Report NEP-BAN-2012-10-27

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:fip:fedcwp:12-20 is not listed on IDEAS anymore

• Nicola Gennaioli, 2012. "A Model of Shadow Banking," 2012 Meeting Papers 89, Society for Economic Dynamics.
• Mohamed Belhaj & Nataliya Klimenko, 2012. "Optimal Preventive Bank Supervision Combining Random Audits and Continuous Intervention," AMSE Working Papers 1201, Aix-Marseille School of Economics, France.
• James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers 12-24, Federal Reserve Bank of Philadelphia.
• Arnoud W.A. Boot & Lev Ratnovski, 2012. "Banking and Trading," Tinbergen Institute Discussion Papers 12-107/IV/DSF42, Tinbergen Institute.
• Item repec:dgr:kubcen:2012078 is not listed on IDEAS anymore

• Yu Zhu & Randall Wright & Chao He, 2012. "Housing and Liquidity," 2012 Meeting Papers 94, Society for Economic Dynamics.
• Item repec:dgr:kubcen:2012075 is not listed on IDEAS anymore

• Victor Aguirregabiria & Robert Clark & Hui Wang, 2012. "Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act," Working Papers tecipa-465, University of Toronto, Department of Economics.
• Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
• Kollmann, Robert & Int Veld, Jan & Roeger, Werner & Ratto, Marco, 2012. "Fiscal Policy, Banks and the Financial Crisis," CEPR Discussion Papers 9175, C.E.P.R. Discussion Papers.
• Andrea Pallavicini & Daniele Perini & Damiano Brigo, 2012. "Funding, Collateral and Hedging: uncovering the mechanics and the subtleties of funding valuation adjustments," Papers 1210.3811, arXiv.org, revised Dec 2012.
• Xuqing Huang & Irena Vodenska & Shlomo Havlin & H. Eugene Stanley, 2012. "Cascading Failures in Bi-partite Graphs: Model for Systemic Risk Propagation," Papers 1210.4973, arXiv.org, revised Jan 2013.
• Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012. "Credit Risk Contagion and the Global Financial Crisis," IMES Discussion Paper Series 12-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
• Ricardo Bebczuk & Tamara Burdisso & Máximo Sangiácomo, 2012. "Credit vs. Payment Services: Financial Development and Economic Activity Revisited," BCRA Working Paper Series 201256, Central Bank of Argentina, Economic Research Department.
• Item repec:dgr:kubcen:2012080 is not listed on IDEAS anymore

• Bielecki, T.R. & Cousin, A. & Crépey, S. & Herbertsson, Alexander, 2012. "A Markov Copula Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries," Working Papers in Economics 545, University of Gothenburg, Department of Economics.
• Simon Cornée & Ariane Szafarz, 2012. "Vive la Différence: Social Banks and Reciprocity in the Credit Market," Working Papers CEB 12-029, ULB -- Universite Libre de Bruxelles.
• Brice Hakwa & Manfred Jager-Ambro.zewicz & Barbara Rudiger, 2012. "Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach," Papers 1210.4713, arXiv.org, revised Nov 2012.
• A. V. Leonidov & E. L. Rumyantsev, 2012. "Russian interbank networks: main characteristics and stability with respect to contagion," Papers 1210.3814, arXiv.org.
• Julia S. Cheney & Robert M. Hunt & Katy Jacob & Richard D. Porter & Bruce J. Summers, 2012. "The efficiency and integrity of payment card systems: industry views on the risks posed by data breaches," Consumer Finance Institute discussion papers 12-04, Federal Reserve Bank of Philadelphia.
• Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012. "A Framework for Extracting the Probability of Default from Stock Option Prices," IMES Discussion Paper Series 12-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
• St'ephane Cr'epey & R'emi Gerboud & Zorana Grbac & Nathalie Ngor, 2012. "Counterparty Risk and Funding: The Four Wings of the TVA," Papers 1210.5046, arXiv.org.