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Report NEP-BAN-2011-04-23
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:
- Miguel A. Segoviano & Charles Goodhart, 2010, "Distress Dependence and Financial Stability," Working Papers Central Bank of Chile, Central Bank of Chile, number 569, Apr.
- Xavier Vives, 2010, "Competition and Stability in Banking," Working Papers Central Bank of Chile, Central Bank of Chile, number 576, May.
- Franklin Allen & Elena Carletti, 2010, "The Global Financial Crisis," Working Papers Central Bank of Chile, Central Bank of Chile, number 575, May.
- Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011, "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper, University Library of Munich, Germany, number 30132, Apr.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010, "Recessions and Financial Disruptions in Emerging Markets: A Bird´s Eye View," Working Papers Central Bank of Chile, Central Bank of Chile, number 585, Jun.
- Luis Catão & Adrian Pagan, 2010, "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 579, May.
- James D. Hamilton & Jing Cynthia Wu, 2011, "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers, National Bureau of Economic Research, Inc, number 16956, Apr.
- Rodrigo Alfaro & Andrés Sagner, 2011, "Stress Tests for Banking Sector: A Technical Note," Working Papers Central Bank of Chile, Central Bank of Chile, number 610, Feb.
- Holmberg, Ulf, 2011, "Banking and the Determinants of Credit Crunches," Umeå Economic Studies, Umeå University, Department of Economics, number 822, Apr.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-4643186 is not listed on IDEAS anymore
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/12, Feb.
- Andr�s Felipe Garc�a-Suaza & Jose Eduardo G�mez-Gonz�lez & Andr�s Murcia pab�n & Feenando tenjo Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica, number 8305, Apr.
- Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2011, "Systemic risk diagnostics: coincident indicators and early warning signals," Working Paper Series, European Central Bank, number 1327, Apr.
- Orth, Walter, 2010, "The predictive accuracy of credit ratings: Measurement and statistical inference," MPRA Paper, University Library of Munich, Germany, number 30148, Mar, revised 16 Feb 2011.
- José De Gregorio, 2010, "Macroprudential Regulation, Financial Stability and Capital Flows," Economic Policy Papers Central Bank of Chile, Central Bank of Chile, number 37, Sep.
- Mauricio Calani C. & Pablo García S. & Daniel Oda Z., 2010, "Supply and Demand Identification in the Credit Market," Working Papers Central Bank of Chile, Central Bank of Chile, number 571, Apr.
- Jaime Ruiz-Tagle & Francis Vella, 2010, "Borrowing Constraints and Credit Demand," Working Papers Central Bank of Chile, Central Bank of Chile, number 578, May.
- John Thanassoulis, 2011, "Bankers' Pay Structure And Risk," Economics Series Working Papers, University of Oxford, Department of Economics, number 545, Apr.
- José Luis Carreño & Gino Loyola & Yolanda Portilla, 2010, "Eficiencia Bancaria en Chile: un Enfoque de Frontera de Beneficios," Working Papers Central Bank of Chile, Central Bank of Chile, number 603, Dec.
- Shin-ichi Fukuda, 2011, "Market-specific and Currency-specific Risk During the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," NBER Working Papers, National Bureau of Economic Research, Inc, number 16962, Apr.
- Gabriel Aparici & Fernando Sepúlveda, 2010, "Household Credit Markets During the Financial Crisis of 2008/2009," Working Papers Central Bank of Chile, Central Bank of Chile, number 591, Sep.
- Masaaki Fujii & Akihiko Takahashi, 2011, "Collateralized CDS and Default Dependence -Implications for the Central Clearing-," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-246, Apr.
- Miguel Delfiner & Anabela Gómez, 2011, "Instrumentos derivados crediticios," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 447, Apr.