Report NEP-BAN-2013-06-04

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:

• Georgarakos, Dimitris & Haliassos, Michael & Pasini, Giacomo, 2012. "Household debt and social interactions," CFS Working Paper Series 2012/05, Center for Financial Studies (CFS).
• Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2013. "Pricing Default Events : Surprise, Exogeneity and Contagion," Working Papers 2013-03, Center for Research in Economics and Statistics.
• Jean-Bernard Chatelain, 2013. "Goodhart, Charles A.E. and Tsomocos, Dimitros P.: The challenge of financial stability: a new model and its applications," Papers 1305.6148, arXiv.org.
• Serge Darolles & Christian Gouriéroux & Emmanuelle Jay, 2012. "Robust Portfolio Allocation with Systematic Risk Contribution Restrictions," Working Papers 2012-35, Center for Research in Economics and Statistics.
• Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes," Working Paper 1308, Economics Department, Queen's University.
• Xiao Qin & Chen Zhou, 2013. "Systemic Risk Allocation for Systems with A Small Number of Banks," DNB Working Papers 378, Netherlands Central Bank, Research Department.
• Christian Gouriéroux & Jean-Cyprien Heam & Alain Monfort, 2013. "Liquidation Equilibrium with Seniority and Hidden CDO," Working Papers 2013-06, Center for Research in Economics and Statistics.
• Alter, Adrian & Beyer, Andreas, 2012. "The dynamics of spillover effects during the European sovereign debt turmoil," CFS Working Paper Series 2012/13, Center for Financial Studies (CFS).
• Xiao, Tim, 2013. "The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling," MPRA Paper 47136, University Library of Munich, Germany.
• Victor Gorshkov, 2013. "Inward entry of Japanese banks into the Russian market," KIER Working Papers 864, Kyoto University, Institute of Economic Research.
• Item repec:dgr:uvatin:2009039 is not listed on IDEAS anymore

• Vítor Castro & Megumi Kubota, 2013. "Duration dependence and change-points in the likelihood of credit booms ending," NIPE Working Papers 09/2013, NIPE - Universidade do Minho.
• Lawrence L Kreicher & Robert N McCauley & Patrick McGuire, 2013. "The 2011 FDIC assessment on banks managed liabilities: interest rate and balance-sheet responses," BIS Working Papers 413, Bank for International Settlements.
• Hannah, Lincoln, 2013. "Funding Cost and a New Capital Model," MPRA Paper 47111, University Library of Munich, Germany.
• Victor Stango & Jonathan Zinman, 2013. "Borrowing High vs. Borrowing Higher: Sources and Consequences of Dispersion in Individual Borrowing Costs," NBER Working Papers 19069, National Bureau of Economic Research, Inc.
• Santiago Fernandez de Lis & Saifeddine Chaibi & Jose Felix Izquierdo & Felix Lores & Ana Rubio & Jaime Zurita, 2013. "Some international trends in the regulation of mortgage markets: Implications for Spain," Working Papers 1317, BBVA Bank, Economic Research Department.
• Xiao, Tim, 2013. "An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk," MPRA Paper 47104, University Library of Munich, Germany.
• Item repec:dgr:uvatin:2013070 is not listed on IDEAS anymore

• Valentina Bruno & Hyun Song Shin, 2013. "Assessing Macroprudential Policies: Case of Korea," NBER Working Papers 19084, National Bureau of Economic Research, Inc.
• Sugawara, Naotaka & Zalduendo, Juan, 2013. "Credit-less recoveries : neither a rare nor an insurmountable challenge," Policy Research Working Paper Series 6459, The World Bank.
• Jan Kregel, 2013. "Lessons from the Cypriot Deposit Haircut for EU Deposit Insurance Schemes," Economics Policy Note Archive 13-04, Levy Economics Institute.
• Samuel Fosu, 2013. "Banking Competition in Africa: Sub-regional Comparative Studies," Discussion Papers in Economics 13/12, Division of Economics, School of Business, University of Leicester, revised Jun 2013.
• Marco Pelliccia, 2013. "Ambiguous Networks," Birkbeck Working Papers in Economics and Finance 1303, Birkbeck, Department of Economics, Mathematics & Statistics.
• Item repec:dgr:uvatin:2013073 is not listed on IDEAS anymore