Report NEP-BAN-2011-11-14

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:

• Item repec:ner:tilbur:urn:nbn:nl:ui:12-5046880 is not listed on IDEAS anymore

• Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Macroprudential Regulation and the Monetary Transmission Mechanism," Working Papers Series 254, Central Bank of Brazil, Research Department.
• Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios, 2011. "Credit Derivative Pricing with Stochastic Volatility Models," Research Paper Series 293, Quantitative Finance Research Centre, University of Technology, Sydney.
• Damiano Brigo, 2011. "Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending," Papers 1111.1331, arXiv.org, revised Jun 2012.
• Benjamin M. Tabak & Giovana L. Craveir & Daniel O. Cajueiro, 2011. "Bank Efficiency and Default in Brazil: Causality Tests," Working Papers Series 253, Central Bank of Brazil, Research Department.
• Schmiedel, Heiko & Bolt, Wilko & Foote, Elizabeth, 2011. "Consumer credit and payment cards," Working Paper Series 1387, European Central Bank.
• Dominique Guegan & Wayne Tarrant, 2011. "Viewing risk measures as information," Documents de travail du Centre d'Economie de la Sorbonne 11054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Manganelli, Simone & Altunbas, Yener & Marqués-Ibáñez, David, 2011. "Bank risk during the financial crisis: do business models matter?," Working Paper Series 1394, European Central Bank.
• Geetesh Bhardwaj & Rajdeep Sengupta, 2011. "Credit scoring and loan default," Working Papers 2011-040, Federal Reserve Bank of St. Louis.
• Sophie Brana & Delphine Lahet, 2011. "Foreign banks and the stability of foreign and domestic credit in CEECs," Working Papers hal-00637686, HAL.
• Tatom, John, 2011. "Predicting failure in the commercial banking industry," MPRA Paper 34608, University Library of Munich, Germany.
• Dominique Guegan & Bertrand K. Hassani, 2011. "Operational risk: a Basel II++ step before Basel III," Documents de travail du Centre d'Economie de la Sorbonne 11053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Chen, Yehning & Hasan, Iftekhar, 2011. "Subordinated debt, market discipline, and bank risk," Research Discussion Papers 20/2011, Bank of Finland.
• Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series) 1129, Federal Reserve Bank of Cleveland.
• Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011. "How do banks’ funding costs affect interest margins?," Working Paper 2011/09, Norges Bank.
• Guangling (Dave) Liu & Nkhahle Seeiso, 2011. "Business Cycle and Bank Capital Regulation: Basel II Procyclicality," Working Papers 18/2011, Stellenbosch University, Department of Economics.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-5046879 is not listed on IDEAS anymore

• Sophie Brana & Yves Jégourel, 2011. "Breadth and depth of french microfinance outreach : an evaluation," Working Papers hal-00637689, HAL.
• Item repec:hhs:bofrdp:2011_018 is not listed on IDEAS anymore

• Dominique Guegan & Bertrand K. Hassani, 2011. "A mathematical resurgence of risk management: an extreme modeling of expert opinions," Documents de travail du Centre d'Economie de la Sorbonne 11057, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• D'Hulster, Katia, 2011. "Cross border banking supervision : incentive conflicts in supervisory information sharing between home and host supervisors," Policy Research Working Paper Series 5871, The World Bank.
• Arango, Carlos & Huynh, Kim P. & Sabetti, Leonard, 2011. "How do you pay? The role of incentives at the point-of-sale," Working Paper Series 1386, European Central Bank.
• Idier, J. & Lamé, G. & Mésonnier, J S., 2011. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Working papers 348, Banque de France.
• Viktors Ajevskis & Kristine Vitola, 2011. "Housing and Banking in a Small Open Economy DSGE Model," Working Papers 2011/03, Latvijas Banka.
• Peter Hull & Masami Imai, 2011. "Does Taxation on Banks Tax Bank Borrowers? Evidence from the Tokyo Bank Tax Experiment," Wesleyan Economics Working Papers 2011-005, Wesleyan University, Department of Economics.
• Viral V. Acharya, 2011. "A Transparency Standard for Derivatives," NBER Working Papers 17558, National Bureau of Economic Research, Inc.
• Katja Neugebauer, 2011. "Banks in Space: Does Distance Really Affect Cross-Border Banking?," ERSA conference papers ersa11p1227, European Regional Science Association.
• Davide Furceri & Stéphanie Guichard & Elena Rusticelli, 2011. "Episodes of Large Capital Inflows and the Likelihood of Banking and Currency Crises and Sudden Stops," OECD Economics Department Working Papers 865, OECD Publishing.
• Anna Creti & Marianne Verdier, 2011. "Fraud, Investments and Liability Regimes in Payment Platforms," EconomiX Working Papers 2011-31, University of Paris Nanterre, EconomiX.
• Areski Cousin & Elena Di Bernadino, 2013. "On Multivariate Extensions of Value-at-Risk," Working Papers hal-00638382, HAL.