Report NEP-BAN-2011-11-28This 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:
- Puri, Manju & Rocholl, Jörg & Steffen, Sascha, 2011. "On the importance of prior relationships in bank loans to retail customers," Working Paper Series 1395, European Central Bank.
- Dominique Gu\'egan & Wayne Tarrant, 2011. "On the Necessity of Five Risk Measures," Papers 1111.4414, arXiv.org.
- Julian T. S. Chow & Jay Surti, 2011. "Making Banks Safer: Can Volcker and Vickers Do It?," IMF Working Papers 11/236, International Monetary Fund.
- Panayiotis P. Athanasoglou, 2011. "Bank capital and risk in the South Eastern European region," Working Papers 137, Bank of Greece.
- Fabian Valencia, 2011. "Monetary Policy, Bank Leverage, and Financial Stability," IMF Working Papers 11/244, International Monetary Fund.
- Horvath, Balint & Huizinga, Harry, 2011. "Does the European Financial Stability Facility bail out sovereigns or banks? An event study," CEPR Discussion Papers 8661, C.E.P.R. Discussion Papers.
- Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2011. "Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector," Discussion Paper Series 2011_06, Department of Economics, Loughborough University, revised Nov 2011.
- Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2011. "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series 2011_05, Department of Economics, Loughborough University, revised Nov 2011.
- Dominique Gu/'egan & Wayne Tarrant, 2011. "Viewing Risk Measures as Information," Papers 1111.4417, arXiv.org.
- Ivo Arnold & Clemens Kool & Katharina Raabe, 2011. "Industry Effects of Bank Lending in Germany," Working Papers 11-21, Utrecht School of Economics.
- Elisabetta Gualandri & Enzo Mangone & Aldo Stanziale, 2011. "Internal Corporate Governance and the Financial Crisis: Lessons for Banks,Regulators and Supervisors," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 11111, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
- Bourjade, Sylvain & Schindele, Ibolya, 2011. "The role of agency costs in financial conglomeration," MPRA Paper 34815, University Library of Munich, Germany.
- Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.
- International Monetary Fund, 2011. "Macroprudential Policy: What Instruments and How to Use Them? Lessons from Country Experiences," IMF Working Papers 11/238, International Monetary Fund.
- Patrick Bolton & Martin Oehmke, 2011. "Should Derivatives be Privileged in Bankruptcy?," NBER Working Papers 17599, National Bureau of Economic Research, Inc.
- Selim Elekdag & Yiqun Wu, 2011. "Rapid Credit Growth: Boon or Boom-Bust?," IMF Working Papers 11/241, International Monetary Fund.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," PIER Working Paper Archive 11-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Bourjade, Sylvain & Schindele, Ibolya, 2011. "Group lending with endogenous group size," MPRA Paper 34817, University Library of Munich, Germany.