Report NEP-BAN-2011-12-19

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.

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Other reports in NEP-BAN

The following items were announced in this report:

• Acharya, Viral & Skeie, David, 2011, "A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8705, Dec.
• Item repec:dgr:kubcen:2011127 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2011129 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:2011132 is not listed on IDEAS anymore

• Giovanni Majnoni & Andrew Powell, 2011, "On Endogenous Risk, the Amplification Effects of Financial Systems and Macro Prudential Policies," Research Department Publications, Inter-American Development Bank, Research Department, number 4726, Nov.
• Item repec:imf:imfwpa:11/258 is not listed on IDEAS anymore

• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2011, "When credit bites back: leverage, business cycles, and crises," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-27.
• I. Garcia & J. Jimenez, 2011, "Estimating financial risk using piecewise Gaussian processes," Papers, arXiv.org, number 1112.2889, Dec.
• Item repec:imf:imfwpa:11/263 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:322 is not listed on IDEAS anymore

• Ian Christensen & Césaire Meh & Kevin Moran, 2011, "Bank Leverage Regulation and Macroeconomic Dynamics," Cahiers de recherche, CIRPEE, number 1140.
• Item repec:dgr:kubcen:2011128 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:11/278 is not listed on IDEAS anymore

• Patrick Slovik, 2012, "Systemically Important Banks and Capital Regulation Challenges," OECD Economics Department Working Papers, OECD Publishing, number 916, Dec, DOI: 10.1787/5kg0ps8cq8q6-en.
• Sugawara, Naotaka & Zalduendo, Juan, 2011, "Stress-testing croatian households with debt -- implications for financial stability," Policy Research Working Paper Series, The World Bank, number 5906, Dec.
• Adam Gersl & Jakub Seidler, 2011, "Credit Growth and Capital Buffers: Empirical Evidence from Central and Eastern European Countries," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2011/02, Nov.
• Item repec:dgr:kubcen:2011130 is not listed on IDEAS anymore

• John Krainer & Elizabeth Laderman, 2011, "Prepayment and delinquency in the mortgage crisis period," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-25.
• Ozsoz, Emre, 2011, "What determines return risks for bank equities in Turkey?," MPRA Paper, University Library of Munich, Germany, number 35291, Oct.
• Rumyantsev, Mikhail I., 2011, "Simulation of financial institutions activity in transitional economies," MPRA Paper, University Library of Munich, Germany, number 35265, Nov.
• James Felkerson, 2011, "$29,000,000,000,000: A Detailed Look at the Fed's Bailout by Funding Facility and Recipient," Economics Working Paper Archive, Levy Economics Institute, number wp_698, Dec.
• Item repec:imf:imfwpa:11/282 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:11/284 is not listed on IDEAS anymore

• Anatoli Segura & Javier Suarez, 2011, "Dinamic Maturity Transformation," Working Papers, CEMFI, number wp2011_1105, Nov.
• Jean-Marie Baland & Rohini Somanathan & Lore Vandewalle, 2011, "Socially Disadvantaged Groups and Microfinance in India," Working Papers, University of Namur, Department of Economics, number 1117, Dec.
• Item repec:imf:imfwpa:11/269 is not listed on IDEAS anymore

• Item repec:hal:wpaper:hal-00651397 is not listed on IDEAS anymore

• Greg Howard & Robert F. Martin & Beth Anne Wilson, 2011, "Are recoveries from banking and financial crises really so different?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1037.
• Lijun Bo & Ying Jiao & Xuewei Yang, 2011, "Credit derivatives pricing with default density term structure modelled by L\'evy random fields," Papers, arXiv.org, number 1112.2952, Dec.