Report NEP-RMG-2014-10-17

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:

• International Monetary Fund, 2014. "Switzerland; Technical Note-Systemic Risk and Contagion Analysis," IMF Staff Country Reports 14/268, International Monetary Fund.
• O. de Bandt & N. Dumontaux & V. Martin & D. Médée, 2013. "Stress-testing banks’ corporate credit portfolio," Débats économiques et financiers 2, Banque de France.
• International Monetary Fund, 2014. "Switzerland; Technical Note-Oversight, Supervision, and Risk Management of Financial Market Infrastructures," IMF Staff Country Reports 14/270, International Monetary Fund.
• Wanyang Dai, 2014. "Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes," Papers 1410.0991, arXiv.org, revised Aug 2015.
• Preeya Mohan & Eric Strobl, 2014. "A Hurricane Risk and Loss Assessment of Caribbean Agriculture," Working Papers 2014-594, Department of Research, Ipag Business School.
• Anginer, Deniz & Cerutti, Eugenio & Martinez Peria, Maria Soledad, 2014. "Foreign bank subsidiaries'default risk during the global crisis : what factors help insulate affiliates from their parents ?," Policy Research Working Paper Series 7053, The World Bank.