new at GloriaMundi last 2 weeks (9/8/2010 - 8/24/2010)
| Document Title | Author | Issue Date |
| 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 |
| A Stochastic Process Toolkit for Risk Management | [Brigo, Damiano][Neugebauer, Matthias][Triki, Fares][Dalessandro, Antonio] | 8-25-2010 |
| Black Holes in Risk Governance | [Garnier, Miriam] | 8-25-2010 |
| Financial Risk and Capital Adequacy: The Moral H.. | [Liu, Mei-Ying] | 8-25-2010 |
| The Drawbacks of VaR's or Risk Management.. | [Angulo, Javier A.] | 8-25-2010 |
| Have We Gone Too VaR? The Forsaken Side of Risk .. | [Payant, W. Randall] | 8-25-2010 |
| Downturn Credit Portfolio Risk, Regulatory Capit.. | [Scheule, Harald][Roesch, Daniel] | 8-25-2010 |
| Incorporating Higher Moments into Value-at-Risk .. | [Polanski, Arnold][Stoja, Evarist] | 8-25-2010 |
