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Report NEP-BAN-2016-03-06
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:
- Dong Beom Choi & Hyun-Soo Choi, 2016, "The effect of monetary policy on bank wholesale funding," Staff Reports, Federal Reserve Bank of New York, number 759, Jan.
- Suarez, Javier & Segura, Anatoli, 2016, "How Excessive Is Banks' Maturity Transformation?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11111, Feb.
- Viktar Fedaseyeu, 2015, "Debt collection agencies and the supply of consumer credit," Working Papers, Federal Reserve Bank of Philadelphia, number 15-23, Jun.
- Sewin Chan & Andrew F. Haughwout & Andrew Hayashi & Wilbert Van der Klaauw, 2015, "Determinants of mortgage default and consumer credit use: the effects of foreclosure laws and foreclosure delays," Staff Reports, Federal Reserve Bank of New York, number 732, Jun.
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2016, "Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16006, Jan.
- Francesco Ferrante, 2015, "Risky Mortgages, Bank Leverage and Credit Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-110, Dec, DOI: 10.17016/FEDS.2015.110.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015, "Securitization and Credit Quality," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1148, Nov, DOI: 10.17016/IFDP.2015.1148.
- Dominique Guegan & Bertrand K. Hassani, 2016, "More Accurate Measurement for Enhanced Controls: VaR vs ES?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16015, Feb.
- Samuel Knott & Peter Richardson & Katie Rismanchi & Kallol Sen, 2014, "Financial Stability Paper 31: Understanding the fair value of banks’ loans," Bank of England Financial Stability Papers, Bank of England, number 31, Nov.
- Simplice Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2015, "Information Asymmetry and Financial Development Dynamics in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/025, Jun.
- van Wijnbergen, Sweder & Chan, Stephanie, 2016, "CoCo Design, Risk Shifting and Financial Fragility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11099, Feb.
- Matta, Rafael & Perotti, Enrico, 2015, "Insecure debt," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65099, Jul.
- Item repec:iwh:dispap:2-16 is not listed on IDEAS anymore
- Viresh Amin, 2014, "The Role of Trust-Control Mechanisms in Operations Processes: Mitigating Mission Drift in a Microfinance Institution in Gujarat, India," Management Working Papers, Birkbeck Department of Management, number 7, Jun, revised Jun 2014.
- Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015, "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-90, Sep, DOI: 10.17016/FEDS.2015.090.
- Carlos Madeira, 2016, "Explaining the Cyclical Volatility of Consumer Debt Risk," Working Papers Central Bank of Chile, Central Bank of Chile, number 772, Jan.
- Christoffer Koch & Ken Okamura, 2016, "Why does the FDIC sue?," Working Papers, Federal Reserve Bank of Dallas, number 1601, Jan, DOI: 10.24149/wp1601.
- Bert D'Espallier & Marek Hudon & Ariane Szafarz, 2016, "Aid Volatility and Social Performance in Microfinance," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 16-015, Feb.
- Michel Dacorogna & Laila Elbahtouri & Marie Kratz, 2015, "Explicit diversification benefit for dependent risks," Working Papers, HAL, number hal-01256869, Dec.
- David Murphy & Michalis Vasios & Nick Vause, 2014, "Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models," Bank of England Financial Stability Papers, Bank of England, number 29, May.
- Nicola Anderson & Lewis Webber & Joseph Noss & Daniel Beale & Liam Crowley-Reidy, 2015, "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers, Bank of England, number 34, Oct.