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L. Jahel, W. Perraudin, P Selli

Kreditinstitut och värdepappersbolag använder allt oftare begreppet Value-at- Risk (VaR) som sitt främsta mått på risken i en portfölj. VaR är den förlust som kommer att överskridas med en given sannolikhet om portföljen hålls under en viss...

No. 245 Modeling Conditional Densities Using Finite Smooth Mixtures

SVERIGES RIKSBANK WORKING PAPER SERIES 245 Modeling Conditional Densities Using Finite Smooth Mixtures Feng Li, Mattias Villani and Robert Kohn AUGUST 2010 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...

No 95. Investment in Swedish Manufacturing: Analysis and Forecasts

Investment in Swedish manufacturing: Analysis and forecasts* October 5, 1999 Bengt Assarsson Claes Berg Per Jansson Economics Department, Sveriges Riksbank, S-103 37 Stockholm Sweden This paper uses a neoclassical investment model extended...

No. 227 Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model

SverigeS rikSbank working paper SerieS 227 re-evaluating Swedish Membership in eMU: evidence from an estimated Model Ulf Söderström deceMber 2008 working paperS are obtainable froM Sveriges riksbank • information riksbank • Se-103 37 Stockholm...

Microsoft Word - FOODPRICES6.doc

5HWDLOSULFHOHYHOVDQGFRQFHQWUDWLRQRI ZKROHVDOHUVUHWDLOHUVDQGK\SHUPDUNHWV Marcus Asplund Richard Friberg Stockholm School of Economics Box 6501 SE-113 83 Stockholm e-mail: nema@hhs.se, nerf@hhs.se Abstract This paper examines retail grocery...

WP no. 243 Equilibrium asset prices and the wealth distribution with inattentive consumers

SVERIGES RIKSBANK WORKING PAPER SERIES 243 Equilibrium asset prices and the wealth distribution with inattentive consumers Daria Finocchiaro MAY 2010 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...

Bilaga C-2 Skrivelse till regeringen om undantag enligt Lagen om offentlig upphandling

SVERIGES RIKSBANK SE-103 37 Stockholm (Brunkebergstorg 11) Tel +46 8 787 00 00 Fax +46 8 21 05 31 registratorn@riksbank.se www.riksbank.se Regeringen 103 33 Stockholm DNR 2009-396-STA Framställan om undantag enligt 15 kap. 22§ Lagen om offentlig...

Internrevisionen Tertial 1 2010

Internrevisionen Tertial 1 2010 Direktionen - 2010-06-18 Protokollsbilaga D Direktionens protokoll 100618, § 5 g) Patrick Bailey Internrevisionsavdelningen 2010-06-18 Revisionstäckning Tertial 1 2010 Nya Rapporter...

Bilaga B, Frågor diskuterade i Riksbankens ledningsgrupp

PM SVERIGES RIKSBANK SE-103 37 Stockholm (Brunkebergstorg 11) Tel +46 8 787 00 00 Fax +46 8 21 05 31 registratorn@riksbank.se www.riksbank.se DATUM: 2013-05-06 AVDELNING: STA HANDLÄGGARE: Anders Vredin DNR 2010-108-STA Frågor diskuterade i...

Bilaga C Specialprägling på enkronan 2009

Protokollsbilaga C Direktionens protokoll 080826, § 6 PM DATUM: 2008-08-21 AVDELNING: ADM HANDLÄGGARE: Christina Wejshammar/Leif Jacobsson HANTERINGSKLASS: Ö P P E N SVERIGES RIKSBANK SE-103 37 Stockholm (Brunkebergstorg 11) Tel +46 8 787 00 00...