Report NEP-BAN-2012-09-16

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:

• Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2012. "Does monetary policy affect bank risk?," Working Papers 12002, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Agur, Itai & Demertzis, Maria, 2012. "Excessive bank risk taking and monetary policy," Working Paper Series 1457, European Central Bank.
• Basab Dasgupta & Christian Zimmermann, 2012. "Loan regulation and child labor in rural India," Working Papers 2012-027, Federal Reserve Bank of St. Louis.
• P-R. Agénor & G.J. Bratsiotis & D. Pfajfar, 2012. "Credit Frictions, Collateral and the Cyclical Behaviour of the Finance Premium," Centre for Growth and Business Cycle Research Discussion Paper Series 172, Economics, The University of Manchester.
• Hui Chen & Yu Xu & Jun Yang, 2012. "Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads," NBER Working Papers 18367, National Bureau of Economic Research, Inc.
• Luca Guerrieri & Michelle Welch, 2012. "Can macro variables used in stress testing forecast the performance of banks?," Finance and Economics Discussion Series 2012-49, Board of Governors of the Federal Reserve System (U.S.).
• Allen N. Berger & Thomas Kick & Klaus Schaeck, 2012. "Executive Board Composition and Bank Risk Taking," Working Papers 12004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2012. "Bank Risk during the Financial Crisis: Do business models matter?," Working Papers 12003, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Sören Radde, 2012. "Flight-to-Liquidity and the Great Recession," Discussion Papers of DIW Berlin 1242, DIW Berlin, German Institute for Economic Research.
• Jongha Lim & Bernadette A. Minton & Michael Weisbach, 2012. "Syndicated Loan Spreads and the Composition of the Syndicate," NBER Working Papers 18356, National Bureau of Economic Research, Inc.
• Enrico Onali, 2012. "Moral hazard, dividends, and risk in banks," Working Papers 12001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Guarda, Paolo & Rouabah, Abdelaziz & Theal, John, 2012. "An MVAR framework to capture extreme events in macro-prudential stress tests," Working Paper Series 1464, European Central Bank.
• Sosa-Padilla, Cesar, 2012. "Sovereign Defaults and Banking Crises," MPRA Paper 41074, University Library of Munich, Germany.
• Robert M. Adams, 2012. "Consolidation and merger activity in the United States banking industry from 2000 through 2010," Finance and Economics Discussion Series 2012-51, Board of Governors of the Federal Reserve System (U.S.).
• Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach," IMF Working Papers 12/209, International Monetary Fund.
• Abildgren, Kim, 2012. "Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011," Working Paper Series 1460, European Central Bank.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2012. "Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008," Working Paper Series 1459, European Central Bank.
• John Ashton & Andros Gregoriou, 2012. "The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy," Working Papers 12005, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Murizah Osman Salleh & Aziz Jaafar & M. Shahid Ebrahim, 2012. "Can an interest-free credit facility be more efficient than a usurious payday loan?," Working Papers 12008, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
• Masahiro Kawai & Peter J. Morgan, 2012. "Central Banking for Financial Stability in Asia," Development Economics Working Papers 23328, East Asian Bureau of Economic Research.
• Francisco Javier Sáez-Fernández & Andrés J. Picazo-Tadeo, 2012. "Latin American banking efficiency and use of production factors. Are domestic and foreign banks so different?," Working Papers 1213, Department of Applied Economics II, Universidad de Valencia.
• Seung Jung Lee & Viktors Stebunovs, 2012. "Bank capital ratios and the structure of nonfinancial industries," Finance and Economics Discussion Series 2012-53, Board of Governors of the Federal Reserve System (U.S.).
• Kozo Harimaya & Takao Ohkawa & Makoto Okamura & Tetsuya Shinkai, 2012. "Sales-Maximization vs. Profit-Maximization: Managerial Behavior at Japanese Regional Banks 1980-2009," Discussion Paper Series 94, School of Economics, Kwansei Gakuin University, revised Sep 2012.
• William F. Bassett & Seung Jung Lee & Thomas W. Spiller, 2012. "Estimating changes in supervisory standards and their economic effects," Finance and Economics Discussion Series 2012-55, Board of Governors of the Federal Reserve System (U.S.).
• Olszewski, Krzysztof, 2012. "The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks," MPRA Paper 41059, University Library of Munich, Germany.
• Corradin, Stefano, 2012. "Household leverage," Working Paper Series 1452, European Central Bank.
• Christian Schmieder & Tidiane Kinda & Nassim N. Taleb & Elena Loukoianova & Elie Canetti, 2012. "A New Heuristic Measure of Fragility and Tail Risks; Application to Stress Testing," IMF Working Papers 12/216, International Monetary Fund.