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Report NEP-BAN-2011-11-14
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:ner:tilbur:urn:nbn:nl:ui:12-5046880 is not listed on IDEAS anymore
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011, "Macroprudential Regulation and the Monetary Transmission Mechanism," Working Papers Series, Central Bank of Brazil, Research Department, number 254, Nov.
- Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios, 2011, "Credit Derivative Pricing with Stochastic Volatility Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 293, Jul.
- Damiano Brigo, 2011, "Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending," Papers, arXiv.org, number 1111.1331, Nov, revised Jun 2012.
- Benjamin M. Tabak & Giovana L. Craveir & Daniel O. Cajueiro, 2011, "Bank Efficiency and Default in Brazil: Causality Tests," Working Papers Series, Central Bank of Brazil, Research Department, number 253, Oct.
- Schmiedel, Heiko & Bolt, Wilko & Foote, Elizabeth, 2011, "Consumer credit and payment cards," Working Paper Series, European Central Bank, number 1387, Oct.
- Dominique Guegan & Wayne Tarrant, 2011, "Viewing risk measures as information," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11054, Aug.
- Manganelli, Simone & Altunbas, Yener & Marqués-Ibáñez, David, 2011, "Bank risk during the financial crisis: do business models matter?," Working Paper Series, European Central Bank, number 1394, Nov.
- Geetesh Bhardwaj & Rajdeep Sengupta, 2011, "Credit scoring and loan default," Working Papers, Federal Reserve Bank of St. Louis, number 2011-040, DOI: 10.20955/wp.2011.040.
- Sophie Brana & Delphine Lahet, 2011, "Foreign banks and the stability of foreign and domestic credit in CEECs," Working Papers, HAL, number hal-00637686, Feb.
- Tatom, John, 2011, "Predicting failure in the commercial banking industry," MPRA Paper, University Library of Munich, Germany, number 34608, Aug.
- Dominique Guegan & Bertrand K. Hassani, 2011, "Operational risk: a Basel II++ step before Basel III," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11053, Sep.
- Item repec:hhs:bofrdp:2011_020 is not listed on IDEAS anymore
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011, "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1129.
- Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011, "How do banks’ funding costs affect interest margins?," Working Paper, Norges Bank, number 2011/09, Jul.
- Guangling (Dave) Liu & Nkhahle Seeiso, 2011, "Business Cycle and Bank Capital Regulation: Basel II Procyclicality," Working Papers, Stellenbosch University, Department of Economics, number 18/2011.
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-5046879 is not listed on IDEAS anymore
- Sophie Brana & Yves Jégourel, 2011, "Breadth and depth of french microfinance outreach : an evaluation," Working Papers, HAL, number hal-00637689, Sep.
- Item repec:hhs:bofrdp:2011_018 is not listed on IDEAS anymore
- Dominique Guegan & Bertrand K. Hassani, 2011, "A mathematical resurgence of risk management: an extreme modeling of expert opinions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11057, Sep.
- D'Hulster, Katia, 2011, "Cross border banking supervision : incentive conflicts in supervisory information sharing between home and host supervisors," Policy Research Working Paper Series, The World Bank, number 5871, Nov.
- Arango, Carlos & Huynh, Kim P. & Sabetti, Leonard, 2011, "How do you pay? The role of incentives at the point-of-sale," Working Paper Series, European Central Bank, number 1386, Oct.
- Julien Idier. & Lam , G. & Jean-Stéphane Mésonnier, 2011, "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Working papers, Banque de France, number 348.
- Viktors Ajevskis & Kristine Vitola, 2011, "Housing and Banking in a Small Open Economy DSGE Model," Working Papers, Latvijas Banka, number 2011/03, Nov.
- Peter Hull & Masami Imai, 2011, "Does Taxation on Banks Tax Bank Borrowers? Evidence from the Tokyo Bank Tax Experiment," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2011-005, Oct.
- Viral V. Acharya, 2011, "A Transparency Standard for Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 17558, Nov.
- Katja Neugebauer, 2011, "Banks in Space: Does Distance Really Affect Cross-Border Banking?," ERSA conference papers, European Regional Science Association, number ersa11p1227, Sep.
- Davide Furceri & Stéphanie Guichard & Elena Rusticelli, 2011, "Episodes of Large Capital Inflows and the Likelihood of Banking and Currency Crises and Sudden Stops," OECD Economics Department Working Papers, OECD Publishing, number 865, May, DOI: 10.1787/5kgc9kpkslvk-en.
- Anna Creti & Marianne Verdier, 2011, "Fraud, Investments and Liability Regimes in Payment Platforms," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-31.
- Areski Cousin & Elena Di Bernadino, 2013, "On Multivariate Extensions of Value-at-Risk," Working Papers, HAL, number hal-00638382, Apr.