Report NEP-BAN-2017-03-26This 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:
- Rama Cont & Eric Schaanning, 2017. "Fire sales, indirect contagion and systemic stress testing," Working Paper 2017/2, Norges Bank.
- Pierre Bachas & Paul Gertler & Sean Higgins & Enrique Seira, 2017. "Banking on Trust: How Debit Cards Enable the Poor to Save More," NBER Working Papers 23252, National Bureau of Economic Research, Inc.
- Canan Yildirim & Adnan Kasman, 2015. "Bank Market Power and Non-Interest Income in Emerging Markets," Working Papers 930, Economic Research Forum, revised Jul 2015.
- Alain Cohn & Ernst Fehr & Michel André Maréchal, 2017. "Do professional norms in the banking industry favor risk-taking?," ECON - Working Papers 244, Department of Economics - University of Zurich.
- Christophe J. GODLEWSKI, 2017. "Initial conditions and the private debt renegotiation process," Working Papers of LaRGE Research Center 2017-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Stijn Ferrari & Mara Pirovano & Wanda Cornacchia, 2015. "Identifying early warning indicators for real estate-related banking crises," ESRB Occasional Paper Series 08, European Systemic Risk Board.
- Frame, W. Scott & Mihov, Atanas & Sanz, Leandro, 2017. "Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations," FRB Atlanta Working Paper 2017-2, Federal Reserve Bank of Atlanta.
- David M. Arseneau, 2017. "How Would US Banks Fare in a Negative Interest Rate Environment?," Finance and Economics Discussion Series 2017-030, Board of Governors of the Federal Reserve System (U.S.).
- Dominique Guegan & Bertrand Hassani & Kehan Li, 2017. "Impact of multimodality of distributions on VaR and ES calculations," Documents de travail du Centre d'Economie de la Sorbonne 17019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
- Pankaj Baag, 2014. "Predicting The Probability Of Default Using Asset Correlation Of A Loan Portfolio," Working papers 151, Indian Institute of Management Kozhikode.
- Hala El-Said & Mahmoud Al-Said & Chahir Zaki, 2015. "Trade and Access to Finance of SMEs: is There a Nexus?," Working Papers 903, Economic Research Forum, revised Apr 2015.
- Lozej, Matija & Rannenberg, Ansgar, 2017. "The macroeconomic effects of the regulatory LTV and LTI ratios in the Central Bank of Ireland's DSGE model," Economic Letters 04/EL/17, Central Bank of Ireland.
- Martin, Hal & Hanson, Andrew & Hawley, Zackary, 2017. "Does Differential Treatment Translate to Differential Outcomes for Minority Borrowers? Evidence from Matching a Field Experiment to Loan-Level Data," Working Paper 1703, Federal Reserve Bank of Cleveland.
- Julie De Pril & Cécile Godfroid, 2017. "How to Reconcile Financial Incentives and Prosocial Motivation of Loan Officers in Microfinance?," Working Papers CEB 17-011, ULB -- Universite Libre de Bruxelles.
- de Ramon, Sebastian & Francis, William & Milonas, Kristoffer, 2017. "An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database," Bank of England working papers 652, Bank of England.