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Report NEP-BAN-2011-07-27
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:
- Ryo Kato & Takayuki Tsuruga, 2011, "Bank Overleverage and Macroeconomic Fragility," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-15, Jul.
- Klapper, Leora & Laeven, Luc & Rajan, Raghuram, 2011, "Trade credit contracts," Policy Research Working Paper Series, The World Bank, number 5726, Jul.
- Quadrini, Vincenzo & Perri, Fabrizio, 2011, "International Recessions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8483, Jul.
- Martin Hellwig, 2011, "Quo vadis, Euroland? European Monetary Union between Crisis and Reform," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2011_12, Jun.
- Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers, Kyoto University, Institute of Economic Research, number 784, Jul.
- Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-27.
- Freed, Marc S & McMillan, Ben, 2011, "Investible benchmarks & hedge fund liquidity," MPRA Paper, University Library of Munich, Germany, number 32226, Jul.
- John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Working Papers, Geary Institute, University College Dublin, number 200419, 07.
- Masazumi Hattori & Kazuhiko Ohashi, 2011, "Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-17, Jul.
- Dora Balog, 2011, "Capital allocation in financial institutions: the Euler method," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1126, Jun.
- Takeshi Osada, 2011, "Negative Impacts of Capital Injection Policies on the Capital Crunch: Evidence from Japan," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 391.
- Angelo Baglioni & Umberto Cherubini, 2011, "Marking-to-Market Government Guarantees to Financial Systems.Theory and Evidence for Europe," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ief0103, Jul.
- John Cotter & Francois Longin, 2011, "Implied Correlation from VaR," Working Papers, Geary Institute, University College Dublin, number 200618, 07.
- Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1809, Jul.
- Nao Sudo, 2011, "Accounting for the Decline in the Velocity of Money in the Japanese Economy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-16, Jul.
- Gutierrez, Eva & Rudolph, Heinz P. & Homa, Theodore & Beneit, Enrique Blanco, 2011, "Development banks : role and mechanisms to increase their efficiency," Policy Research Working Paper Series, The World Bank, number 5729, Jul.
- Michaelowa, Katharina & Humphrey, Chris, 2011, "The Business of Development: Trends in Lending by Multilateral Development Banks to Latin America, 1980-2009," Proceedings of the German Development Economics Conference, Berlin 2011, Verein für Socialpolitik, Research Committee Development Economics, number 57.
- Pohl, Birte, 2011, "Spillover and Competition Effects: Evidence from the Sub-Saharan African Banking Sector," Proceedings of the German Development Economics Conference, Berlin 2011, Verein für Socialpolitik, Research Committee Development Economics, number 66.
- Hainz, Christa & Dinh, Thanh & Kleimeier, Stefanie, 2011, "Collateral and its Determinants: Evidence from Vietnam," Proceedings of the German Development Economics Conference, Berlin 2011, Verein für Socialpolitik, Research Committee Development Economics, number 36.