Report NEP-BAN-2011-03-26

This 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.

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Other reports in NEP-BAN

The following items were announced in this report:

• Enrico Perotti & Lev Ratnovski & Razvan Vlahu, 2011. "Capital Regulation and Tail Risk," Tinbergen Institute Discussion Papers 11-039/2/DSF14, Tinbergen Institute, revised 31 Mar 2011.
• Stan du Plessis & Gideon du Rand, 2011. "On the (non-)equivalence of capital adequacy and monetary policy: A response to Cechetti and Kohler," Working Papers 04/2011, Stellenbosch University, Department of Economics.
• Marco Bianchetti & Mattia Carlicchi, 2011. "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," Papers 1103.2567, arXiv.org, revised Apr 2012.
• Item repec:eui:euiwps:eco2011/04 is not listed on IDEAS anymore

• Enrico Perotti & Javier Suarez, 2011. "A Pigovian Approach to Liquidity Regulation," Tinbergen Institute Discussion Papers 11-040/2/DSF15, Tinbergen Institute.
• Rama Cont & Yu Hang Kan, 2011. "Dynamic hedging of portfolio credit derivatives," Post-Print hal-00578008, HAL.
• Ugo Albertazzi & Ginette Eramo & Leonardo Gambacorta & Carmelo Salleo, 2011. "Securitization is not that evil after all," Temi di discussione (Economic working papers) 796, Bank of Italy, Economic Research and International Relations Area.
• Paolo Angelini & Laurent Clerc & Vasco Curdia & Leonardo Gambacorta & Andrea Gerali & Skander J. van den Heuvel & Alberto Locarno & Roberto Motto & Werner Roeger & Jan Vlček, 2011. "BASEL III: long-term impact on economic performance and fluctuations," Staff Reports 485, Federal Reserve Bank of New York.
• Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 761, Kyoto University, Institute of Economic Research.
• Garratt, Rodney & Mahadeva, Lavan & Svirydzenka, Katsiaryna, 2011. "Mapping systemic risk in the international banking network," Bank of England working papers 413, Bank of England.
• Item repec:dgr:uvatin:20110042 is not listed on IDEAS anymore

• Item repec:hhs:bofrdp:2011_003 is not listed on IDEAS anymore

• Peters, Bettina & Westerheide, Peter, 2011. "Short-term borrowing for long-term projects: Are family businesses more susceptible to 'irrational' financing choices?," ZEW Discussion Papers 11-006, ZEW - Leibniz Centre for European Economic Research.
• Item repec:hhs:bofrdp:2011_005 is not listed on IDEAS anymore

• Yamori, Nobuyoshi & Harimaya, Kozo & Tomimura, Kei, 2011. "Roles of Outside Directors in Cooperative Financial Institutions," MPRA Paper 29706, University Library of Munich, Germany.
• Item repec:jgu:wpaper:1015 is not listed on IDEAS anymore

• Timothée Demont, 2010. "The Impact of Microfinance on the Informal Credit Market: an Adverse Selection Model," Working Papers 1005, University of Namur, Department of Economics.
• Ananth, A. & Ramesh, R. & Prabaharan, B., 2010. "Service quality gap analysis in private sector bank - a customer perspective," MPRA Paper 29505, University Library of Munich, Germany, revised 26 Dec 2010.
• Nikola Tarashev & Mathias Drehmann, 2011. "Measuring the systemic importance of interconnected banks," BIS Working Papers 342, Bank for International Settlements.
• Item repec:hhs:bofrdp:2011_004 is not listed on IDEAS anymore

• Panetti, Ettore, 2011. "Unobservable savings, risk sharing and default in the financial system," MPRA Paper 29542, University Library of Munich, Germany.
• José Pedro Fique, 2011. "Endogenous Response to the ‘Network Tax’," FEP Working Papers 408, Universidade do Porto, Faculdade de Economia do Porto.
• Panetti, Ettore, 2011. "Financial liberalization and contagion with unobservable savings," MPRA Paper 29540, University Library of Munich, Germany.