Report NEP-BAN-2012-06-25

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:

• V. V. Chari & Christopher Phelan, 2012. "What assets should banks be allowed to hold?," Economic Policy Paper 12-3, Federal Reserve Bank of Minneapolis.
• Repullo, Rafael, 2012. "Cyclical Adjustment of Capital Requirements: A Simple Framework," CEPR Discussion Papers 9008, C.E.P.R. Discussion Papers.
• Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
• Christian Calmès & Raymond Théoret, 2012. "The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter," RePAd Working Paper Series UQO-DSA-wp012012, Département des sciences administratives, UQO.
• Galo Nuño & Carlos Thomas, 2012. "Bank leverage cycles," Working Papers 1222, Banco de España.
• ALLEN, Franklin & CARLETTI, Elena & GALE, Douglas, 2012. "Money, Financial Stability and Efficiency," Economics Working Papers ECO2012/16, European University Institute.
• Christian Calmès & Raymond Théoret, 2012. "Bank systemic risk and the business cycle: Canadian and U.S. evidence," RePAd Working Paper Series UQO-DSA-wp022012, Département des sciences administratives, UQO.
• CARLETTI, Elena & LEONELLO, Agnese, 2012. "Credit Market Competition and Liquidity Crises," Economics Working Papers ECO2012/14, European University Institute.
• Cerrato, Mario & Choudhry, Moorad & Crosby, John & Olukuru, John, 2012. "Why do UK banks securitize?," SIRE Discussion Papers 2012-18, Scottish Institute for Research in Economics (SIRE).
• Demirguc-Kunt, Asli & Klapper, Leora, 2012. "Financial inclusion in Africa : an overview," Policy Research Working Paper Series 6088, The World Bank.
• Item repec:hhs:bofitp:2012_012 is not listed on IDEAS anymore

• Martin L. Weitzman, 2012. "A Precautionary Tale of Uncertain Tail Fattening," NBER Working Papers 18144, National Bureau of Economic Research, Inc.
• Li, Jianjun & Hsu, Sara, 2012. "Shadow banking in China," MPRA Paper 39441, University Library of Munich, Germany.
• Bhattacharyya, Surajit & Chatri, Ankit, 2012. "Efficiency of Indian Commercial Banks: The Post-Reform Experience from Mergers & Acquisitions," MPRA Paper 39299, University Library of Munich, Germany.
• Stewart C. Myers & James A. Read, Jr., 2012. "Real Options, Taxes and Financial Leverage," NBER Working Papers 18148, National Bureau of Economic Research, Inc.
• Daniel Heller & Nicholas Vause, 2012. "Collateral requirements for mandatory central clearing of over-the-counter derivatives," BIS Working Papers 373, Bank for International Settlements.
• Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012. "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics wp59, Department of Economics, Central bank of Iceland.
• Adeline Saillard & Thomas Url, 2012. "Measuring complementarity in financial systems," Documents de travail du Centre d'Economie de la Sorbonne 12039, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Alexander Lipton & Ioana Savescu, 2012. "A structural approach to pricing credit default swaps with credit and debt value adjustments," Papers 1206.3104, arXiv.org.
• Caterina Mendicino, 2012. "Collateral Requirements: Macroeconomic Fluctuations and Macro-Prudential Policy," Working Papers w201211, Banco de Portugal, Economics and Research Department.
• Adeline Saillard, 2012. "The role of complementarity and the financial liberalization in the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Merwan Engineer & Paul Schure & Mark Gillis, 2012. "A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries," Working Paper series 29_12, Rimini Centre for Economic Analysis.
• António Rua & João Pedro Pereira, 2012. "Asset pricing with a bank risk factor," Working Papers w201202, Banco de Portugal, Economics and Research Department.
• Carlos Castro & Juan Sebastian Ordonez, 2012. "A Network model of systemic risk: identifying the sources of dependence across institutions," Documentos de Trabajo 9651, Universidad del Rosario.
• Feyen, Erik & Kibuuka, Katie & Otker-Robe, Inci, 2012. "Bank deleveraging : causes, channels, and consequences for emerging market and developing countries," Policy Research Working Paper Series 6086, The World Bank.
• Joseph Tracy & Joshua Wright, 2012. "Payment changes and default risk: theimpact of refinancing on expected credit losses," Staff Reports 562, Federal Reserve Bank of New York.
• Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2012. "Universal banking, competition and risk in a macro model," SIRE Discussion Papers 2012-19, Scottish Institute for Research in Economics (SIRE).
• Li, Xiaofei & Escalante, Cesar L. & Epperson, James E. & Gunter, Lewell F., 2012. "Technical Efficiency and the Probability of Bank Failure among Agricultural and Non-Agricultural Banks," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124591, Agricultural and Applied Economics Association.
• Luis Mohamed Azzim Gulamhussen & Carlos Pinheiro & Alberto Franco Pozzolo, 2012. "Were multinational banks taking excessive risks before the recent financial crisis?," Working Papers CASMEF 1209, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Paulo M.M. Rodrigues & Fernando A. F. Ferreira, 2012. "How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example," Working Papers w201213, Banco de Portugal, Economics and Research Department.
• Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto, 2012. "Asset Prices, Credit and the Business Cycle," Stirling Economics Discussion Papers 2012-04, University of Stirling, Division of Economics.
• Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.