Report NEP-BAN-2011-05-07This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmes issued this report. It is usually issued weekly.
The following items were announced in this report:
- Kiema , Ilkka & Jokivuolle, Esa, 2011. "Leverage ratio requirement, credit allocation and bank stability," Research Discussion Papers, Bank of Finland 10/2011, Bank of Finland.
- Clara Cardone Riportella & Antonio Trujillo & AnahÃ Briozzo, 2011. "What do Basel Capital Accords mean for SMEs?," Business Economics Working Papers, Universidad Carlos III, Departamento de EconomÃa de la Empresa wb111004, Universidad Carlos III, Departamento de EconomÃa de la Empresa.
- Jagjit S. Chadha & Luisa Corrado, 2011. "Macro-prudential Policy on Liquidity: What does a DSGE Model tell us?," Studies in Economics, Department of Economics, University of Kent 1108, Department of Economics, University of Kent.
- Douglas W. Diamond & Raghuram Rajan, 2011. "Illiquid Banks, Financial Stability, and Interest Rate Policy," NBER Working Papers 16994, National Bureau of Economic Research, Inc.
- Gianni De NicolÃ² & Marcella Lucchetta, 2011. "Systemic Risks and the Macroeconomy," NBER Working Papers 16998, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Sergei A. Davydenko & Ilya A. Strebulaev, 2011. "Cash Holdings and Credit Risk," NBER Working Papers 16995, National Bureau of Economic Research, Inc.
- Pierre-Richard AgÃ©nor & K. Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series, Central Bank of Brazil, Research Department 237, Central Bank of Brazil, Research Department.
- Viral V. Acharya & Alberto Bisin, 2011. "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers 17000, National Bureau of Economic Research, Inc.
- Leonardo Gambacorta & David Marques-Ibanez, 2011. "The bank lending channel: lessons from the crisis," BIS Working Papers 345, Bank for International Settlements.
- Memmel, Christoph & Sachs, Angelika & Stein, Ingrid, 2011. "Contagion at the interbank market with stochastic LGD," Discussion Paper Series 2: Banking and Financial Studies 2011,06, Deutsche Bundesbank, Research Centre.
- S. Jansen, Eilev & S.H. Krogh, Tord, 2011. "Credit conditions indices: Controlling for regime shifts in the Norwegian credit market," Memorandum, Oslo University, Department of Economics 10/2011, Oslo University, Department of Economics.
- Zhang, Tiantian & Matthews, Kent, 2011. "Efficiency Convergence Properties of Indonesian Banks 1992-2007," Cardiff Economics Working Papers E2011/12, Cardiff University, Cardiff Business School, Economics Section.
- Kondo, Kazumine, 2011. "Have credit rating agencies become more stringent towards Japanese regional banks?," MPRA Paper 30500, University Library of Munich, Germany.
- Younes Kchia & Martin Larsson, 2011. "Credit contagion and risk management with multiple non-ordered defaults," Papers 1104.5272, arXiv.org, revised Jun 2011.
- Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance 11/17, University of Canterbury, Department of Economics and Finance.
- Coco, Giuseppe & Pignataro, Giuseppe, 2010. "Inequality of opportunity in the credit market," DEMQ Working Paper Series, University of Catania, Department of Economics and Quantitative Methods 2010/5, University of Catania, Department of Economics and Quantitative Methods.