Report NEP-BAN-2010-10-23

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmes issued this report. It is usually issued weekly.

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Other reports in NEP-BAN

The following items were announced in this report:

• Giuseppe De Martino & Massimo Libertucci & Mario Marangoni & Mario Quagliariello, 2010. "Countercyclical contingent capital (CCC): possible use and ideal design," Questioni di Economia e Finanza (Occasional Papers) 71, Bank of Italy, Economic Research and International Relations Area.
• Chao Gu & Randall Wright, 2010. "Endogenous Credit Cycles," Working Papers 1011, Department of Economics, University of Missouri.
• Ahmad Khasawneh & M. Kabir Hassan, 2010. "The Determinants and Policy Implications of Off-Balance Sheet Activities in MENA Countries Commercial Banks," Working Papers 552, Economic Research Forum, revised 10 Jan 2010.
• Mariko Fujii, 2010. "Securitized Products, Financial Regulation, and Systemic Risk," Working Papers id:3007, eSocialSciences.
• McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," Econometric Institute Research Papers EI 2010-59, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Roberto Violi, 2010. "Credit ratings in structured finance and the role of systemic risk," Temi di discussione (Economic working papers) 774, Bank of Italy, Economic Research and International Relations Area.
• Matheus R. Grasselli & Cesar G. Velez, 2010. "Stock loans in incomplete markets," Papers 1010.2110, arXiv.org.
• Bogdan Chiriacescu, 2010. "Credit risk modeling – a macro perspective," Advances in Economic and Financial Research - DOFIN Working Paper Series 46, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
• Larry D. Wall, 2010. "Prudential Discipline for Financial Firms: Micro, Macro, and Market Structures," Working Papers id:3040, eSocialSciences.
• Giorgio Valente, 2010. "Market Liquidity and Funding Liquidity: An Empirical Investigation," Working Papers 152010, Hong Kong Institute for Monetary Research.
• Mapa, Dennis S. & Cayton, Peter Julian & Lising, Mary Therese, 2009. "Estimating Value-at-Risk (VaR) using TiVEx-POT Models," MPRA Paper 25772, University Library of Munich, Germany.
• Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2010. "The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk," Working Papers Series 215, Central Bank of Brazil, Research Department.
• Li, Gan & Wen-Yao, Wang, 2010. "Partial Deposit Insurance and Moral Hazard in Banking," MPRA Paper 25798, University Library of Munich, Germany.
• Sergio Nicoletti-Altimari & Carmelo Salleo, 2010. "Contingent liquidity," Questioni di Economia e Finanza (Occasional Papers) 70, Bank of Italy, Economic Research and International Relations Area.
• Garry J. Schinasi & Edwin M. Truman, 2010. "Reform of the Global Financial Architecture," Working Paper Series WP10-14, Peterson Institute for International Economics.
• Marc Flandreau, Juan Flores, 2010. "Hamlet Without The Prince of Denmark: Relationship Banking and Conditionality Lending In The London Market For Foreign Government Debt, 1815 - 1913," IHEID Working Papers 08-2010, Economics Section, The Graduate Institute of International Studies.
• Merrouche, Ouarda & Nier, Erlend, 2010. "Payment systems, inside money and financial intermediation," Policy Research Working Paper Series 5445, The World Bank.
• Masahiro Kawai & Mariko Fujii, 2010. "Lessons from Japan’s Banking Crisis," Working Papers id:2992, eSocialSciences.
• Ana-Maria Sandica, 2010. "Credit Scoring Modelling: A Micro–Macro Approach," Advances in Economic and Financial Research - DOFIN Working Paper Series 45, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
• Dongsheng Lu & Frank Juan, 2010. "An Efficient, Distributable, Risk Neutral Framework for CVA Calculation," Papers 1010.1689, arXiv.org.
• Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2010. "Weathering the financial storm: The importance of fundamentals and flexibility," Economics Working Papers 2010-17, Department of Economics and Business Economics, Aarhus University.
• Samuel Kobina Annim, 2010. "Microfinance efficiency trade-offs and complementarities," Global Development Institute Working Paper Series 12710, GDI, The University of Manchester.
• Cascino, Stefano & Gassen, Joachim, 2010. "Mandatory IFRS adoption and accounting comparability," SFB 649 Discussion Papers 2010-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.