Report NEP-BAN-2013-06-16

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:

• DeAngelo, Harry & Stulz, Rene M., 2013. "Why High Leverage Is Optimal for Banks," Working Paper Series 2013-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• M. Hashem Pesaran & TengTeng Xu, 2013. "Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults," Staff Working Papers 13-19, Bank of Canada.
• Alexander Karaivanov & Anke Kessler, 2013. "A Friend in Need is a Friend Indeed: Theory and Evidence on the (Dis)Advantages of Informal Loans," Discussion Papers dp13-03, Department of Economics, Simon Fraser University, revised Apr 2013.
• Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly, 2013. "Screening Peers Softly: Inferring the Quality of Small Borrowers," Working Paper Series rwp13-017, Harvard University, John F. Kennedy School of Government.
• Gros, Daniel, 2013. "Banking Union with a Sovereign Virus: The self-serving regulatory treatment of sovereign debt in the euro area," CEPS Papers 7904, Centre for European Policy Studies.
• Patrick A. Pintus & Jacek Suda, 2016. "Learning Financial Shocks and the Great Recession," Working Papers halshs-00830480, HAL.
• Merrill, Craig B. & Nadauld, Taylor & Sherlund, Shane M., 2013. "Why Did Financial Institutions Sell RMBS at Fire Sale Prices during the Financial Crisis?," Working Paper Series 2013-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Pavel V. Shevchenko & Gareth W. Peters, 2013. "Loss Distribution Approach for Operational Risk Capital Modelling under Basel II: Combining Different Data Sources for Risk Estimation," Papers 1306.1882, arXiv.org.
• Swamy, Vighneswara & S, Vijayalakshmi, 2012. "Fair Value Accounting in Banking – Issues in Convergence to IFRS," MPRA Paper 47514, University Library of Munich, Germany.
• Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
• Mauro Bernardi & Ghislaine Gayraud & Lea Petrella, 2013. "Bayesian inference for CoVaR," Papers 1306.2834, arXiv.org, revised Nov 2013.
• Item repec:dgr:uvatin:20130073 is not listed on IDEAS anymore

• Ayadi, Rym & Arbak, Emrah & De Groen, Willem Pieter, 2013. "Convergence and Integration of Banking Sector Regulations in the Euro-Mediterranean area," CEPS Papers 7853, Centre for European Policy Studies.
• G. Bellettini & F. Delbono, 2013. "Persistence of high income inequality and banking crises: 1980-2010," Working Papers wp885, Dipartimento Scienze Economiche, Universita' di Bologna.
• Jiri Witzany, 2013. "Estimating Default and Recovery Rate Correlations," Working Papers IES 2013/03, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2013.
• José Eduardo Gómez & Jair Ojeda Joya & Fernando Tenjo Galarza & Héctor Manuel Zárate Solano, 2013. "The Interdependence between Credit and Real Business Cycles in Latin American Economies," Borradores de Economia 10833, Banco de la Republica.
• Sergio Masciantonio & Andrea Tiseno, 2013. "The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late �90s," Questioni di Economia e Finanza (Occasional Papers) 164, Bank of Italy, Economic Research and International Relations Area.
• Swamy, Vighneswara & S, Sreejesh, 2012. "Financial Instability, Uncertainty and Banks’ Lending Behaviour," MPRA Paper 47518, University Library of Munich, Germany.
• Paolo Manasse & Roberto Savona & Marika Vezzoli, 2013. "Rules of Thumb for Banking Crises in Emerging Markets," Working Papers 481, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Swamy, Vighneswara, 2012. "Impact of Macroeconomic and Endogenous Factors on Non-Performing Bank Assets," MPRA Paper 47517, University Library of Munich, Germany.
• Seth B. Carpenter & Selva Demiralp & Jens Eisenschmidt, 2013. "The effectiveness of the non-standard policy measures during the financial crises: the experiences of the Federal Reserve and the European Central Bank," Finance and Economics Discussion Series 2013-34, Board of Governors of the Federal Reserve System (U.S.).
• Nicolas Véron, 2013. "Bank versus non-bank credit in the United States, Europe and China," Policy Contributions 781, Bruegel.
• Swamy, Vighneswara, 2013. "Determinants of Bank Asset Quality and Profitability - An Empirical Assessment," MPRA Paper 47513, University Library of Munich, Germany.
• Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability," MPRA Paper 47512, University Library of Munich, Germany.
• Micossi,Stefano, 2013. "A Viable Alternative to Basel III Prudential Capital Rules," CEPS Papers 8075, Centre for European Policy Studies.
• Ron J. Feldman & Ken Heinecke & Jason Schmidt, 2013. "Quantifying the costs of additional regulation on community banks," Economic Policy Paper 13-3, Federal Reserve Bank of Minneapolis.
• Jiri Witzany, 2013. "A Note on the Vasicek’s Model with the Logistic Distribution," Working Papers IES 2013/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2013.
• Zubeyir Kilinc & Hatice Gokce Karasoy & Eray Yucel, 2013. "Non-core Liabilities and Credit Growth," Working Papers 1324, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• William Forbes & Sheila Frances O'Donohoe & Jörg Prokop, 2013. "Financial Regulation and Nation State Crisis Management: Evidence from Germany, Ireland and the UK," ZenTra Working Papers in Transnational Studies 18 / 2013, ZenTra - Center for Transnational Studies, revised May 2013.
• Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2013. "Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis," NBER Working Papers 19125, National Bureau of Economic Research, Inc.