Report NEP-RMG-2014-10-13

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:

• Lorenzo Mercuri & Edit Rroji, 2014. "Parametric Risk Parity," Papers 1409.7933, arXiv.org.
• O. de Bandt & J.-C. Héam & C. Labonne & S. Tavolaro, 2013. "Measuring Systemic Risk in a Post-Crisis World," Débats économiques et financiers 6, Banque de France.
• Y. Lemp'eri`ere & C. Deremble & T. T. Nguyen & P. Seager & M. Potters & J. P. Bouchaud, 2014. "Risk Premia: Asymmetric Tail Risks and Excess Returns," Papers 1409.7720, arXiv.org, revised Oct 2015.
• B. Camara & L. Lepetit & A. Tarazi, 2013. "Ex Ante Capital Position, Changes in the Different Components of Regulatory Capital and Bank Risk," Débats économiques et financiers 7, Banque de France.
• Dariusz Gatarek & Juliusz Jabłecki, 2014. "Estimating the risk of joint defaults: an application to central bank collateralized lending operations," NBP Working Papers 181, Narodowy Bank Polski.
• D. Nouy, 2013. "Banking regulation and supervision in the next 10 years and their unintended consequences," Débats économiques et financiers 5, Banque de France.
• Dumitru-Catalin BURSUC & Ion CALIN, 2013. "Integrated Approach To Risks Inside An Organization," Proceedings of the 8-th International Conference on Knowledge Management: Projects, Systems and Technologies, Bucharest, November 7-8, 2013. 3, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies from Bucharest and "Carol I-st" National Defence University, Department for Management of the Defence Resources and Education.
• International Monetary Fund, 2014. "The Republic of Kazakhstan; Financial System Stability Assessment," IMF Staff Country Reports 14/258, International Monetary Fund.
• Seong-Hoon Kim & Seongman Moon, 2013. "A Risk Map of Markups: Why We Observe Mixed Behaviors of Markups," CDMA Working Paper Series 201409, Centre for Dynamic Macroeconomic Analysis.