Report NEP-BAN-2014-12-13

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:

• Afanasyeva, Elena & Güntner, Jochen, 2014. "Lending standards, credit booms and monetary policy," IMFS Working Paper Series 85, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Thais Lærkholm Jensen & Søren Leth-Petersen & Ramana Nanda, 2014. "Financing Constraints, Home Equity and Selection into Entrepreneurship," NBER Working Papers 20583, National Bureau of Economic Research, Inc.
• Montagna, Mattia & Lux, Thomas, 2014. "Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information," FinMaP-Working Papers 8, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Post-Print halshs-01018490, HAL.
• Matthias Efing & Harald Hau & Patrick Kampkötter & Johannes Steinbrecher, 2014. "Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks," NBER Working Papers 20468, National Bureau of Economic Research, Inc.
• Lux, Thomas, 2014. "Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market," FinMaP-Working Papers 3, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Radev, Deyan, 2014. "Assessing systemic fragility: A probabilistic perspective," SAFE Working Paper Series 70, Leibniz Institute for Financial Research SAFE.
• Korsgaard, Søren, 2014. "Paying for payments: free payments and optimal interchange fees," Working Paper Series 1682, European Central Bank.
• Bijsterbosch, Martin & Falagiarda, Matteo, 2014. "Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis," Working Paper Series 1714, European Central Bank.
• Buch, Claudia M. & Körner, Tobias & Weigert, Benjamin, 2014. "Towards deeper financial integration in Europe: What the Banking Union can contribute," Working Papers 02/2013 [rev.], German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
• Li, Xiaofei & Escalante, Cesar L. & Epperson, James, 2014. "A Split-Population Duration Approach to Understanding Agricultural Banking Survival Strategies during the Late 2000s Recession," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169744, Agricultural and Applied Economics Association.
• Retai Payment Systems Group, Payment and Settlement Systems Department, 2014. "Innovation in Retail Payment Services in Major Economies," Bank of Japan Review Series rev14e03, Bank of Japan.
• Jean-Bernard Chatelain, 2013. "Goodhart, Charles A.E. and Tsomocos, Dimitros P.: The challenge of financial stability: a new model and its applications," Post-Print hal-00826206, HAL.
• Matteo Ghilardi & Shanaka J Peiris, 2014. "Capital Flows, Financial Intermediation and Macroprudential Policies," IMF Working Papers 14/157, International Monetary Fund.
• Connel Fullenkamp & Celine Rochon, 2014. "Reconsidering Bank Capital Regulation; A New Combination of Rules, Regulators, and Market Discipline," IMF Working Papers 14/169, International Monetary Fund.
• Michael Brei & Leonardo Gambacorta, 2014. "The leverage ratio over the cycle," BIS Working Papers 471, Bank for International Settlements.
• Wolfgang Reitgruber, 2014. "Methodological thoughts on expected loss estimates for IFRS 9 impairment: hidden reserves, cyclical loss predictions and LGD backtesting," Papers 1411.4265, arXiv.org, revised Aug 2015.
• Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014. "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series 096, University of Pavia, Department of Economics and Management.
• Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank.
• Ozge Akinci & Albert Queraltó, 2014. "Banks, Capital Flows and Financial Crises," International Finance Discussion Papers 1121, Board of Governors of the Federal Reserve System (U.S.).
• Michael R. Roberts, 2014. "The Role of Dynamic Renegotiation and Asymmetric Information in Financial Contracting," NBER Working Papers 20484, National Bureau of Economic Research, Inc.
• Ahnert, Toni, 2014. "Rollover risk, liquidity, and macro-prudential regulation," Working Paper Series 1667, European Central Bank.
• Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago, 2014. "Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach," Working Paper Series 1741, European Central Bank.
• Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2014. "Entry and Exit in OTC Derivatives Markets," NBER Working Papers 20416, National Bureau of Economic Research, Inc.
• Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia & Richardson, Gary, 2014. "Mutual assistance between Federal Reserve Banks, 1913-1960 as prolegomena to the TARGET2 debate," Working Paper Series 1686, European Central Bank.
• Maria Teresa Punzi & Katrin Rabitsch, 2014. "Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model," Department of Economics Working Papers wuwp189, Vienna University of Economics and Business, Department of Economics.
• Michael B. Devereux & Changhua Yu, 2014. "International Financial Integration and Crisis Contagion," NBER Working Papers 20526, National Bureau of Economic Research, Inc.
• James B. Bullard, 2014. "Welcoming Remarks," Speech 237, Federal Reserve Bank of St. Louis.
• Julio J. Rotemberg, 2014. "The Federal Reserve's Abandonment of its 1923 Principles," NBER Working Papers 20507, National Bureau of Economic Research, Inc.