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Report NEP-BAN-2019-01-07
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:
- Item repec:dnb:dnbwpp:619 is not listed on IDEAS anymore
- Mikael Beatriz & Jérome Coffinet & Théo Nicolas, 2018, "Relationship lending and SMEs funding costs over the cycle: why diversification of borrowing matters," Working papers, Banque de France, number 705.
- Vincent Bouvatier & Laetitia Lepetit & Pierre-Nicolas Rehault & Frank Strobel, 2018, "Bank insolvency risk and Z-score measures: caveats and best practice," Working Papers, HAL, number hal-01937929, Nov.
- Juan Ignacio Pe~na, 2019, "Credit Cycles, Securitization, and Credit Default Swaps," Papers, arXiv.org, number 1901.00177, Jan.
- Nicolas Bédard & Pierre-Carl Michaud, 2018, "Playing with Fire? Debt near Retirement in Canada," CIRANO Working Papers, CIRANO, number 2018s-42, Dec.
- Lucia Cipolina-Kun & Ignacio Ruiz & Mariano Zero-Medina Laris, 2018, "An Enhanced Initial Margin Methodology to Manage Warehoused Credit Risk," Papers, arXiv.org, number 1812.09407, Dec.
- Jonathan Acosta-Smith, 2018, "Interest rates, capital and bank risk-taking," Bank of England working papers, Bank of England, number 774, Dec.
- William F. Bassett & Jose M. Berrospide, 2018, "The Impact of Post Stress Tests Capital on Bank Lending," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-087, Dec, DOI: 10.17016/FEDS.2018.087.
- Huayta, Katia & Garcia, Antonella & Sotomayor, Narda, 2018, "Competitive Environment and Financial Stability in the Peruvian Microfinance System," Working Papers, Banco Central de Reserva del Perú, number 2018-005, Nov.
- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018, "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 25405, Dec.
- Markus K. Brunnermeier & Yann Koby, 2018, "The Reversal Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 25406, Dec.
- Asano, Koji, 2018, "Ignorant Experts and Financial Fragility," MPRA Paper, University Library of Munich, Germany, number 90830, Dec.
- Tamas Csabafi & Max Gillman & Ruthira Naraidoo, 2018, "International Business Cycle and Financial Intermediation," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1830, Nov.
- Guillaume Rocheteau & Tsz-Nga Wong & Cathy Zhang, 2018, "Lending Relationships and Optimal Monetary Policy," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1306, Dec.
- Nadine M Walters & Conrad Beyers & Gusti van Zyl & Rolf van den Heever, 2018, "A framework for simulating systemic risk and its application to the South African banking sector," Papers, arXiv.org, number 1811.04223, Nov.
- Kyungmin Kim & Antoine Martin & Ed Nosal, 2018, "Can the US Interbank Market be Revived?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-088, Dec, DOI: 10.17016/FEDS.2018.088.
- Item repec:imf:imfscr:18/344 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:620 is not listed on IDEAS anymore
- Matías Lamas & Javier Mencía, 2018, "What drives sovereign debt portfolios of banks in a crisis context?," Working Papers, Banco de España, number 1843, Dec.
- Qiang Zhang & Rui Luo & Yaodong Yang & Yuanyuan Liu, 2018, "Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series," Papers, arXiv.org, number 1811.03711, Nov.
- Matyas Barczy & Adam Dudas & Jozsef Gall, 2018, "On approximations of Value at Risk and Expected Shortfall involving kurtosis," Papers, arXiv.org, number 1811.06361, Nov, revised Dec 2020.