Remarks at the celebration of the 10th anniversary of CLS," Speech 103, Federal Reserve Bank of New York.
• Baetje, Fabian & Menkhoff, Lukas, 2013. "Macro determinants of U.S. stock market risk premia in bull and bear markets," Hannover Economic Papers (HEP) dp-520, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Eric Rosengren, 2013. "Risk of financial runs: implications for financial stability," Speech 71, Federal Reserve Bank of Boston.
• Johannes Becker & Melanie Steinhoff, 2013. "Conservative accounting yields excessive risk-taking; a note," Working Papers 1304, Oxford University Centre for Business Taxation.