Report NEP-BAN-2015-02-28

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:

• Phurichai Rungcharoenkitkul, 2015. "Bank competition and credit booms," BIS Working Papers 488, Bank for International Settlements.
• Chris Henderson & William E. Jackson & William W. Lang, 2015. "Insider bank runs: community bank fragility and the financial crisis of 2007," Working Papers 15-9, Federal Reserve Bank of Philadelphia.
• Stijn Claessens & Neeltje van Horen, 2015. "The impact of the global financial crisis on banking globalization," DNB Working Papers 459, Netherlands Central Bank, Research Department.
• Egly, Peter V. & Escobari, Diego & Johnk, David W., 2014. "The Impact of Government Intervention on the Stabilization of Domestic Financial Markets and on U.S. Banks’ Asset Composition," MPRA Paper 62244, University Library of Munich, Germany.
• Hyejin Cho, 2015. "The Bank Capital Regulation (BCR) Model," Documents de travail du Centre d'Economie de la Sorbonne 15021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Repullo, Rafael, 2013. "Cyclical adjustment of capital requirements: a simple framework," LSE Research Online Documents on Economics 60969, London School of Economics and Political Science, LSE Library.
• Malherbe, Frédéric, 2015. "Optimal capital requirements over the business and financial cycles," CEPR Discussion Papers 10387, C.E.P.R. Discussion Papers.
• Rochet, Jean Charles & Gersbach, Hans & Scheffel, Martin, 2015. "Taking Banks to Solow," CEPR Discussion Papers 10439, C.E.P.R. Discussion Papers.
• Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "The Impact Of Capital On Lending In Economic Downturns And Investor Protection – The Case Of Large Eu Banks," Faculty of Management Working Paper Series 62015, University of Warsaw, Faculty of Management.
• Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin 1448, DIW Berlin, German Institute for Economic Research.
• Streitz, Daniel, 2015. "The Impact of Credit Default Swap Trading on Loan Syndication," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 490, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Anastasia Cozarenco & Ariane Szafarz, 2015. "Gender Biases in Bank Lending: Lessons from Microcredit in France," Working Papers CEB 15-006, ULB -- Universite Libre de Bruxelles.
• Serena Frazzoni & Maria Luisa Mancusi & Zeno Rotondi & Maurizio Sobrero & Andrea Vezzulli, 2014. "Innovation and export in SMEs: the role of relationship banking," DISCE - Working Papers del Dipartimento di Economia e Finanza def018, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Andrew Lee Smith, 2014. "House prices, heterogeneous banks and unconventional monetary policy options," Research Working Paper RWP 14-12, Federal Reserve Bank of Kansas City.
• Sauro Mocetti & Eliana Viviano, 2015. "Looking behind mortgage delinquencies," Temi di discussione (Economic working papers) 999, Bank of Italy, Economic Research and International Relations Area.
• Alejandro Vargas Sanchez & Saulo Mostajo Castelú, 2014. "Application of internal ratings-based methods on credit risk measurement," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 2(1), pages 5-25.
• Jacky Mallett, 2015. "Threadneedle: An Experimental Tool for the Simulation and Analysis of Fractional Reserve Banking Systems," Papers 1502.06163, arXiv.org.
• Nicolò Pecora & Alessandro Spelta, 2014. "Shareholding Network in the Euro Area Banking Market," DISCE - Working Papers del Dipartimento di Economia e Finanza def014, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Adrian, Tobias & Shin, Hyun Song, 2013. "Procyclical leverage and value-at-risk," LSE Research Online Documents on Economics 60972, London School of Economics and Political Science, LSE Library.
• Labidi, Widede & Mensi, Sami, 2015. "Does Banking Market Power Matter on Financial (In)Stability? Evidence from the Banking Industry MENA Region," MPRA Paper 62190, University Library of Munich, Germany, revised 15 Feb 2015.
• Christophe J. GODLEWSKI & Bulat SANDITOV, 2015. "Financial institution network and the certification value of bank loans," Working Papers of LaRGE Research Center 2015-02, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Branislav Saxa, 2014. "Forecasting Mortgages: Internet Search Data as a Proxy for Mortgage Credit Demand," Working Papers 2014/14, Czech National Bank.
• Sergio Edwin Torrico Salamanca, 2014. "Macro credit scoring as a proposal for quantifying credit risk," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 2(1), pages 42-64.
• Anamaria Illes & Marco Lombardi & Paul Mizen, 2015. "Why did bank lending rates diverge from policy rates after the financial crisis?," BIS Working Papers 486, Bank for International Settlements.
• J. Molins & E. Vives, 2015. "Model risk on credit risk," Papers 1502.06984, arXiv.org, revised Dec 2015.
• Kozo Harimaya & Kei Tomimura & Nobuyoshi Yamori, 2015. "Efficiencies of Small Financial Cooperatives in Japan: Comparison of Estimation Methods," Discussion Paper Series DP2015-04, Research Institute for Economics & Business Administration, Kobe University.
• Ed Nosal & Bruno Sultanum & David Andolfatto, 2014. "Equilibrium Bank Runs Revisied," 2014 Meeting Papers 1142, Society for Economic Dynamics.
• Berg, Tobias & Kaserer, Christoph, 2015. "Does contingent capital induce excessive risk-taking?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 488, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
• Martin Kuncl, 2015. "Securitization under Asymmetric Information over the Business Cycle," Staff Working Papers 15-9, Bank of Canada.
• Jose Maria Serena & Garima Vasishtha, 2015. "What Drives Bank-Intermediated Trade Finance? Evidence from Cross-Country Analysis," Staff Working Papers 15-8, Bank of Canada.
• Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015. "Networks, Shocks, and Systemic Risk," NBER Working Papers 20931, National Bureau of Economic Research, Inc.
• Thomas Cooley & Harold Cole, 2014. "Rating Agencies," 2014 Meeting Papers 1124, Society for Economic Dynamics.
• Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
• Francois Gourio, 2014. "Financial Distress and Endogenous Uncertainty," 2014 Meeting Papers 1190, Society for Economic Dynamics.
• Anil Kumar, 2014. "Do restrictions on home equity extraction contribute to lower mortgage defaults? evidence from a policy discontinuity at the Texas border," Working Papers 1410, Federal Reserve Bank of Dallas.
• Item repec:hhs:bofrdp:2015_003 is not listed on IDEAS anymore

• León, C., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.
• Yi Wen & Leo Kaas & Costas Azariadis, 2014. "Self-Fulfilling Credit Cycles," 2014 Meeting Papers 1169, Society for Economic Dynamics.