new at GloriaMundi last 2 weeks (9/10/2010 - 8/26/2010)
| Document Title | Author | Issue Date |
| Models for Construction of Multivariate Dependen.. | [Berg, Daniel][Aas, Kjersti] | 8-27-2010 |
| Operational Risk Quantification Using Extreme Va.. | [Abbate, Donato][Farkas, Walter][Gourier, Elise] | 8-27-2010 |
| Extreme Value Theory for Finance: A Survey | [Rocco, Marco] | 8-27-2010 |
| Value at Risk Computation in a Non-Stationary Se.. | [Guegan, Dominique] | 8-27-2010 |
| Measuring CDS Value-at-Risk | [ONeil, Catherine] | 8-27-2010 |
| Value at Risk (VAR) as a Market Risk Measure | [Kozul, Natasha] | 8-27-2010 |
| Estimating Risk of Foreign Exchange Portfolio: U.. | [Jin, YanBo][Wang, Zong-Run][Chen, Xiao-Hong][Zhou, Yan-Ju] | 8-27-2010 |
| Monte-Carlo-based Tail Exponent Estimator | [Barunik, Josef][Vacha, Lukas] | 8-27-2010 |
| CEBS Guidelines on Stress Testing (GL32) | [CEBS] | 8-27-2010 |
| The Panic of 2007 | [Gorton, Gary B.] | 8-27-2010 |
| Interpreting the Bank Stress Tests | [Elliott, Douglas J.] | 8-27-2010 |
| The Information Value of the Stress Test and Ban.. | [Savino, Vanessa][Morgan, Don][Peristiani, Stavros] | 8-26-2010 |
