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Report NEP-BAN-2017-04-02
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:
- Gomez, Matthieu & Landier, Augustin & Sraer, David & Thesmar, David, 2016, "Banks' exposure to interest rate risk and the transmission of monetary policy," ESRB Working Paper Series, European Systemic Risk Board, number 13, Jun.
- Gehrig, Thomas, 2017, "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11920, Mar.
- Tatiana Gaelle Yongoua Tchikanda, 2017, "Systemic risk and individual risk: A trade-off?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-16.
- Kelly, Robert & McCann, Fergal & O'Toole, Conor, 2017, "Credit conditions, macroprudential policy and house prices," ESRB Working Paper Series, European Systemic Risk Board, number 36, Feb.
- Makiko Inoue & Yasunori Yoshizaki & Kana Sasamoto & Kyosuke Shiotani, 2017, "Enhancements to the BIS International Banking Statistics and Highlights of the Results of the Statistics in Japan," Bank of Japan Review Series, Bank of Japan, number 17-E-1, Mar.
- Gambacorta, Leonardo & Sundaresan, Suresh & Ricotti, Giacomo & Wang, Zhenyu, 2017, "The effects of tax on bank liability structure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11893, Mar.
- Schoenmaker, Dirk, 2017, "Resolution of international banks: can smaller countries cope?," ESRB Working Paper Series, European Systemic Risk Board, number 34, Feb.
- Behn, Markus & Gross, Marco & Peltonen, Tuomas A., 2016, "Assessing the costs and benefits of capital-based macroprudential policy," ESRB Working Paper Series, European Systemic Risk Board, number 17, Jul.
- Alexandra ZINS & Laurent WEILL, 2017, "Do Pan-African Banks Have the Best of Both Worlds?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2017-05.
- Matthieu Garcin & Dominique Guegan & Bertrand Hassani, 2018, "A novel multivariate risk measure: the Kendall VaR," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01467857, Apr.
- Schivardi, Fabiano & Tabellini, Guido & Sette, Enrico, 2017, "Credit Misallocation During the European Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11901, Jul.
- Tatsuki Okamoto & Yoichi Matsubayashi, 2017, "Empirical Evidence from a Japanese Lending Survey within the TVP-VAR Framework: Does the Credit Channel Matter for Monetary Policy?," Discussion Papers, Graduate School of Economics, Kobe University, number 1709, Mar.
- Irina Balteanu & Aitor Erce, 2017, "Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets," Working Papers, European Stability Mechanism, number 22, Feb.
- Behn, Markus & Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem, 2016, "Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors," ESRB Working Paper Series, European Systemic Risk Board, number 29, Nov.
- Ester Faia & Gianmarco I. P. Ottaviano, 2017, "Global banking: risk taking and competition," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1471, Mar.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2016, "The (unintended?) consequences of the largest liquidity injection ever," ESRB Working Paper Series, European Systemic Risk Board, number 31, Dec.
- Yuta OGANE, 2017, "Effects of Main Bank Switch on Small Business Bankruptcy," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17019, Mar.
- Silva, André, 2016, "Strategic complementarity in banks’ funding liquidity choices and financial stability," ESRB Working Paper Series, European Systemic Risk Board, number 19, Jul.
- Ignacio Tirado, 2017, "Banking Crises and the Japanese Legal Framework," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 17-E-02, Mar.
- Garcia-Macia, Daniel & Villacorta, Alonso, 2016, "Macroprudential policy with liquidity panics," ESRB Working Paper Series, European Systemic Risk Board, number 24, Sep.
- Efing, Matthias, 2016, "Arbitraging the Basel securitization framework: Evidence from German ABS investment," ESRB Working Paper Series, European Systemic Risk Board, number 22, Sep.
- Paolo Coccorese & Giovanni Ferri & Fabiola Spiniello, 2017, "Are mergers among cooperative banks worth a dime? Evidence on post-M&A efficiency in Italy," CERBE Working Papers, CERBE Center for Relationship Banking and Economics, number wpC18, Mar.
- Aldasoro, Iñaki & Alves, Iván, 2016, "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series, European Systemic Risk Board, number 20, Aug.
- Timmer, Yannick, 2016, "Cyclical investment behavior across financial institutions," ESRB Working Paper Series, European Systemic Risk Board, number 18, Jul.
- Paolo Coccorese & Giovanni Ferri, 2017, "Is Competition Among Cooperative Banks a Negative Sum Game?," CERBE Working Papers, CERBE Center for Relationship Banking and Economics, number wpC19, Mar.
- Dávila, Eduardo, 2016, "Using elasticities to derive optimal bankruptcy exemptions," ESRB Working Paper Series, European Systemic Risk Board, number 26, Oct.
- Glaser, Florian & Panz, Sven, 2016, "(Pro?)-cyclicality of collateral haircuts and systemic illiquidity," ESRB Working Paper Series, European Systemic Risk Board, number 27, Oct.
- A.O. Karas & Andrei Vernikov, 2016, "Russian Bank Database: Birth and Death, Location, Mergers, Deposit Insurance Participation, State and Foreign Ownership," Working Papers, Utrecht School of Economics, number 16-04, Jul.
- Nils Boesel & C.J.M. Kool & S. Lugo, 2016, "Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?," Working Papers, Utrecht School of Economics, number 16-03, Mar.