Report NEP-BAN-2009-12-11This 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:
- Vauhkonen, Jukka, 2009. "Bank safety under Basel II capital requirements," Research Discussion Papers 29/2009, Bank of Finland.
- Vajanne, Laura, 2009. "Inferring market power from retail deposit interest rates in the euro area," Research Discussion Papers 27/2009, Bank of Finland.
- Humberto M. Ennis & John A. Weinberg, 2009. "A model of stigma in the fed funds market," Economics Working Papers we095937, Universidad Carlos III, Departamento de Economía.
- Demyanyk , Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures: a review of prediction methods," Research Discussion Papers 35/2009, Bank of Finland.
- Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2009. "Crisis Resolution and Bank Liquidity," NBER Working Papers 15567, National Bureau of Economic Research, Inc.
- Veiga, B. da & Chan, F. & McAleer, M.J., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Report EI 2009-39, Erasmus University Rotterdam, Econometric Institute.
- Jokivuolle, Esa & Viren , Matti & Vähämaa, Oskari, 2009. "Transmission of macro shocks to loan losses in a deep crisis: the case of Finland," Research Discussion Papers 26/2009, Bank of Finland.
- Wagenvoort, Rien & Ebner, André & Morgese Borys, Magdalena, 2009. "A factor analysis approch to measuring European loan and bond market integration," Discussion Papers in Economics 11071, University of Munich, Department of Economics.
- Paul Klemperer, 2009. "A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions," Economics Papers 2009-W06, Economics Group, Nuffield College, University of Oxford.
- Dan Magder, 2009. "Mortgage Loan Modifications: Program Incentives and Restructuring Design," Working Paper Series WP09-13, Peterson Institute for International Economics.
- Murillo Campello & John Graham & Campbell R. Harvey, 2009. "The Real Effects of Financial Constraints: Evidence from a Financial Crisis," NBER Working Papers 15552, National Bureau of Economic Research, Inc.
- Catão, Luis A. V. & Pagés, Carmen & Rosales, Maria Fernanda, 2009. "Financial Dependence, Formal Credit, and Informal Jobs: New Evidence from Brazilian Household Data," IZA Discussion Papers 4609, Institute for the Study of Labor (IZA).
- Milne, Alistair & Onorato, Mario, 2009. "Risk-adjusted measures of value creation in financial institutions," Research Discussion Papers 25/2009, Bank of Finland.
- Andre A. P. & Francisco J. Nogales & Esther Ruiz, 2009. "Comparing univariate and multivariate models to forecast portfolio value-at-risk," Statistics and Econometrics Working Papers ws097222, Universidad Carlos III, Departamento de Estadística y Econometría.
- Mikhail I. Rumyantsev, 2009. "About Some Applications of Kolmogorov Equations to the Simulation of Financial Institutions Activity," Papers 0912.1037, arXiv.org.
- Mary Amiti & David E. Weinstein, 2009. "Exports and Financial Shocks," NBER Working Papers 15556, National Bureau of Economic Research, Inc.
- Szilard Benk & Max Gillman & Michal Kejak, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," IEHAS Discussion Papers 0923, Institute of Economics, Hungarian Academy of Sciences.
- Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00384398, HAL.