Report NEP-BAN-2012-06-25

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:

• V. V. Chari & Christopher Phelan, 2012, "What assets should banks be allowed to hold?," Economic Policy Paper, Federal Reserve Bank of Minneapolis, number 12-3.
• Repullo, Rafael, 2012, "Cyclical Adjustment of Capital Requirements: A Simple Framework," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9008, Jun.
• Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012, "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers, Bank for International Settlements, number 380, Jun.
• Christian Calmès & Raymond Théoret, 2012, "The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012012, Jan.
• Galo Nuño & Carlos Thomas, 2012, "Bank leverage cycles," Working Papers, Banco de España, number 1222, Jun.
• ALLEN, Franklin & CARLETTI, Elena & GALE, Douglas, 2012, "Money, Financial Stability and Efficiency," Economics Working Papers, European University Institute, number ECO2012/16.
• Christian Calmès & Raymond Théoret, 2012, "Bank systemic risk and the business cycle: Canadian and U.S. evidence," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022012, Apr.
• CARLETTI, Elena & LEONELLO, Agnese, 2012, "Credit Market Competition and Liquidity Crises," Economics Working Papers, European University Institute, number ECO2012/14.
• Cerrato, Mario & Choudhry, Moorad & Crosby, John & Olukuru, John, 2012, "Why do UK banks securitize?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-18.
• Demirguc-Kunt, Asli & Klapper, Leora, 2012, "Financial inclusion in Africa : an overview," Policy Research Working Paper Series, The World Bank, number 6088, Jun.
• Item repec:hhs:bofitp:2012_012 is not listed on IDEAS anymore

• Martin L. Weitzman, 2012, "A Precautionary Tale of Uncertain Tail Fattening," NBER Working Papers, National Bureau of Economic Research, Inc, number 18144, Jun.
• Li, Jianjun & Hsu, Sara, 2012, "Shadow banking in China," MPRA Paper, University Library of Munich, Germany, number 39441, Jun.
• Bhattacharyya, Surajit & Chatri, Ankit, 2012, "Efficiency of Indian Commercial Banks: The Post-Reform Experience from Mergers & Acquisitions," MPRA Paper, University Library of Munich, Germany, number 39299, Jun.
• Stewart C. Myers & James A. Read, Jr., 2012, "Real Options, Taxes and Financial Leverage," NBER Working Papers, National Bureau of Economic Research, Inc, number 18148, Jun.
• Daniel Heller & Nicholas Vause, 2012, "Collateral requirements for mandatory central clearing of over-the-counter derivatives," BIS Working Papers, Bank for International Settlements, number 373, Mar.
• Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012, "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics, Department of Economics, Central bank of Iceland, number wp59, Jun.
• Adeline Saillard & Thomas Url, 2012, "Measuring complementarity in financial systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12039, Jun.
• Alexander Lipton & Ioana Savescu, 2012, "A structural approach to pricing credit default swaps with credit and debt value adjustments," Papers, arXiv.org, number 1206.3104, Jun.
• Caterina Mendicino, 2012, "Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy," Working Papers, Banco de Portugal, Economics and Research Department, number w201211.
• Adeline Saillard, 2012, "The role of complementarity and the financial liberalization in the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12038, Jun.
• Merwan Engineer & Paul Schure & Mark Gillis, 2012, "A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries," Working Paper series, Rimini Centre for Economic Analysis, number 29_12, Jun.
• António Rua & João Pedro Pereira, 2012, "Asset pricing with a bank risk factor," Working Papers, Banco de Portugal, Economics and Research Department, number w201202.
• Carlos Castro & Juan Sebastian Ordonez, 2012, "A Network model of systemic risk: identifying the sources of dependence across institutions," Documentos de Trabajo, Universidad del Rosario, number 9651, Jun.
• Feyen, Erik & Kibuuka, Katie & Otker-Robe, Inci, 2012, "Bank deleveraging : causes, channels, and consequences for emerging market and developing countries," Policy Research Working Paper Series, The World Bank, number 6086, Jun.
• Joseph Tracy & Joshua Wright, 2012, "Payment changes and default risk: theimpact of refinancing on expected credit losses," Staff Reports, Federal Reserve Bank of New York, number 562.
• Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2012, "Universal banking, competition and risk in a macro model," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-19.
• Li, Xiaofei & Escalante, Cesar L. & Epperson, James E. & Gunter, Lewell F., 2012, "Technical Efficiency and the Probability of Bank Failure among Agricultural and Non-Agricultural Banks," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124591, DOI: 10.22004/ag.econ.124591.
• Luis Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo, 2012, "Were multinational banks taking excessive risks before the recent financial crisis?," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1209.
• Paulo M.M. Rodrigues & Fernando A. F. Ferreira, 2012, "How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example," Working Papers, Banco de Portugal, Economics and Research Department, number w201213.
• Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto, 2012, "Asset Prices, Credit and the Business Cycle," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2012-04, Apr.
• Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series, Rimini Centre for Economic Analysis, number 34_12, Jun.

Report NEP-BAN-2012-06-25

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: