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Report NEP-BAN-2012-10-27
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:fip:fedcwp:12-20 is not listed on IDEAS anymore
- Nicola Gennaioli, 2012, "A Model of Shadow Banking," 2012 Meeting Papers, Society for Economic Dynamics, number 89.
- Mohamed Belhaj & Nataliya Klimenko, 2012, "Optimal Preventive Bank Supervision Combining Random Audits and Continuous Intervention," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1201, Jan.
- James M. Nason & Ellis W. Tallman, 2012, "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers, Federal Reserve Bank of Philadelphia, number 12-24.
- Item repec:dgr:uvatin:20120107 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:2012078 is not listed on IDEAS anymore
- Yu Zhu & Randall Wright & Chao He, 2012, "Housing and Liquidity," 2012 Meeting Papers, Society for Economic Dynamics, number 94.
- Item repec:dgr:kubcen:2012075 is not listed on IDEAS anymore
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2012, "Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act," Working Papers, University of Toronto, Department of Economics, number tecipa-465, Oct.
- Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012, "Markets connectivity and financial contagion," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 382, Oct.
- Saki Bigio, 2012, "Financial Risk Capacity," 2012 Meeting Papers, Society for Economic Dynamics, number 97.
- Kollmann, Robert & Int Veld, Jan & Roeger, Werner & Ratto, Marco, 2012, "Fiscal Policy, Banks and the Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9175, Oct.
- Andrea Pallavicini & Daniele Perini & Damiano Brigo, 2012, "Funding, Collateral and Hedging: uncovering the mechanics and the subtleties of funding valuation adjustments," Papers, arXiv.org, number 1210.3811, Oct, revised Dec 2012.
- Xuqing Huang & Irena Vodenska & Shlomo Havlin & H. Eugene Stanley, 2012, "Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation," Papers, arXiv.org, number 1210.4973, Oct, revised Jan 2013.
- Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "Credit Risk Contagion and the Global Financial Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-15, Oct.
- Ricardo Bebczuk & Tamara Burdisso & Máximo Sangiácomo, 2012, "Credit vs. Payment Services: Financial Development and Economic Activity Revisited," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201256, Jul.
- Item repec:dgr:kubcen:2012080 is not listed on IDEAS anymore
- Bielecki, T.R. & Cousin, A. & Crépey, S. & Herbertsson, Alexander, 2012, "A Markov Copula Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 545, Oct.
- Simon Cornée & Ariane Szafarz, 2012, "Vive la Différence: Social Banks and Reciprocity in the Credit Market," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-029, Oct.
- Brice Hakwa & Manfred Jager-Ambro.zewicz & Barbara Rudiger, 2012, "Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach," Papers, arXiv.org, number 1210.4713, Oct, revised Nov 2012.
- A. V. Leonidov & E. L. Rumyantsev, 2012, "Russian interbank networks: main characteristics and stability with respect to contagion," Papers, arXiv.org, number 1210.3814, Oct.
- Julia S. Cheney & Robert M. Hunt & Katy Jacob & Richard D. Porter & Bruce J. Summers, 2012, "The efficiency and integrity of payment card systems: industry views on the risks posed by data breaches," Consumer Finance Institute discussion papers, Federal Reserve Bank of Philadelphia, number 12-04.
- Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012, "A Framework for Extracting the Probability of Default from Stock Option Prices," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-14, Oct.
- St'ephane Cr'epey & R'emi Gerboud & Zorana Grbac & Nathalie Ngor, 2012, "Counterparty Risk and Funding: The Four Wings of the TVA," Papers, arXiv.org, number 1210.5046, Oct.