Report NEP-RMG-2016-07-02

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:

• Paolo Giudici & Laura Parisi, 2016. "Bail in or Bail out? The Atlante example from a systemic risk perspective," DEM Working Papers Series 124, University of Pavia, Department of Economics and Management.
• Matousek, Roman & Nguyen, Thao Ngoc & Stewart, Chris, 2016. "Risk management of the Vietnamese banking system: A market research survey," Economics Discussion Papers 2016-10, School of Economics, Kingston University London.
• Vergote, Olivier, 2016. "Credit risk spillover between financials and sovereigns in the euro area during 2007-2015," Working Paper Series 1898, European Central Bank.
• Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016. "Asset encumbrance, bank funding and financial fragility," Discussion Papers 17/2016, Deutsche Bundesbank.
• Shah, Anand, 2016. "Pricing of Rainfall Insurance in India using Gaussian and t Copulas," 90th Annual Conference, April 4-6, 2016, Warwick University, Coventry, UK 236288, Agricultural Economics Society.
• Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015. "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series 1112, HEC Paris.
• Tenani, Paulo Sérgio, 2016. "Revisiting modern portfolio theory," Textos para discussão 419, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Hana Dzmuranova, 2016. "Risk Management of Demand Deposits in a Low Interest Rate Environment," Working Papers IES 2016/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2016.
• Mehmet Y. Gürdal & Tolga U. Kuzubaþ & Burak Saltoðlu, 2016. "Measures of Individual Risk Attitudes and Portfolio Choice: Evidence from Pension Participants," Working Papers 2016/02, Bogazici University, Department of Economics.
• Tariq, Anam & Masih, Mansur, 2016. "Risk-sharing deposits in islamic banks: do interest rates have any influence on them?," MPRA Paper 71680, University Library of Munich, Germany.