Report NEP-BAN-2011-07-27

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-BAN

The following items were announced in this report:

• Ryo Kato & Takayuki Tsuruga, 2011. "Bank Overleverage and Macroeconomic Fragility," IMES Discussion Paper Series 11-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
• Klapper, Leora & Laeven, Luc & Rajan, Raghuram, 2011. "Trade credit contracts," Policy Research Working Paper Series 5726, The World Bank.
• Quadrini, Vincenzo & Perri, Fabrizio, 2011. "International Recessions," CEPR Discussion Papers 8483, C.E.P.R. Discussion Papers.
• Martin Hellwig, 2011. "Quo vadis, Euroland? European Monetary Union between Crisis and Reform," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2011_12, Max Planck Institute for Research on Collective Goods.
• Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 784, Kyoto University, Institute of Economic Research.
• Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Freed, Marc S & McMillan, Ben, 2011. "Investible benchmarks & hedge fund liquidity," MPRA Paper 32226, University Library of Munich, Germany.
• John Cotter, 2011. "Varying the VaR for Unconditional and Conditional Environments," Working Papers 200419, Geary Institute, University College Dublin.
• Masazumi Hattori & Kazuhiko Ohashi, 2011. "Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information," IMES Discussion Paper Series 11-E-17, Institute for Monetary and Economic Studies, Bank of Japan.
• Dora Balog, 2011. "Capital allocation in financial institutions: the Euler method," CERS-IE WORKING PAPERS 1126, Institute of Economics, Centre for Economic and Regional Studies.
• Takeshi Osada, 2011. "Negative Impacts of Capital Injection Policies on the Capital Crunch: Evidence from Japan," Asia Pacific Economic Papers 391, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
• Angelo Baglioni & Umberto Cherubini, 2011. "Marking-to-Market Government Guarantees to Financial Systems.Theory and Evidence for Europe," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0103, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• John Cotter & Francois Longin, 2011. "Implied Correlation from VaR," Working Papers 200618, Geary Institute, University College Dublin.
• Ana Fostel & John Geanakoplos, 2011. "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers 1809, Cowles Foundation for Research in Economics, Yale University.
• Nao Sudo, 2011. "Accounting for the Decline in the Velocity of Money in the Japanese Economy," IMES Discussion Paper Series 11-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
• Gutierrez, Eva & Rudolph, Heinz P. & Homa, Theodore & Beneit, Enrique Blanco, 2011. "Development banks : role and mechanisms to increase their efficiency," Policy Research Working Paper Series 5729, The World Bank.
• Michaelowa, Katharina & Humphrey, Chris, 2011. "The Business of Development: Trends in Lending by Multilateral Development Banks to Latin America, 1980-2009," Proceedings of the German Development Economics Conference, Berlin 2011 57, Verein für Socialpolitik, Research Committee Development Economics.
• Pohl, Birte, 2011. "Spillover and Competition Effects: Evidence from the Sub-Saharan African Banking Sector," Proceedings of the German Development Economics Conference, Berlin 2011 66, Verein für Socialpolitik, Research Committee Development Economics.
• Hainz, Christa & Dinh, Thanh & Kleimeier, Stefanie, 2011. "Collateral and its Determinants: Evidence from Vietnam," Proceedings of the German Development Economics Conference, Berlin 2011 36, Verein für Socialpolitik, Research Committee Development Economics.