Report NEP-RMG-2015-01-19

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:

• Matthew Plosser & João A. C. Santos, 2014. "Banks' incentives and the quality of internal risk models," Staff Reports 704, Federal Reserve Bank of New York.
• Voloshyn, Ihor, 2014. "Напрями Узгодження Стандартів Фінансової Звітності Банків Із Сучасними Концепціями Управління Кредитним Ризиком [Directions of coordination of financial accounting standards with principles for cre," MPRA Paper 61004, University Library of Munich, Germany.
• David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies Across the GFC," Documentos de Trabajo del ICAE 2014-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Franklin Allen & Itay Goldstein & Julapa Jagtiani & William W. Lang, 2014. "Enhancing prudential standards in financial regulations," Working Papers 14-36, Federal Reserve Bank of Philadelphia.
• Martin Goetz & Luc Laeven & Ross Levine, 2014. "Does the Geographic Expansion of Bank Assets Reduce Risk?," NBER Working Papers 20758, National Bureau of Economic Research, Inc.
• International Monetary Fund, 2014. "Denmark; Report on Observance of Standards and Codes (ROSC)," IMF Staff Country Reports 14/335, International Monetary Fund.
• Daniel Bencik, 2014. "Range-based Volatility Estimation and Forecasting," Working Papers IES 2014/34, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2014.
• Ozili, Peterson K, 2015. "Determinants of Bank Profitability and Basel Capital Regulation: Empirical Evidence from Nigeria," MPRA Paper 61048, University Library of Munich, Germany.