Report NEP-BAN-2011-11-21This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmes issued this report. It is usually issued weekly.
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 2011-37, Department of Economics and Business Economics, Aarhus University.
- Veronica Guerrieri & Guido Lorenzoni, 2011. "Credit Crises, Precautionary Savings, and the Liquidity Trap," NBER Working Papers 17583, National Bureau of Economic Research, Inc.
- Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand, 2011. "The reform of European securities settlement systems: Towards an integrated financial market," Working Papers 1129, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring countercyclical capital buffers: the role of credit aggregates," BIS Working Papers 355, Bank for International Settlements.
- Dominique Guegan & Bertrand Hassani, 2011. "Operational risk: A Basel II++ step before Basel III," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639484, HAL.
- Mikhail V. Oet & Ryan Eiben & Timothy Bianco & Dieter Gramlich & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Paper 1130, Federal Reserve Bank of Cleveland.
- Dominique Guegan & Wayne Tarrant, 2011. "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639489, HAL.
- Leonardo Gambacorta & Paolo Emilio Mistrulli, 2011. "Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?," BIS Working Papers 359, Bank for International Settlements.
- Delis, Manthos D & Tsionas, Efthymios, 2011. "A new method to estimate the risk of financial intermediaries," MPRA Paper 34735, University Library of Munich, Germany.
- Michael Brei & Leonardo Gambacorta & Goetz von Peter, 2011. "Rescue packages and bank lending," BIS Working Papers 357, Bank for International Settlements.
- 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) 819, Bank of Italy, Economic Research and International Relations Area.
- 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) 826, Bank of Italy, Economic Research and International Relations Area.
- 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 34577, University Library of Munich, Germany.
- 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 E2011/28, Cardiff University, Cardiff Business School, Economics Section.
- 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) halshs-00639666, HAL.
- Item repec:esx:essedp:700 is not listed on IDEAS anymore
- Laine, Tatu & Nummelin, Tuomas & Snellman, Heli, 2011. "Combining liquidity usage and interest rates on overnight loans : an oversight indicator," Research Discussion Papers 23/2011, Bank of Finland.
- Choong Young Ahn & Doo Yong Yang, 2011. "E-Finance Development in Korea," Finance Working Papers 21750, East Asian Bureau of Economic Research.
- Zhao, Tianshu & Matthews, Kent & Murinde, Victor, 2011. "Cross-Selling, Switching Costs and Imperfect Competition in British Banks," Cardiff Economics Working Papers E2011/29, Cardiff University, Cardiff Business School, Economics Section.
- Tom Roberts, 2011. "The Impact of Operational Events on the Network Structure of the LVTS," Discussion Papers 11-7, Bank of Canada.
- Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama, 2011. "Cooperativas de Crédito: taxas de juros praticadas e fatores de viabilidade," Working Papers Series 257, Central Bank of Brazil, Research Department.