Report NEP-BAN-2015-03-05

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:

• Adrian, Tobias, 2015. "Financial Stability Policies for Shadow Banking," CEPR Discussion Papers 10435, C.E.P.R. Discussion Papers.
• Item repec:wsr:wpaper:y:2015:i:143 is not listed on IDEAS anymore

• Piergiorgio Alessandri & Sergio Masciantonio & Andrea Zaghini, 2015. "Tracking banks' systemic importance before and after the crisis," Questioni di Economia e Finanza (Occasional Papers) 259, Bank of Italy, Economic Research and International Relations Area.
• Bulow, Jeremy & Klemperer, Paul, 2014. "Equity Recourse Notes: Creating Counter-Cyclical Bank Capital," Research Papers 3098, Stanford University, Graduate School of Business.
• Amel-Zadeh, Amir & Barth, Mary E. & Landsman, Wayne R., 2014. "Does Fair Value Accounting Contribute to Procyclical Leverage?," Research Papers 3073, Stanford University, Graduate School of Business.
• Matthew B. Gross & Maximilian D. Schmeiser, 2015. "The Determinants of Subprime Mortgage Performance Following a Loan Modification," Finance and Economics Discussion Series 2015-6, Board of Governors of the Federal Reserve System (U.S.).
• Vanasco, Victoria, 2014. "Information Acquisition vs. Liquidity in Financial Markets," Research Papers 3248, Stanford University, Graduate School of Business.
• Iancu, Dan Andrei & Trichakis, Nikolaos & Tsoukalas, Gerry, 2014. "Operationalizing Financial Covenants," Research Papers 3246, Stanford University, Graduate School of Business.
• Koudijs, Peter & Voth, Hans-Joachim, 2014. "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," Research Papers 3103, Stanford University, Graduate School of Business.
• Admati, Anat R., 2014. "The Compelling Case for Stronger and More Effective Leverage Regulation in Banking," Research Papers 3030, Stanford University, Graduate School of Business.
• Gornall, Will & Strebulaev, Ilya A., 2014. "Financing as a Supply Chain: The Capital Structure of Banks and Borrowers," Research Papers 3102, Stanford University, Graduate School of Business.
• Vanasco, Victoria & Asriyan, Vladimir, 2014. "Informed Intermediation over the Cycle," Research Papers 3235, Stanford University, Graduate School of Business.
• Michal Kowalik, 2014. "To sell or to borrow: a theory of bank liquidity management," Research Working Paper RWP 14-18, Federal Reserve Bank of Kansas City.
• DeMarzo, Peter M. & Livdan, Dmitry & Tchistyi, Alexei, 2014. "Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives," Research Papers 3149, Stanford University, Graduate School of Business.
• Sewin Chan & Andrew F. Haughwout & Joseph Tracy, 2015. "How mortgage finance affects the urban landscape," Staff Reports 713, Federal Reserve Bank of New York.
• Massa, Massimo & Schmidt, Daniel, 2015. "Insider Trading in the Bond Market: Evidence from Loan Sale Events," CEPR Discussion Papers 10446, C.E.P.R. Discussion Papers.
• Zachary Feinstein & Birgit Rudloff & Stefan Weber, 2015. "Measures of Systemic Risk," Papers 1502.07961, arXiv.org, revised Oct 2016.
• Barth, Mary E. & Gomez-Biscarri, Javier & Kasznik, Ron & Lopez-Espinosa, German, 2014. "Bank Earnings and Regulatory Capital Management Using Available for Sale Securities," Research Papers 3047, Stanford University, Graduate School of Business.
• Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," DNB Working Papers 460, Netherlands Central Bank, Research Department.
• Peia, Oana & Vranceanu, Radu, 2015. "Bank funding constraints and the cost of capital of small firms," ESSEC Working Papers WP1501, ESSEC Research Center, ESSEC Business School.
• Francesco, Aiello & Graziella, Bonanno, 2015. "Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives," MPRA Paper 62486, University Library of Munich, Germany.
• Ben Lockwood & Erez Yerushalmi, 2014. "Should transactions services be taxed at the same rate as consumption?," Working Papers 1423, Oxford University Centre for Business Taxation.
• Danisewicz, Piotr & Reinhardt, Dennis & Sowerbutts, Rhiannon, 2015. "On a tight leash: does bank organisational structure matter for macroprudential spillovers?," Bank of England working papers 524, Bank of England.
• Sandra Lizarazo & Horacio Sapriza & Javier Bianchi, 2014. "Sovereign Default and Government’s Bailouts," 2014 Meeting Papers 1297, Society for Economic Dynamics.
• Patrick Bolton & Neng Wang & Jinqiang Yang, 2015. "Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital," NBER Working Papers 20979, National Bureau of Economic Research, Inc.
• Aggey Semenov & Hector Perez Saiz, 2014. "The Effect Of Campaign Contributions On State Banking Regulation And Bank Expansion In U.S," 2014 Meeting Papers 1265, Society for Economic Dynamics.
• Jensen, Henrik & Santoro, Emiliano & Ravn, Søren Hove, 2015. "Changing Credit Limits, Changing Business Cycles," CEPR Discussion Papers 10462, C.E.P.R. Discussion Papers.
• Luigi Bocola, 2014. "The Pass-Through of Sovereign Risk," 2014 Meeting Papers 1286, Society for Economic Dynamics.
• Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2015. "What do VARs Tell Us about the Impact of a Credit Supply Shock?," Working Papers 739, Queen Mary University of London, School of Economics and Finance.
• Fernando Alvarez & Francesco Lippi, 2015. "Cash burns - An inventory model with a cash-credit choice," EIEF Working Papers Series 1502, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2015.