Report NEP-BAN-2013-03-16

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:

• Harry Huizinga & Johannes Voget & Wolf Wagner, 2012. "International Taxation and Cross-Border Banking," Working Papers 1225, Oxford University Centre for Business Taxation.
• Nataliya Klimenko, 2013. "Tailoring Bank Capital Regulation for Tail Risk," Working Papers halshs-00796490, HAL.
• Ono, Arito & Uchida, Hirofumi & Udell, Gregory & Uesugi, Iichiro, 2013. "A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market," Working Paper Series 19, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
• Bertrand Hassani & Alexis Renaudin, 2013. "The Cascade Bayesian Approach for a controlled integration of internal data, external data and scenarios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00795046, HAL.
• Gareth W. Peters & Rodrigo S. Targino & Pavel V. Shevchenko, 2013. "Understanding Operational Risk Capital Approximations: First and Second Orders," Papers 1303.2910, arXiv.org.
• Fabrizi, M. & Parbonetti, A., 2013. "Privatized Returns and Socialized Risks: CEO Incentives, Securitization Accounting and the Financial Crisis," CITYPERC Working Paper Series 2013-08, Department of International Politics, City University London.
• Zsolt Darvas, 2013. "Can Europe recover without credit?," Policy Contributions 770, Bruegel.
• Kok, Christoffer & Hałaj, Grzegorz, 2013. "Assessing interbank contagion using simulated networks," Working Paper Series 1506, European Central Bank.
• Yasin Mimir, 2013. "Financial Intermediaries, Credit Shocks and Business Cycles," Working Papers 1313, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Hsu, S. & Li, J. & Qin, Y., 2013. "Shadow Banking and Systemic Risk in Europe and China," CITYPERC Working Paper Series 2013-02, Department of International Politics, City University London.
• Jeffers, E. & Baicu, C., 2013. "The Interconnections Between the Shadow Banking System and the Regular Banking System. Evidence from the Euro Area," CITYPERC Working Paper Series 2013-07, Department of International Politics, City University London.
• Jan Willem van den End, 2013. "A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio," DNB Working Papers 372, Netherlands Central Bank, Research Department.
• Enrico Beretta & Silvia Del Prete, 2013. "Banking consolidation and bank-firm credit relationships: the role of geographical features and relationship characteristics," Temi di discussione (Economic working papers) 901, Bank of Italy, Economic Research and International Relations Area.
• Lorenzo Esposito, 2013. "Connect them where it hurts. The missing piece of the puzzle," Questioni di Economia e Finanza (Occasional Papers) 151, Bank of Italy, Economic Research and International Relations Area.
• Raffaella Calabrese & Paolo Giudici, 2013. "Estimating bank default with generalised extreme value models," DEM Working Papers Series 035, University of Pavia, Department of Economics and Management.
• Ruston, Agustina & García Fronti, Javier, 2013. "Una nota preliminar sobre el ejercicio de stress testing 2011 del sistema bancario europeo; impacto de la crisis soberana griega [A preliminary note on the stress testing exercise 2011 the European," MPRA Paper 44907, University Library of Munich, Germany.
• Alessio D'Ignazio & Carlo Menon, 2013. "The causal effect of credit guarantees for SMEs: evidence from Italy," Temi di discussione (Economic working papers) 900, Bank of Italy, Economic Research and International Relations Area.
• Pere Arqué-Castells & Elisabet Viladecans-Marsal, 2013. "Banking towards development: Evidence from the Spanish banking expansion plan," Working Papers 2013/8, Institut d'Economia de Barcelona (IEB).
• Georgios Efthyvoulou & Canan Yildirim, 2013. "Market Power in CEE Banking Sectors and the Impact of the Global Financial Crisis," CASE Network Studies and Analyses 0452, CASE-Center for Social and Economic Research.
• Augustin Landier & David Sraer & David Thesmar, 2013. "Banks' Exposure to Interest Rate Risk and The Transmission of Monetary Policy," NBER Working Papers 18857, National Bureau of Economic Research, Inc.
• Tyson, J. & Shabani, M., 2013. "Sizing the European Shadow Banking System: A New Methodology," CITYPERC Working Paper Series 2013-01, Department of International Politics, City University London.
• Tomasz Piskorski & Amit Seru & James Witkin, 2013. "Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market," NBER Working Papers 18843, National Bureau of Economic Research, Inc.
• Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2013. "A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications," NBER Working Papers 18850, National Bureau of Economic Research, Inc.
• Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," SFB 649 Discussion Papers 2013-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Margherita Bottero & Giancarlo Spagnolo, 2013. "Limited credit records and market outcomes," Temi di discussione (Economic working papers) 903, Bank of Italy, Economic Research and International Relations Area.