Report NEP-BAN-2007-06-23This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Roberto Santillan issued this report. It is usually issued weekly.
The following items were announced in this report:
- Cipollini, Andrea & Missaglia, Giuseppe, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper 3582, University Library of Munich, Germany.
- Zoltan, Varsanyi, 2007. "Reconsidering the logit: the risk of individual names," MPRA Paper 3658, University Library of Munich, Germany.
- Chiara Pederzoli, 2007. "Default risk: Poisson mixture and the business cycle," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, FacoltÃ di Economia "Marco Biagi" 07052, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
- Rita Babihuga, 2007. "Macroeconomic and Financial Soundness Indicators," IMF Working Papers, International Monetary Fund 07/115, International Monetary Fund.
- Holger Floerkemeier & Era Dabla-Norris, 2007. "Bank Efficiency and Market Structure," IMF Working Papers, International Monetary Fund 07/134, International Monetary Fund.
- Rasyad A. Parinduri & Yohanes E. Riyanto, 2007. "The effect of Strategic Sale of Banks: Evidence from Indonesia," SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE 0709, National University of Singapore, Department of Economics, SCAPE.