Printed from https://ideas.repec.org/n/nep-ban/2010-01-16.html
Report NEP-BAN-2010-01-16
This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmès (Christian Calmes) issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-BAN
The following items were announced in this report:
- Luigi Zingales & Oliver Hart, 2009, "A New Capital Regulation For Large Financial Institutions," Working Papers, Fondazione Eni Enrico Mattei, number 2009.124, Dec.
- Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010, "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1745, Jan.
- Étienne Bordeleau & Allan Crawford & Christopher Graham, 2009, "Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience," Discussion Papers, Bank of Canada, number 09-15, DOI: 10.34989/sdp-2009-15.
- Cerasi, Vittoria & Chizzolini, Barbara & Ivaldi, Marc, 2009, "The Impact of Mergers on the Degree of Competition in the Banking Industry," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 582, Nov, revised 07 Jun 2012.
- Garita, Gus, 2009, "Risk-Factor Portfolios and Financial Stability," MPRA Paper, University Library of Munich, Germany, number 19611, Dec, revised 11 Dec 2009.
- Michel Magnan & Daniel Thornton, 2009, "Fair Value Accounting," CIRANO Working Papers, CIRANO, number 2009s-47, Dec.
- Item repec:ecb:ecbops:20090107 is not listed on IDEAS anymore
- Carsten Krabbe Nielsen, 2009, "The Loan Contract with Costly State Verification and Subjective Beliefs," Discussion Paper Series, Institute of Economic Research, Korea University, number 0918.
- Item repec:hal:cesptp:halshs-00443846_v1 is not listed on IDEAS anymore
- Gerard Caprio, Jr, , "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp311.
- Attinasi, Maria Grazia & Checherita-Westphal, Cristina & Nickel, Christiane, 2009, "What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?," Working Paper Series, European Central Bank, number 1131, Dec.
- Fátima Teresa Sol Murta & Ana Margarida Garcia, 2010, "The Demand for Excess Reserves in the Euro Area and the Impact of the Current Credit Crisis," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2010-01, Jan.
- Li, Hui, 2009, "Double Impact on CVA for CDS: Wrong-Way Risk with Stochastic Recovery," MPRA Paper, University Library of Munich, Germany, number 19684, Dec.
- Arthur M. Berd, 2009, "A Guide to Modeling Credit Term Structures," Papers, arXiv.org, number 0912.4623, Dec, revised Dec 2009.
- Mitropoulos, Atanasios & Zaidi, Rida, 2009, "Relative indicators of default risk among UK residential mortgages," MPRA Paper, University Library of Munich, Germany, number 19619, Dec.
- Paul Glasserman & Zhenyu Wang, 2009, "Valuing the Treasury's Capital Assistance Program," Staff Reports, Federal Reserve Bank of New York, number 413.
- Item repec:imf:imfwpa:09/272 is not listed on IDEAS anymore
- Mariassunta Giannetti & Andrei Simonov, 2009, "On the Real Effects of Bank Bailouts: Micro-Evidence from Japan," Working Papers, Fondazione Eni Enrico Mattei, number 2009.103, Nov.
- Ricardo Correa & Gustavo A. Suarez, 2009, "Firm volatility and banks: evidence from U.S. banking deregulation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-46.
- Tom Fong & Laurence Fung & Lillie Lam & Ip-wing Yu, 2009, "Measuring the Interdependence of Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0919, Dec.
- Damiano Brigo & Massimo Morini & Marco Tarenghi, 2009, "Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk," Papers, arXiv.org, number 0912.4404, Dec.