Report NEP-BAN-2011-05-30

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:

• Item repec:fip:fedfwp:2011-13:x:1 is not listed on IDEAS anymore

• Hamid Rashid, 2011, "Credit to Private Sector, Interest Spread and Volatility in Credit-Flows: Do Bank Ownership and Deposits Matter?," Working Papers, United Nations, Department of Economics and Social Affairs, number 105, May.
• Christian Calmès & Raymond Théoret, 2011, "The rise of shadow banking and the hidden benefits of diversification," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042011, Apr.
• Düllmann, Klaus & Puzanova, Natalia, 2011, "Systemic risk contributions: a credit portfolio approach," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,08.
• Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2011, "In search for yield? Survey-based evidence on bank risk taking," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,10.
• Antoine Martin & Bruno Parigi, 2011, "Bank capital regulation and structured finance," Staff Reports, Federal Reserve Bank of New York, number 492.
• Paolo COCCORESE, 2011, "Banks as ‘fat cats’: Branching and Price Decisions in a Two-Stage Model of Competition," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 118, May.
• Geurdes, Han / J. F., 2011, "On the mathematical form of CVA in Basel III," MPRA Paper, University Library of Munich, Germany, number 30955.
• Helder Ferreira de Mendonça & Délio José Cordeiro Galvão & Renato Falci Villela Loures, 2011, "Economic Activity and Financial Institutional Risk: an empirical analysis for the Brazilian banking industry," Working Papers Series, Central Bank of Brazil, Research Department, number 243, May.
• Michal Kowalik, 2011, "Bank capital regulation and secondary markets for bank assets," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 11-02.
• Ricardo Schechtman & Wagner Piazza Gaglianone, 2011, "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series, Central Bank of Brazil, Research Department, number 241, May.
• Klein, Michael & Mayer, Colin, 2011, "Mobile banking and financial inclusion : the regulatory lessons," Policy Research Working Paper Series, The World Bank, number 5664, May.
• Karol Przanowski, 2011, "Banking retail consumer finance data generator - credit scoring data repository," Papers, arXiv.org, number 1105.2968, May.
• Rym Ayadi & Jean-Philippe Boussemart & Hervé Leleu & Dhafer Saidane, 2010, "Mergers & Acquisitions in European Banking Higher productivity or better synergy among business lines?," Working Papers, IESEG School of Management, number 2011-ECO-03, Nov.
• Christopher J. Mayer & Edward Morrison & Tomasz Piskorski & Arpit Gupta, 2011, "Mortgage Modification and Strategic Behavior: Evidence from a Legal Settlement with Countrywide," NBER Working Papers, National Bureau of Economic Research, Inc, number 17065, May.
• Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/22, May.
• Adeline Saillard & Thomas Url, 2011, "Venture capital in bank - and market - based economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00593962, Feb.
• Song Han & Benjamin J. Keys & Geng Li, 2011, "Credit supply to personal bankruptcy filers: evidence from credit card mailings," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-29.
• Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Racheva-Iotova, Boryana & Fabozzi, Frank J., 2011, "Fat-tailed models for risk estimation," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 30, DOI: 10.5445/IR/1000023244.
• Claessens, Stijn & Kose, M. Ayhan & Terrones, Marco, 2011, "How Do Business and Financial Cycles Interact?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8396, May.
• Sebastian A. Schuetz, 2010, "Structured Finance Influence on Financial Market Stability – Evaluation of Current Regulatory Developments," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 178, Jun.
• Item repec:dnb:dnbwpp:296 is not listed on IDEAS anymore

• Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011, "Regression-based estimation of dynamic asset pricing models," Staff Reports, Federal Reserve Bank of New York, number 493.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2011, "Bank Bailouts, International Linkages and Cooperation," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 170, May.
• Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011, "CVaR sensitivity with respect to tail thickness," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 29, DOI: 10.5445/IR/1000023240.
• Armendáriz, Beatriz & Szafarz, Ariane, 2011, "On mission drift in microfinance institutions," MPRA Paper, University Library of Munich, Germany, number 31041, revised 2010.
• Annamaria Lusardi & Daniel J. Schneider & Peter Tufano, 2011, "Financially Fragile Households: Evidence and Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 17072, May.
• Fernandez, Pablo & del Campo, Javier, 2011, "Market risk premium used in 2010 by professors: A survey with 1,500 answers," IESE Research Papers, IESE Business School, number D/911, Mar.
• Francisco Covas & Shigeru Fujita, 2011, "Private equity premium in a general equilibrium model of uninsurable investment risk," Working Papers, Federal Reserve Bank of Philadelphia, number 11-18.

Report NEP-BAN-2011-05-30

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: