Printed from https://ideas.repec.org/n/nep-ban/2014-05-09.html
Report NEP-BAN-2014-05-09
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:
- Salvatore Morelli, 2014, "Banking Crises in the US: the Response of Top Income Shares in a Historical Perspective," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 359, Apr.
- H. Evren Damar & Reint Gropp & Adi Mordel, 2014, "Banks’ Financial Distress, Lending Supply and Consumption Expenditure," Staff Working Papers, Bank of Canada, number 14-7, DOI: 10.34989/swp-2014-7.
- Bing Xu & Adrian van Rixtel & Michiel van Leuvensteijn, 2014, "Measuring bank competition in China: A comparison of new versus conventional approaches applied to loan markets," Working Papers, Banco de España, number 1404, Mar.
- Zaghini, Andrea, 2014, "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series, Center for Financial Studies (CFS), number 454.
- Teodora Paligorova & João Santos, 2014, "Rollover Risk and the Maturity Transformation Function of Banks," Staff Working Papers, Bank of Canada, number 14-8, DOI: 10.34989/swp-2014-8.
- Kurmas Akdogan & Burcu Deniz Yildirim, 2014, "Non-core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1412.
- Aptus, Elias & Britz, Volker & Gersbach, Hans, 2014, "On the economics of crisis contracts," CFS Working Paper Series, Center for Financial Studies (CFS), number 453.
- Gilchrist, S. & Benoit Mojon, 2014, "Credit Risk in the Euro area," Working papers, Banque de France, number 482.
- Xiaobing Feng & Haibo Hu, 2014, "Measurement and Internalization of Systemic Risk in a Global Banking Network," Papers, arXiv.org, number 1404.5689, Apr.
- Item repec:spo:wpmain:info:hdl:2441/144pedpca18ff8v7fh3tvnp99m is not listed on IDEAS anymore
- Marco Pagano, 2014, "Dealing with Financial Crises: How Much Help from Research?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 361, May.
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014, "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-08, revised Apr 2014.
- Müller, Kirsten & Musshoff, Oliver & Weber, Ron, 2014, "The more the better? How collateral levels affect credit risk in agricultural microfinance," DARE Discussion Papers, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE), number 1402.
- Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014, "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 215, Apr.
- Andrew Green & Chris Kenyon, 2014, "KVA: Capital Valuation Adjustment," Papers, arXiv.org, number 1405.0515, May, revised Oct 2014.
- Elliott, Douglas J. & Rauch, Christian, 2014, "Lessons from the implementation of the Volcker Rule for banking structural reform in the European Union," SAFE White Paper Series, Leibniz Institute for Financial Research SAFE, number 13.
- Warren E. Weber, 2014, "The Efficiency of Private E-Money-Like Systems: The U.S. Experience with State Bank Notes," Staff Working Papers, Bank of Canada, number 14-15, DOI: 10.34989/swp-2014-15.
- Michael Ehrmann & Michael Ziegelmeyer, 2014, "Household Risk Management and Actual Mortgage Choice in the Euro Area," Staff Working Papers, Bank of Canada, number 14-1, DOI: 10.34989/swp-2014-1.
- Andrew Green & Chris Kenyon, 2014, "MVA: Initial Margin Valuation Adjustment by Replication and Regression," Papers, arXiv.org, number 1405.0508, May, revised Jan 2015.
- Vuillemey, G. & R gis Breton, 2014, "Endogenous Derivative Networks," Working papers, Banque de France, number 483.
- Item repec:wyi:journl:002098 is not listed on IDEAS anymore
- Eleonora Iachini & Stefano Nobili, 2014, "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 217, Apr.
- Jonathan Chiu & Tsz-Nga Wong, 2014, "E-Money: Efficiency, Stability and Optimal Policy," Staff Working Papers, Bank of Canada, number 14-16, DOI: 10.34989/swp-2014-16.
- Jacob Oduor & Moses Muse Sichei & Samuel Kiplangat Tiriongo & Chris Shimba, 2014, "Working Paper 202 - Segmentation and efficiency of the interbank market and their implication for the conduct of monetary policy," Working Paper Series, African Development Bank, number 2106, Apr.