Report NEP-BAN-2015-02-11This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian CalmÃ¨s issued this report. It is usually issued weekly.
The following items were announced in this report:
- Iosifidi, Maria & Kokas, Sotirios, 2015. "Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market," MPRA Paper 61942, University Library of Munich, Germany.
- Makoto Nirei & Julián Caballero & Vladyslav Sushko, 2015. "Bank capital shock propagation via syndicated interconnectedness," BIS Working Papers 484, Bank for International Settlements.
- Kauko, Karlo, 2015. "The net stable funding ratio requirement when money is endogenous," Research Discussion Papers 1/2015, Bank of Finland.
- Alejandro Jara & Daniel Oda, 2015. "Agrupación de Instituciones Bancarias a Partir del Análisis de Cluster: Una Aplicación al Caso de Chile," Working Papers Central Bank of Chile 744, Central Bank of Chile.
- Wilko Bolt & David Humphrey, 2015. "Assessing bank competition for consumer loans," DNB Working Papers 457, Netherlands Central Bank, Research Department.
- Toshinao Yoshiba, 2015. "Risk Aggregation with Copula for Banking Industry," IMES Discussion Paper Series 15-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Landier, Augustin & Sraer, David & Thesmar, David, 2014. "Banking Integration and House Price Comovement," CEPR Discussion Papers 10295, C.E.P.R. Discussion Papers.
- Gur Huberman & Rafael Repullo, 2014. "Moral hazard and debt maturity," LSE Research Online Documents on Economics 59294, London School of Economics and Political Science, LSE Library.
- Paolo Tasca & Stefano Battiston, 2014. "Diversification and financial stability," LSE Research Online Documents on Economics 59297, London School of Economics and Political Science, LSE Library.
- Gelain, Paolo & Lansing, Kevin J. & Natvik, Gisele J., 2015. "Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach," Working Paper Series 2015-2, Federal Reserve Bank of San Francisco.
- Canals-Cerda, Jose J. & Kerr, Sougata, 2015. "Credit risk modeling in segmented portfolios: an application to credit cards," Working Papers 15-8, Federal Reserve Bank of Philadelphia.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2013. "Mortgages and monetary policy," LSE Research Online Documents on Economics 58248, London School of Economics and Political Science, LSE Library.
- Cussen, Mary & O'Brien, Martin & Onorante, Luca & O'Reilly, Gerard, 2015. "Assessing the impact of macroprudential measures," Economic Letters 03/EL/15, Central Bank of Ireland.
- José Miguel Matus, 2015. "Provisiones por Riesgo de Crédito de la Banca Nacional: Análisis de los Cambios Normativos, Período 1975-2014," Economic Statistics Series 110, Central Bank of Chile.
- Perignon , Christophe & Yeung , Stanley & Hurlin, Christophe & Iseli, Grégoire, 2014. "The Collateral Risk of ETFs," Les Cahiers de Recherche 1050, HEC Paris.