Report NEP-BAN-2011-11-28

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:

• Rocholl, Jörg & Puri, Manju & Steffen, Sascha, 2011. "On the importance of prior relationships in bank loans to retail customers," Working Paper Series 1395, European Central Bank.
• Dominique Gu'egan & Wayne Tarrant, 2011. "On the Necessity of Five Risk Measures," Papers 1111.4414, arXiv.org.
• Julian T Chow & Jay Surti, 2011. "Making Banks Safer; Can Volcker and Vickers Do it?," IMF Working Papers 11/236, International Monetary Fund.
• Panayiotis P. Athanasoglou, 2011. "Bank capital and risk in the South Eastern European region," Working Papers 137, Bank of Greece.
• Fabian Valencia, 2011. "Monetary Policy, Bank Leverage, and Financial Stability," IMF Working Papers 11/244, International Monetary Fund.
• Huizinga, Harry & Horváth, Bálint, 2011. "Does the European Financial Stability Facility bail out sovereigns or banks? An event study," CEPR Discussion Papers 8661, C.E.P.R. Discussion Papers.
• Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011. "Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector," Discussion Paper Series 2011_06, Department of Economics, Loughborough University, revised Nov 2011.
• Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011. "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series 2011_05, Department of Economics, Loughborough University, revised Nov 2011.
• Dominique Gu/'egan & Wayne Tarrant, 2011. "Viewing Risk Measures as Information," Papers 1111.4417, arXiv.org.
• I. Arnold & C.J.M. Kool & K. Raabe, 2011. "Industry Effects of Bank Lending in Germany," Working Papers 11-21, Utrecht School of Economics.
• Elisabetta Gualandri & Enzo Mangone & Aldo Stanziale, 2011. "Internal Corporate Governance and the Financial Crisis: Lessons for Banks,Regulators and Supervisors," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 11111, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Bourjade, Sylvain & Schindele, Ibolya, 2011. "The role of agency costs in financial conglomeration," MPRA Paper 34815, University Library of Munich, Germany.
• Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.
• International Monetary Fund, 2011. "Macroprudential Policy; What Instruments and How to Use them? Lessons From Country Experiences," IMF Working Papers 11/238, International Monetary Fund.
• Patrick Bolton & Martin Oehmke, 2011. "Should Derivatives be Privileged in Bankruptcy?," NBER Working Papers 17599, National Bureau of Economic Research, Inc.
• Selim Elekdag & Yiqun Wu, 2011. "Rapid Credit Growth; Boon or Boom-Bust?," IMF Working Papers 11/241, International Monetary Fund.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," PIER Working Paper Archive 11-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Bourjade, Sylvain & Schindele, Ibolya, 2011. "Group lending with endogenous group size," MPRA Paper 34817, University Library of Munich, Germany.