Report NEP-RMG-2014-10-03

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:

• Paola Cerchiello & Paolo Giudici, 2014. "Financial big data analysis for the estimation of systemic risks," DEM Working Papers Series 086, University of Pavia, Department of Economics and Management.
• Bormann, Carsten & Schienle, Melanie & Schaumburg, Julia, 2014. "Beyond dimension two: A test for higher-order tail risk," SFB 649 Discussion Papers 2014-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:hum:wpaper:sfb649dp2014-047 is not listed on IDEAS anymore

• Peggy Cénac & Stéphane Loisel & Véronique Maume-Deschamps & Clémentine Prieur, 2014. "Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation," Post-Print hal-00816894, HAL.
• Saiki Tsuchiya & Shinichi Nishioka, 2014. "Estimation of Firms' Default Rates in terms of Intangible Assets," Bank of Japan Working Paper Series 14-E-2, Bank of Japan.
• Anginer, Deniz & Demirguc-Kunt, Asli & Huizinga, Harry & Ma, Kebin, 2014. "Corporate governance and bank insolvency risk : international evidence," Policy Research Working Paper Series 7017, The World Bank.
• Wai-Ki Ching & Jia-Wen Gu & Harry Zheng, 2014. "On Correlated Defaults and Incomplete Information," Papers 1409.1393, arXiv.org, revised Jan 2016.
• João Pinto & Luís K. Pacheco, 2014. "The Economics Of Structured Leasing," Working Papers de Economia (Economics Working Papers) 04, Católica Porto Business School, Universidade Católica Portuguesa.
• P. Lencastre & F. Raischel & P. G. Lind, 2014. "The effect of the number of states on the validity of credit ratings," Papers 1409.2661, arXiv.org.