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Report NEP-BAN-2010-02-27
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:
- Cao, Jin, 2010, "Illiquidity, insolvency, and banking regulation," Discussion Papers in Economics, University of Munich, Department of Economics, number 11370, Feb.
- Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2010, "The Behavior of Hedge Funds during Liquidity Crises," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2010-2, Feb.
- Javier Andrés & Óscar Arce & Carlos Thomas, 2010, "Banking competition, collateral constraints and optimal monetary policy," Working Papers, Banco de España, number 1001, Feb.
- Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2010, "Financial Regulation, Integration and Synchronization of Economic Activity," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1005, Feb, revised Apr 2010.
- Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010, "Macro risk premium and intermediary balance sheet quantities," Staff Reports, Federal Reserve Bank of New York, number 428.
- Dirk Tasche, 2010, "The two defaults scenario for stressing credit portfolio loss distributions," Papers, arXiv.org, number 1002.2604, Feb, revised Oct 2015.
- Ansgar Belke & Jens Klose, 2010, "(How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 972.
- Yuri A. Katz & Nikolai V. Shokhirev, 2010, "Default Risk Modeling Beyond the First-Passage Approximation: Extended Black-Cox Model," Papers, arXiv.org, number 1002.2909, Feb, revised Jun 2010.
- Item repec:ecl:ucdeco:09-21 is not listed on IDEAS anymore
- Fiona Stewart, 2010, "Pension Funds' Risk-Management Framework: Regulation and Supervisory Oversight," OECD Working Papers on Insurance and Private Pensions, OECD Publishing, number 40, Feb, DOI: 10.1787/5kmlcz7qq3zx-en.
- Jiří Witzany & Michal Rychnovský & Pavel Charamza, 2010, "Survival Analysis in LGD Modeling," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/02, Feb, revised Feb 2010.
- Lang, Mark & Lins, Karl V. & Maffett, Mark, 2009, "Transparency, Liquidity, and Valuation: International Evidence," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 09-3, Jan.
- Item repec:ner:leuven:urn:hdl:123456789/200989 is not listed on IDEAS anymore
- Linda S. Goldberg & Craig Kennedy & Jason Miu, 2010, "Central bank dollar swap lines and overseas dollar funding costs," Staff Reports, Federal Reserve Bank of New York, number 429.
- Michael B. Gordy & Søren Willemann, 2010, "Constant proportion debt obligations: a post-mortem analysis of rating models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-05.