Report NEP-BAN-2014-12-03

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmès 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:

• Altunbas, Yener & van Leuvensteijn, Michiel & Marqués-Ibáñez, David, 2014. "Competition and bank risk: the effect of securitization and bank capital," Working Paper Series 1678, European Central Bank.
• Craig, Ben & Koetter, Michael & Krüger, Ulrich, 2014. "Interbank lending and distress: Observables, unobservables, and network structure," Discussion Papers 18/2014, Deutsche Bundesbank.
• Francisco Covas & John C. Driscoll, 2014. "Bank Liquidity and Capital Regulation in General Equilibrium," Finance and Economics Discussion Series 2014-85, Board of Governors of the Federal Reserve System (U.S.).
• Eugenio M Cerutti & Galina Hale & Camelia Minoiu, 2014. "Financial Crises and the Composition of Cross-Border Lending," IMF Working Papers 14/185, International Monetary Fund.
• Luck, Stephan & Schempp, Paul, 2014. "Banks, shadow banking, and fragility," Working Paper Series 1726, European Central Bank.
• Stijn Claessens & Swati R. Ghosh & Roxana Mihet, 2014. "Macro-Prudential Policies to Mitigate Financial System Vulnerabilities," IMF Working Papers 14/155, International Monetary Fund.
• Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2014. "Systemic risk spillovers in the European banking and sovereign network," CFS Working Paper Series 467, Center for Financial Studies (CFS).
• Ignatowski, Magdalena & Korte, Josef, 2014. "Wishful thinking or effective threat? tightening bank resolution regimes and bank risk-taking," Working Paper Series 1659, European Central Bank.
• Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 032, University of Tokyo, Graduate School of Economics.
• Philipp König & David Pothier, 2014. "The Bank Capital Debate: Should Fragility Be Reduced?," DIW Roundup: Politik im Fokus 17, DIW Berlin, German Institute for Economic Research.
• Pablo D'Erasmo, 2014. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers 476, Society for Economic Dynamics.
• Detken, Carsten & Alessi, Lucia, 2014. "Identifying excessive credit growth and leverage," Working Paper Series 1723, European Central Bank.
• Marc Francke & Alex van de Minne & Johan Verbruggen, 2014. "The effect of credit conditions on the Dutch housing market," DNB Working Papers 447, Netherlands Central Bank, Research Department.
• Kai Du, 2014. "Efficiency Gains from Removing Trade Barriers: Evidence from Asian Banking Industries," School of Economics and Public Policy Working Papers 2014-04, University of Adelaide, School of Economics and Public Policy.
• Hatice Jenkins & Monir Hussain, 2014. "An Analysis of the Macroeconomic Conditions Required for SME Lending: The Case of Turkey," Development Discussion Papers 2014-06, JDI Executive Programs.
• Ellen Gaston & In W Song, 2014. "Supervisory Roles in Loan Loss Provisioning in Countries Implementing IFRS," IMF Working Papers 14/170, International Monetary Fund.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Working Papers hal-00978145, HAL.
• Matros, Philipp & Vilsmeier, Johannes, 2014. "The multivariate option iPoD framework: assessing systemic financial risk," Discussion Papers 20/2014, Deutsche Bundesbank.
• Dominique Guegan & Bertrand Hassani, 2014. "Stress Testing Engineering: the real risk measurement?," Post-Print halshs-00951593, HAL.
• Franke, Günter & Krahnen, Jan Pieter & von Lüpke, Thomas, 2014. "Effective resolution of banks: Problems and solutions," SAFE White Paper Series 19, Leibniz Institute for Financial Research SAFE.
• Kumar Kar, Ashim & Bali Swain, Ranjula, 2014. "Competition, performance and portfolio quality in microfinance markets," Working Paper Series 2014:8, Uppsala University, Department of Economics.
• Ralph-C Bayer & Sujiphong Shatragom, 2013. "Cost Efficient Joint Liability Lending," School of Economics and Public Policy Working Papers 2013-23, University of Adelaide, School of Economics and Public Policy.
• Benjamin Hébert, 2014. "Moral Hazard and the Optimality of Debt," Working Paper 145746, Harvard University OpenScholar.
• Consigilio, John, 2014. "The Balkan and Baltic experience of financial services privatization," eabh Papers 14-09, The European Association for Banking and Financial History (EABH).
• Pablo Federico & Carlos A. Vegh & Guillermo Vuletin, 2014. "Reserve Requirement Policy over the Business Cycle," NBER Working Papers 20612, National Bureau of Economic Research, Inc.
• Stracca, Livio & Lo Duca, Marco, 2014. "The effect of G20 summits on global financial markets," Working Paper Series 1668, European Central Bank.