Report NEP-RMG-2015-03-27

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:

• Francesca Biagini & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis, 2015. "A Unified Approach to Systemic Risk Measures via Acceptance Sets," Papers 1503.06354, arXiv.org, revised Apr 2015.
• Amirhossein Sadoghi, 2015. "Measuring Systemic Risk: Robust Ranking Techniques Approach," Papers 1503.06317, arXiv.org, revised Feb 2017.
• Dietsch M. & Fraisse H. & Frappa S., 2015. "How may risk weights differ across banks? Evidence from the corporate portfolios of French banks," Analyse et synthèse 42, Banque de France.
• Max Kubat, 2014. "Does Basel III bring anything new? A comparison between capital accords Basel II and Basel III," Proceedings of International Academic Conferences 0100095, International Institute of Social and Economic Sciences.
• Joseph G. Haubrich, 2015. "How Cyclical Is Bank Capital?," Working Papers (Old Series) 1504, Federal Reserve Bank of Cleveland.
• Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2015. "Exchange Rate Exposure and Risk Management: The case of Japanese Exporting Firms," NBER Working Papers 21040, National Bureau of Economic Research, Inc.
• Item repec:cte:wbrepe:wb1501 is not listed on IDEAS anymore

• Franco-Arbeláez, Luis Ceferino & Franco-Ceballos, Luis Eduardo & Murillo-Gómez, Juan Guillermo & Venegas-Martínez, Francisco, 2015. "Riesgo operativo en el sector salud en Colombia [Operational Risk in the Health Sector in Colombia]," MPRA Paper 63149, University Library of Munich, Germany.
• Petra Andrlikova, 2014. "Is Barrier version of Merton model more realistic? Evidence from Europe," Proceedings of International Academic Conferences 0801868, International Institute of Social and Economic Sciences.
• Danijela Milo? Spr?i? & Marina Me?in & Mojca Marc, 2014. "Impact Of Enterprise Risk Management On The Company?S Financial Performance In A Period Of The Global Financial Crisis," Proceedings of International Academic Conferences 0100931, International Institute of Social and Economic Sciences.
• Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors, 2014. "Methodology Of Application Of Statistical Modelling For Risk Assessment," Proceedings of International Academic Conferences 0100275, International Institute of Social and Economic Sciences.
• Vojtech Stehel & Marek Vochozka, 2014. "Company management by using INFA method," Proceedings of International Academic Conferences 0702478, International Institute of Social and Economic Sciences.
• Ibañez, Francisco & Romero-Meza, Rafael & Coronado-Ramírez, Semei & Venegas-Martínez, Francisco, 2015. "Innovaciones financieras en América Latina: mercados de derivados y determinantes de la administración de riesgo [Financial Innovations in Latin America: Derivatives markets and Determinants of Ris," MPRA Paper 63151, University Library of Munich, Germany.
• Abdulmohsen Alrashed & Ibrahim Alrashed, 2014. "Risk Assessments for Construction projects in the KSA," Proceedings of International Academic Conferences 0201574, International Institute of Social and Economic Sciences.