Printed from https://ideas.repec.org/n/nep-ban/2011-11-21.html
Report NEP-BAN-2011-11-21
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:
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011, "Financial Risk Measurement for Financial Risk Management," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-37, Nov.
- Veronica Guerrieri & Guido Lorenzoni, 2011, "Credit Crises, Precautionary Savings, and the Liquidity Trap," NBER Working Papers, National Bureau of Economic Research, Inc, number 17583, Nov.
- Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand, 2011, "The reform of European securities settlement systems: Towards an integrated financial market," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 1129.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011, "Anchoring countercyclical capital buffers: the role of credit aggregates," BIS Working Papers, Bank for International Settlements, number 355, Nov.
- Dominique Guegan & Bertrand Hassani, 2011, "Operational risk: A Basel II++ step before Basel III," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639484.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011, "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1130.
- Dominique Guegan & Wayne Tarrant, 2011, "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639489, Aug.
- Leonardo Gambacorta & Paolo Emilio Mistrulli, 2011, "Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?," BIS Working Papers, Bank for International Settlements, number 359, Nov.
- Delis, Manthos D & Tsionas, Efthymios, 2011, "A new method to estimate the risk of financial intermediaries," MPRA Paper, University Library of Munich, Germany, number 34735, Nov.
- Michael Brei & Leonardo Gambacorta & Goetz von Peter, 2011, "Rescue packages and bank lending," BIS Working Papers, Bank for International Settlements, number 357, Nov.
- Antonio De Socio, 2011, "The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 819, Sep.
- Massimiliano Affinito, 2011, "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 826, Oct.
- Piluso, Fabio & De Bonis, Leonardo, 2011, "Stress testing e solvibilità per le banche di credito cooperativo in vista di Basilea 3
[Stress testing and solvency for the credit cooperative banks in view of Basel 3]," MPRA Paper, University Library of Munich, Germany, number 34577, Sep. - Item repec:dgr:kubcen:2011118 is not listed on IDEAS anymore
- Daley, Jenifer & Matthews, Kent, 2011, "Competitive Conditions in the Jamaican Banking Market 1998-2009," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/28, Nov.
- Dominique Guegan & Bertrand Hassani, 2011, "A mathematical resurgence of risk management: an extreme modeling of expert opinions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639666, Sep.
- Item repec:esx:essedp:700 is not listed on IDEAS anymore
- Item repec:hhs:bofrdp:2011_023 is not listed on IDEAS anymore
- Choong Young Ahn & Doo Yong Yang, 2011, "E-Finance Development in Korea," Finance Working Papers, East Asian Bureau of Economic Research, number 21750, Apr.
- Zhao, Tianshu & Matthews, Kent & Murinde, Victor, 2011, "Cross-Selling, Switching Costs and Imperfect Competition in British Banks," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/29, Nov.
- Tom Roberts, 2011, "The Impact of Operational Events on the Network Structure of the LVTS," Discussion Papers, Bank of Canada, number 11-7, DOI: 10.34989/sdp-2011-7.
- Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama, 2011, "Cooperativas de Crédito: taxas de juros praticadas e fatores de viabilidade," Working Papers Series, Central Bank of Brazil, Research Department, number 257, Nov.