Report NEP-BAN-2016-11-20This 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:
- Haselmann, Rainer & Wahrenburg, Mark, 2016. "Banks' internal rating models - time for a change? The "system of floors" as proposed by the Basel committee," SAFE White Paper Series 43, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe.
- Bahaj, Saleem & Malherbe, Frédéric, 2016. "A positive analysis of bank behaviour under capital requirements," CEPR Discussion Papers 11607, C.E.P.R. Discussion Papers.
- Goetz, Martin, 2016. "Competition and bank stability," CFS Working Paper Series 559, Center for Financial Studies (CFS).
- Schoenmaker, Dirk, 2016. "Resolution of International Banks: Can Smaller Countries Cope?," CEPR Discussion Papers 11600, C.E.P.R. Discussion Papers.
- Ornella Tarola & Giulia Ceccantoni & Skerdilajda Zanaj, 2016. "Green consumption and relative preferences in an international oligopoly," CREA Discussion Paper Series 16-16, Center for Research in Economic Analysis, University of Luxembourg.
- Sánchez, Elmer, 2016. "Mortgage Credit: Lending and Borrowing Constraints in a DSGE Framework," Working Papers 2016-009, Banco Central de Reserva del Perú.
- Koray Alper & Mahir Binici & Selva Demiralp & Hakan Kara & Pınar Ozlu, 2016. "Reserve Requirements, Liquidity Risk, and Bank Lending Behavior," Koç University-TUSIAD Economic Research Forum Working Papers 1612, Koc University-TUSIAD Economic Research Forum.
- Thomas Siemsen & Sigurd MÃ¸lster Galaasen & Pablo D'Erasmo & Alfonso Irarrazabal & Dean Corbae, 2016. "Stress Testing in a Structural Model of Bank Behavior," 2016 Meeting Papers 1315, Society for Economic Dynamics.