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Report NEP-BAN-2012-08-23
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:imf:imfwpa:12/162 is not listed on IDEAS anymore
- Roman Horvath & Jakub Seidler & Laurent Weill, 2012, "Banks' Capital and Liquidity Creation: Granger Causality Evidence," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/05, Jun.
- Rochet, Jean Charles & Gersbach, Hans, 2012, "Capital Regulation and Credit Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9077, Aug.
- Antonio Trujillo-Ponce & Reyes Samaniego-Medina & Clara Cardone-Riportella, 2012, "Examining what best explains corporate credit risk: accounting-based versus market-based models," Working Papers, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration), number 12.03, May.
- Robert Kollmann, 2012, "Global banks, financial shocks and international business cycles: evidence from an estimated model," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 120.
- H. Evren Damar & Reint Gropp & Adi Mordel, 2012, "The Ex-Ante Versus Ex-Post Effect of Public Guarantees," Staff Working Papers, Bank of Canada, number 12-22, DOI: 10.34989/swp-2012-22.
- Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012, "Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/12, Jul.
- Craig B. Merrill & Taylor D. Nadauld & René M. Stulz & Shane Sherlund, 2012, "Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18270, Aug.
- Item repec:imf:imfwpa:12/155 is not listed on IDEAS anymore
- Dominique Guegan & Wayne Tarrant, 2012, "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721350, Jul.
- Dominique Guegan & Wayne Tarrant, 2012, "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00721339, Nov, DOI: 10.1007/s10436-012-0205-2.
- Michael Brei & Blaise Gadanecz, 2012, "Public recapitalisations and bank risk: evidence from loan spreads and leverage," BIS Working Papers, Bank for International Settlements, number 383, Jul.
- Blakespoor, Elizabeth & Linsmeier, Thomas J. & Petroni, Kathy & Shakespeare, Catherine, 2012, "Fair Value Accounting for Financial Instruments: Does It Improve the Association between Bank Leverage and Credit Risk?," Research Papers, Stanford University, Graduate School of Business, number 2107, Jun.
- Fabien Tripier, 2012, "Efficiency Gains from Narrowing Banks: A Search-Theoretic Approach," Working Papers, HAL, number hal-00719386, Jul.
- Item repec:imf:imfwpa:12/152 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:346 is not listed on IDEAS anymore
- Dominique Guegan & Bertrand Hassani, 2012, "Operational risk : A Basel II++ step before Basel III," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00722029.
- Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo, 2012, "Were Multinational Banks Taking Excessive Risks Before the Recent Financial Crisis?," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 332, Jul, revised 16 Jul 2012.
- Nicholas Apergis & Stephen M. Miller & Effrosyni Alevizopoulou, 2012, "The Bank Lending Channel and Monetary Policy Rules for European Banks: Further Extensions," Working papers, University of Connecticut, Department of Economics, number 2012-10, Jul.
- Item repec:imf:imfwpa:12/194 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:12/159 is not listed on IDEAS anymore
- Naoki Wakamori & Angelika Welte, 2012, "Why Do Shoppers Use Cash? Evidence from Shopping Diary Data," Staff Working Papers, Bank of Canada, number 12-24, DOI: 10.34989/swp-2012-24.
- Item repec:imf:imfwpa:12/174 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:12/178 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2012062 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20120073 is not listed on IDEAS anymore
- Veysov, Alexander, 2012, "Financial Contagion and Systemic Risk: From Theory to Applicable Macroeconomic Model," MPRA Paper, University Library of Munich, Germany, number 40612, Jun.
- Item repec:dnb:dnbwpp:348 is not listed on IDEAS anymore
- MEREUTA, Cezar & CAPRARU, Bogdan, 2012, "Competitia Bancara În România. O Noua Abordare Structurala," Studii Economice, Institutul National de Cercetari Economice (INCE), number 120722, Jul.
- Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012, "Financial Stability in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 289, Aug.
- Love, Inessa & Peria, Maria Soledad Martinez, 2012, "How bank competition affects firms'access to finance," Policy Research Working Paper Series, The World Bank, number 6163, Aug.
- Piu Banerjee & Jose J. Canals-Cerda, 2012, "Credit risk analysis of credit card portfolios under economic stress conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 12-18.
- Tim J. Brereton & Dirk P. Kroese & Joshua C. Chan, 2012, "Monte Carlo Methods for Portfolio Credit Risk," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-579, Jul.
- Marco Bardoscia, 2012, "A Dynamical Model for Operational Risk in Banks," Papers, arXiv.org, number 1207.6186, Jul.