Report NEP-BAN-2011-08-02

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:

• Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011. "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers 2011/03, Czech National Bank.
• Bert WILLEMS & Joris MORBEE, 2011. "Risk spillovers and hedging: why do firms invest too much in systemic risk?," Working Papers of Department of Economics, Leuven ces11.17, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Jie (Jack) He & Jun 'QJ' Qian & Philip E. Strahan, 2011. "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities," NBER Working Papers 17238, National Bureau of Economic Research, Inc.
• Item repec:dgr:kubcen:2011080 is not listed on IDEAS anymore

• George M. von Furstenberg, 2011. "Concocting Marketable Cocos," Working Papers 222011, Hong Kong Institute for Monetary Research.
• Erel, Isil & Nadauld, Taylor & Stulz, Rene M., 2011. "Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?," Working Paper Series 2011-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011. "Securitization and lending standards: evidence from the wholesale loan market," Working Paper Series 1362, European Central Bank.
• Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
• Anne-Sophie Bergerès & Philippe d'Astous & Georges Dionne, 2011. "Is there Any Dependence Between Consumer Credit Line Utilization and Default Probability on a Term Loan? Evidence from Bank-Level Data," Cahiers de recherche 1119, CIRPEE.
• Giovanni Melina & Stefania Villa, 2011. "Fiscal Policy and Lending Relationships," Birkbeck Working Papers in Economics and Finance 1103, Birkbeck, Department of Economics, Mathematics & Statistics.
• 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," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
• Stefano Puddu & Andreas Waelchli, 2011. "Too TAF Towards the Risk," IRENE Working Papers 11-01, IRENE Institute of Economic Research.
• Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011. "Endogenous debt constraints in collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 719, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Raven S. Molloy & Hui Shan, 2011. "The post-foreclosure experience of U.S. households," Finance and Economics Discussion Series 2011-32, Board of Governors of the Federal Reserve System (U.S.).
• Paula Antão & Miguel A. Ferreira, 2011. "Banks’ corporate control and relationship lending: evidence from retail loans," Working Papers w201117, Banco de Portugal, Economics and Research Department.
• Krenar Avdulaj, 2011. "The Extreme Value Theory as a Tool to Measure Market Risk," Working Papers IES 2011/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2011.
• Tatom, John, 2010. "Crises and the recent recession," MPRA Paper 31914, University Library of Munich, Germany.
• Delis, Manthos D & Kouretas, Georgios & Tsoumas, Chris, 2011. "Anxious periods and bank lending," MPRA Paper 32422, University Library of Munich, Germany.
• O. Emre Ergungor & Leonardo Madureira & Nandkumar Nayar & Ajai K. Singh, 2011. "Banking relationships and sell-side research," Working Papers (Old Series) 1114, Federal Reserve Bank of Cleveland.
• Henry Dannenberg, 2011. "The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio," IWH Discussion Papers 11, Halle Institute for Economic Research.
• Scott Schuh & Oz Shy & Joanna Stavins & Robert K. Triest, 2011. "An economic analysis of the 2010 proposed settlement between the Department of Justice and credit card networks," Public Policy Discussion Paper 11-4, Federal Reserve Bank of Boston.
• Forster , Katrin & Vasardani, Melina A. & Ca' Zorzi, Michele, 2011. "Euro area cross-border financial flows and the global financial crisis," Occasional Paper Series 126, European Central Bank.
• Ahmad, Nor Hayati Bt & Noor, Mohamad Akbar Noor Mohamad & Sufian, Fadzlan, 2010. "Measuring Islamic banks efficiency: the case of world Islamic banking sectors," MPRA Paper 29497, University Library of Munich, Germany.
• David Hulme & Thankom Arun, 2011. "What’s wrong and right with microfinance – missing an angle on responsible finance?," Global Development Institute Working Paper Series 15511, GDI, The University of Manchester.