Report NEP-BAN-2013-01-07

This 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.

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Other reports in NEP-BAN

The following items were announced in this report:

• María Rodríguez-Moreno & Sergio Mayordomo & Juan Ignacio Peña, 2012. "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Faculty Working Papers 21/12, School of Economics and Business Administration, University of Navarra.
• Yuliya Demyanyk & Elena Loutskina, 2012. "Mortgage companies and regulatory arbitrage," Working Papers (Old Series) 1220R, Federal Reserve Bank of Cleveland.
• Maurin, Laurent & Toivanen, Mervi, 2012. "Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks," Working Paper Series 1499, European Central Bank.
• Trapp, Monika & Wewel, Claudio, 2012. "Transatlantic systemic risk," CFR Working Papers 12-10, University of Cologne, Centre for Financial Research (CFR).
• Ongena, Steven & Popov, Alexander & Udell, Gregory F., 2012. "When the cat's away the mice will play: does regulation at home affect bank risk taking abroad?," Working Paper Series 1488, European Central Bank.
• Arvid Raknerud & Bjørn Helge Vatne, 2012. "The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data," Working Paper 2012/17, Norges Bank.
• Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012. "The business cycle implications of banks' maturity transformation," Working Paper Series 1489, European Central Bank.
• Stefan Arping, 2012. "Banking Competition and Soft Budget Constraints: How Market Power can threaten Discipline in Lending," Tinbergen Institute Discussion Papers 12-146/IV/DSF49, Tinbergen Institute.
• Clemens Bonner, 2012. "Liquidity Regulation, Funding Costs and Corporate Lending," DNB Working Papers 361, Netherlands Central Bank, Research Department.
• Todd Keister & Huberto Ennis, 2012. "Optimal banking contracts and financial fragility," 2012 Meeting Papers 179, Society for Economic Dynamics.
• Steven Ongena & Kasper Roszbach & Geraldo Cerqueiro, 2012. "Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment," 2012 Meeting Papers 235, Society for Economic Dynamics.
• Gourieroux, C. & Heam, J.C. & Monfort, A., 2012. "Bilateral Exposures and Systemic Solvency Risk," Working papers 414, Banque de France.
• Q. Farook Akram, 2012. "Macro effects of capital requirements and macroprudential policy," Working Paper 2012/21, Norges Bank.
• Asaf Manela & Zhiguo He, 2012. "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers 170, Society for Economic Dynamics.
• William Goulding & Daniel E. Nolle, 2012. "Foreign banks in the U.S.: a primer," International Finance Discussion Papers 1064, Board of Governors of the Federal Reserve System (U.S.).
• Artashes Karapetyan & Bogdan Stacescu, 2012. "Does information sharing reduce the role of collateral as a screening device?," Working Paper 2012/19, Norges Bank.
• Rannenberg, Ansgar, 2012. "Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics," Working Paper Series 1487, European Central Bank.
• Javier Bianchi, 2012. "Efficient Bailouts?," 2012 Meeting Papers 162, Society for Economic Dynamics.
• Ross Levine & Alexey Levkov & Yona Rubinstein, 2012. "Bank deregulation and racial inequality in America," Supervisory Research and Analysis Working Papers RPA 12-5, Federal Reserve Bank of Boston.
• Eichengreen, Barry & Gupta, Poonam, 2012. "The global financial crisis and indian banks: survival of the fittest?," MPRA Paper 43365, University Library of Munich, Germany.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-5661648 is not listed on IDEAS anymore

• Josef Schroth, 2012. "Financial Crisis Resolution," Staff Working Papers 12-42, Bank of Canada.
• Horváth, Roman & Seidler, Jakub & Weill, Laurent, 2012. "Bank capital and liquidity creation: Granger-causality evidence," Working Paper Series 1497, European Central Bank.
• Hasumi, Ryo & Hirata, Hideaki & Ono, Arito, 2012. "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from Firm-Bank Matched Data in Japan," Working Paper Series 23, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
• Artashes Karapetyan & Bogdan Stacescu, 2012. "Collateral and repeated lending," Working Paper 2012/18, Norges Bank.
• David Murphy, 2012. "Maintaining Confidence," FMG Special Papers sp216, Financial Markets Group.
• Item repec:dgr:uvatin:20120142 is not listed on IDEAS anymore

• Vítor Castro, 2012. "Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI," NIPE Working Papers 11/2012, NIPE - Universidade do Minho.
• Collard, F. & Dellas, H. & Diba, B. & Loisel, O., 2012. "Optimal Monetary and Prudential Policies," Working papers 413, Banque de France.
• Telyukova, Irina A., 2012. "Household Need for Liquidity and the Credit Card Debt Puzzle," University of California at San Diego, Economics Working Paper Series qt0ww2c04z, Department of Economics, UC San Diego.
• Susan Herbst-Murphy, 2012. "Small business use of credit cards in the U.S. market," Consumer Finance Institute discussion papers 12-05, Federal Reserve Bank of Philadelphia.
• Cândida Ferreira, 2012. "Bank efficiency, market concentration and economic growth in the European Union," Working Papers Department of Economics 2012/38, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• UEMURA Shuichi, 2012. "Japan's Experience with Credit Ceilings for Real Estate Lending (Japanese)," Policy Discussion Papers (Japanese) 12019, Research Institute of Economy, Trade and Industry (RIETI).
• Durré, Alain & Beaupain, Renaud, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.
• Hazama, Makoto & Uesugi, Iichiro, 2012. "Measuring the Systemic Risk in Interfirm Transaction Networks," Working Paper Series 20, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
• Tobias Adrian, 2012. "Discussion of “An Integrated Framework for Multiple Financial Regulations”," Staff Reports 583, Federal Reserve Bank of New York.
• Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012. "The ECB and the interbank market," Working Paper Series 1496, European Central Bank.
• Gelain, Paolo & Lansing, Kevin J. & Mendicino, Caterina, 2012. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," Dynare Working Papers 21, CEPREMAP.
• Alessio D'Ignazio & Carlo Menon, 2012. "The Causal Effect of Credit Guarantees for SMEs: Evidence from Italy," SERC Discussion Papers 0123, Centre for Economic Performance, LSE.
• Rubio, Margarita & Carrasco-Gallego, José A., 2012. "Macroprudential Measures, Housing Markets, and Monetary Policy," Dynare Working Papers 23, CEPREMAP.
• Yasushi Hamao & Kenji Kutsuna & Joe Peek, 2012. "Nice to be on the A-list," Working Papers 12-13, Federal Reserve Bank of Boston.
• Óscar Arce & Sergio Mayordomo, 2012. "Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban," Faculty Working Papers 25/12, School of Economics and Business Administration, University of Navarra.
• Giuseppe Coco & David De Meza & Giuseppe Pignataro & Francesco Reito, 2012. "Take the Money and Run: Making Profi ts by Paying Borrowers to Stay Home," Working Papers - Economics wp2012_27.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Public Policy Discussion Paper 12-10, Federal Reserve Bank of Boston.
• Item repec:hhs:bofrdp:2012_036 is not listed on IDEAS anymore

• Sergio Mayordomo & Juan Ignacio Peña & María Rodríguez-Moreno, 2012. "Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis," Faculty Working Papers 23/12, School of Economics and Business Administration, University of Navarra.
• Gregory Connor & Brian O’Kelly, 2012. "A Coasean Approach to Bank Resolution Policy in the Eurozone," FMG Special Papers sp214, Financial Markets Group.
• Item repec:hal:wpaper:hal-00768571 is not listed on IDEAS anymore

• Roger Myerson, 2012. "Moral hazard credit cycles with risk-averse agents," 2012 Meeting Papers 182, Society for Economic Dynamics.
• Mathias Hoffmann & Toshihiro Okubo, 2012. "By a Silken Thread: regional banking integration and pathways to financial development in Japan's Great Recession," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-021, Keio/Kyoto Joint Global COE Program.
• Nikolov, Kalin & Aoki, Kosuke, 2012. "Bubbles, banks and financial stability," Working Paper Series 1495, European Central Bank.
• Gaetano Antinolfi & Francesca Carapella & Charles M. Kahn & Antoine Martin & David C. Mills & Ed Nosal, 2012. "Repos, fire sales, and bankruptcy policy," Working Paper Series WP-2012-15, Federal Reserve Bank of Chicago.
• Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2012. "Explaining adoption and use of payment instruments by U. S. consumers," Working Papers 12-14, Federal Reserve Bank of Boston.
• Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores, 2012. "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," CEPR Discussion Papers 9269, C.E.P.R. Discussion Papers.
• Tamas Briglevics & Oz Shy, 2012. "Why don’t most merchants use price discounts to steer consumer payment choice?," Public Policy Discussion Paper 12-9, Federal Reserve Bank of Boston.
• Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama, 2012. "Heterogeneity and cross-country spillovers in macroeconomic-financial linkages," Working Papers 1241, Banco de España.
• Wilko Bolt, 2012. "Retail Payment Systems: Competition, Innovation, and Implications," DNB Working Papers 362, Netherlands Central Bank, Research Department.
• Pierre-Olivier Gourinchas & Olivier Jeanne, 2012. "Global safe assets," BIS Working Papers 399, Bank for International Settlements.
• Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012. "Liquidity and volatility in the U.S. treasury market," Staff Reports 590, Federal Reserve Bank of New York.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers 18647, National Bureau of Economic Research, Inc.
• Stephen Williamson & Francesca Carapella, 2012. "Credit Markets, Limited Commitment, and Government Debt," 2012 Meeting Papers 226, Society for Economic Dynamics.
• Alan M. Taylor, 2012. "The great leveraging," BIS Working Papers 398, Bank for International Settlements.