Report NEP-BAN-2011-01-30

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:

• di Iasio, Giovanni & Quagliariello, Mario, 2011. "Incentives through the cycle: microfounded macroprudential regulation," MPRA Paper 28179, University Library of Munich, Germany.
• Ester Faia, 2011. "Credit Risk Transfers and the Macroeconomy," Kiel Working Papers 1677, Kiel Institute for the World Economy.
• Robert Kollmann & Frédéric Malherbe, 2011. "International Financial Contagion: the Role of Banks," Working Papers ECARES ECARES 2011-001, ULB -- Universite Libre de Bruxelles.
• Andreeva, Desislava, 2010. "Securitization and Dividend Payout by Banks," Munich Dissertations in Economics 12442, University of Munich, Department of Economics.
• Item repec:hhs:bofrdp:2010_022 is not listed on IDEAS anymore

• Areski Cousin & Diana Dorobantu & Didier Rullière, 2011. "A note on the computation of an actuarial Waring formula in the finite-exchangeable case," Working Papers hal-00557751, HAL.
• Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Documentos de Trabajo del ICAE 2011-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Damiano Brigo & Agostino Capponi & Andrea Pallavicini & Vasileios Papatheodorou, 2011. "Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment including Re-Hypotecation and Netting," Papers 1101.3926, arXiv.org.
• Guanghui Huang & Jianping Wan & Cheng Chen, 2011. "An Active Margin System and its Application in Chinese Margin Lending Market," Papers 1101.3974, arXiv.org.
• Michele Fratianni & Francesco Marchionne, 2011. "The Banking Bailout of the Subprime Crisis: Big Commitments and Small Effects?," Working Papers 2011-02, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
• Caterina Giannetti & Nicola Jentzsch & Giancarlo Spagnolo, 2010. "Information Sharing and Cross-border Entry in European Banking," CEIS Research Paper 178, Tor Vergata University, CEIS, revised 21 Dec 2010.
• Silvia Gabrieli, 2011. "The microstructure of the money market before and after the financial crisis: a network perspective," CEIS Research Paper 181, Tor Vergata University, CEIS, revised 19 Jan 2011.
• Zhou, Richard, 2010. "Counterparty Risk Subject To ATE," MPRA Paper 28067, University Library of Munich, Germany.
• Rémi Jardat & Patrick Gianfaldoni & David Hiez, 2010. "Democratic corporate governance within fluctuating cooperative banks: A multidisciplinary diagnosis and proposition of orientations," Post-Print hal-00558179, HAL.
• Wagner, Charlotte, 2010. "From boom to bust: how different has microfinance been from traditional banking?," Frankfurt School - Working Paper Series 156, Frankfurt School of Finance and Management.
• Item repec:dgr:rugsom:10002 is not listed on IDEAS anymore

• Panicos O. Demetriades & Gregory A. James, 2011. "Finance and Growth in Africa: The Broken Link," Discussion Papers in Economics 11/17, Division of Economics, School of Business, University of Leicester.
• Bao, Qunfang & Chen, Si & Liu, Guimei & Li, Shenghong, 2010. "Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest," MPRA Paper 28250, University Library of Munich, Germany, revised 27 Dec 2010.
• Ardic, Oya Pinar & Heimann, Maximilien & Mylenko, Nataliya, 2011. "Access to financial services and the financial inclusion agenda around the world : a cross-country analysis with a new data set," Policy Research Working Paper Series 5537, The World Bank.
• Lipartito, Kenneth, 2011. "The narrative and the algorithm: Genres of credit reporting from the nineteenth century to today," MPRA Paper 28142, University Library of Munich, Germany.
• Ardic, Oya Pinar & Mylenko, Nataliya & Saltane, Valentina, 2011. "Small and medium enterprises : a cross-country analysis with a new data set," Policy Research Working Paper Series 5538, The World Bank.