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Report NEP-BAN-2015-04-11
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:
- PIERRET, Diane, 2014, "Systemic risk and the solvency-liquidity nexus of banks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014038, Nov.
- Behn, Markus & Haselmann, Rainer & Kick, Thomas & Vig, Vikrant, 2015, "The political economy of bank bailouts," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 86.
- Kenjiro Hori & Jorge Martin Ceron, 2015, "Optimal Volatility, Covenants and Cost of Capital Under Basel III Bail-in," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1502, Mar.
- Mattana, Elena & Panetti, Ettore, 2014, "A dynamic quantitative macroeconomic model of bank runs," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014068, Sep.
- Nicholas Borst & Nicholas Lardy, 2015, "Maintaining Financial Stability in the People's Republic of China during Financial Liberalization," Working Paper Series, Peterson Institute for International Economics, number WP15-4, Mar.
- Sebastián Becerra & Gregory Claeys & Juan Francisco Martínez, 2015, "A New Liquidity Risk Measure for the Chilean Banking Sector," Working Papers Central Bank of Chile, Central Bank of Chile, number 746, Feb.
- Braione, Manuela & Scholtes, Nicolas K., 2014, "Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014059, Nov.