Report NEP-BAN-2012-09-03This 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:
- Rose, Andrew & Wieladek, Tomasz, 2012. "Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom," Bank of England working papers 460, Bank of England.
- Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2012. "Universal banking, competition and risk in a macro model," Discussion Papers 1201, Exeter University, Department of Economics.
- Andrew Smith, 2012. "Measuring the macroeconomic costs of banking crises," Discussion Papers in Economics economics:201206, Griffith University, Department of Accounting, Finance and Economics.
- Bhaskar DasGupta & Lakshmi Kaligounder, 2012. "On Global Stability of Financial Networks," Papers 1208.3789, arXiv.org, revised Aug 2014.
- Bholat, David & Gray, Joann, 2012. "Organizational form as a source of systemic risk," Economics Discussion Papers 2012-35, Kiel Institute for the World Economy (IfW).
- Entrop, Oliver & Memmel, Christoph & Ruprecht, Benedikt & Wilkens, Marco, 2012. "Determinants of bank interest margins: Impact of maturity transformation," Discussion Papers 17/2012, Deutsche Bundesbank.
- Gürtler, Marc & Hibbeln, Martin, 2012. "How smart are investors after the subprime mortgage crisis? Evidence from the securitization market," Working Papers IF39V1, Technische Universität Braunschweig, Institute of Finance.
- Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012. "House prices, credit growth, and excess volatility: implications for monetary and macroprudential policy," Working Paper Series 2012-11, Federal Reserve Bank of San Francisco.
- Krones, Julia & Cremers, Heinz, 2012. "Eine Analyse des Credit Spreads und seiner Komponenten als Grundlage für Hedge Strategien mit Kreditderivaten," Frankfurt School - Working Paper Series 195, Frankfurt School of Finance and Management.
- Mihail Turlakov, 2012. "Wrong-way risk in credit and funding valuation adjustments," Papers 1208.5382, arXiv.org.
- Chamley, Christophe & Pinto, Brian, 2012. "Sovereign bailouts and senior loans," Policy Research Working Paper Series 6181, The World Bank.
- Abbas Valadkhani & Sajid Anwar & Amir Arjonandi, 2012. "How to capture the full extent of price stickiness in credit card interest rates?," Economics Working Papers wp12-02, School of Economics, University of Wollongong, NSW, Australia.
- Luiz Awazu Pereira da Silva & Ricardo Eyer Harris, 2012. "Sailing through the Global Financial Storm: Brazil's recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks," Working Papers Series 290, Central Bank of Brazil, Research Department.
- Abbas Valadkhani & Sajid Anwar, 2012. "Modelling Australia's Retail Mortgage Rate," Economics Working Papers wp12-01, School of Economics, University of Wollongong, NSW, Australia.
- Mehmke, Fabian & Cremers, Heinz & Packham, Natalie, 2012. "Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall," Frankfurt School - Working Paper Series 192, Frankfurt School of Finance and Management.
- Daniel Kapp, 2012. "The optimal size of the European Stability Mechanism: A cost-benefit analysis," DNB Working Papers 349, Netherlands Central Bank, Research Department.
- John Y. Campbell, 2012. "Mortgage Market Design," NBER Working Papers 18339, National Bureau of Economic Research, Inc.