Report NEP-BAN-2010-02-27This 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:
- Cao, Jin, 2010. "Illiquidity, insolvency, and banking regulation," Discussion Papers in Economics 11370, University of Munich, Department of Economics.
- Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2010. "The Behavior of Hedge Funds during Liquidity Crises," Working Paper Series 2010-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Javier Andrés & Óscar Arce & Carlos Thomas, 2010. "Banking competition, collateral constraints and optimal monetary policy," Banco de Espa�a Working Papers 1001, Banco de Espa�a.
- 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 1005, Koc University-TUSIAD Economic Research Forum, revised Apr 2010.
- Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2010. "Macro risk premium and intermediary balance sheet quantities," Staff Reports 428, Federal Reserve Bank of New York.
- Dirk Tasche, 2010. "The two defaults scenario for stressing credit portfolio loss distributions," Papers 1002.2604, arXiv.org, 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 972, DIW Berlin, German Institute for Economic Research.
- Yuri A. Katz & Nikolai V. Shokhirev, 2010. "Default Risk Modeling Beyond the First-Passage Approximation: Extended Black-Cox Model," Papers 1002.2909, arXiv.org, 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 40, OECD Publishing.
- Jiří Witzany & Michal Rychnovský & Pavel Charamza, 2010. "Survival Analysis in LGD Modeling," Working Papers IES 2010/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2010.
- Lang, Mark & Lins, Karl V. & Maffett, Mark, 2009. "Transparency, Liquidity, and Valuation: International Evidence," Working Papers 09-3, University of Pennsylvania, Wharton School, Weiss Center.
- 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 429, Federal Reserve Bank of New York.
- Michael B. Gordy & Søren Willemann, 2010. "Constant proportion debt obligations: a post-mortem analysis of rating models," Finance and Economics Discussion Series 2010-05, Board of Governors of the Federal Reserve System (U.S.).