Report NEP-BAN-2016-10-02

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:

• Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid, 2016. "When shadows grow longer: shadow banking with endogenous entry," Working Paper Series 1943, European Central Bank.
• Jose M. Berrospide & Ricardo Correa & Linda S. Goldberg & Friederike Niepmann, 2016. "International banking and cross-border effects of regulation: lessons from the United States," Staff Reports 793, Federal Reserve Bank of New York.
• Anthony Birchwood & Michael Brei & Dorian Noel, 2016. "Interest margins and bank regulation in Central America and the Caribbean," EconomiX Working Papers 2016-33, University of Paris Nanterre, EconomiX.
• Nadia Saghi-Zedek, 2016. "Product diversification and bank performance: does ownership structure matter?," Post-Print halshs-01342528, HAL.
• Köhler-Ulbrich, Petra & Hempell, Hannah S. & Scopel, Silvia, 2016. "The euro area bank lending survey," Occasional Paper Series 179, European Central Bank.
• Gandhi, Priyank & Lustig, Hanno & Plazzi, Alberto, 2016. "Equity Is Cheap for Large Financial Institutions: The International Evidence," Research Papers 3454, Stanford University, Graduate School of Business.
• Viral Acharya & Hanh Le & Hyun Song Shin, 2016. "Bank capital and dividend externalities," BIS Working Papers 580, Bank for International Settlements.
• Céline Meslier-Crouzille & Donald P. Morgan & Katherine Samolyk & Amine Tarazi, 2016. "The Benefits and Costs of Geographic Diversification in Banking," Post-Print hal-01338717, HAL.
• Emanuele Brancati & Marco Macchiavelli, 2016. "Endogenous Debt Maturity and Rollover Risk," Finance and Economics Discussion Series 2016-074, Board of Governors of the Federal Reserve System (U.S.).
• Malik Shukayev & Argyn Toktamyssov, 2016. "Implementing Cross-Border Interbank Lending in BoC-GEM-FIN," Discussion Papers 16-19, Bank of Canada.
• Gipper,Brandon, 2016. "Banks as Tax Planning Intermediaries," Research Papers 3443, Stanford University, Graduate School of Business.
• Gil Nogueira & Luísa Farinha & Laura Blattner, 2016. "The Effect of Quantitative Easing on Lending Conditions," Working Papers w201608, Banco de Portugal, Economics and Research Department.
• Kok, Christoffer & Montagna, Mattia, 2016. "Multi-layered interbank model for assessing systemic risk," Working Paper Series 1944, European Central Bank.
• Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
• Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2016. "Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure," Post-Print halshs-01277880, HAL.
• Ayelen Banegas & Manjola Tase, 2016. "Reserve Balances, the Federal Funds Market and Arbitrage in the New Regulatory Framework," Finance and Economics Discussion Series 2016-079, Board of Governors of the Federal Reserve System (U.S.).
• Kremer, Michael & Jack, William & de Laat, Joost & Suri , Tavneet, 2016. "Borrowing Requirements, Credit Access, and Adverse Selection: Evidence from Kenya," CEPR Discussion Papers 11523, C.E.P.R. Discussion Papers.
• Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance: an application to European data," Working Paper Series 1962, European Central Bank.
• Hannes Hoffmann & Thilo Meyer-Brandis & Gregor Svindland, 2016. "Risk-Consistent Conditional Systemic Risk Measures," Papers 1609.07897, arXiv.org.
• Granja, Joao & Matvos, Gregor & Seru, Amit, 2016. "Selling Failed Banks," Research Papers 3461, Stanford University, Graduate School of Business.
• Diana Bonfim & Gil Nogueira & Steven Ongena, 2016. "Sorry, We're Closed: Loan Conditions When Bank Branches Close and Firms Transfer to Another Bank," Working Papers w201607, Banco de Portugal, Economics and Research Department.
• Sofia Saldanha, 2016. "The unsecured interbank money market: A description of the Portuguese case," Working Papers w201615, Banco de Portugal, Economics and Research Department.
• Rahimi, Lutfi, 2015. "Does microfinance elevate poverty? Does family size matter in the provision of microcredit? Evidence from a randomised evaluation," MPRA Paper 73906, University Library of Munich, Germany.
• Yuanyuan Li & Bertrand Wigniolle, 2016. "Endogenous information revelation in a competitive credit market and credit crunch," Post-Print halshs-01277539, HAL.
• Fahlenbrach, Rudiger & Prilmeier, Robert & Stulz, Rene M., 2016. "Why Does Fast Loan Growth Predict Poor Performance for Banks?," Working Paper Series 2016-07, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• James E. Kennedy & Maria G. Perozek & Paul A. Smith, 2014. "Accounting for Mortgage Charge-Offs in the Financial Accounts of the United States," FEDS Notes 2014-10-31-1, Board of Governors of the Federal Reserve System (U.S.).
• Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016. "Bank interest rate setting in the euro area during the Great Recession," Working Paper Series 1965, European Central Bank.
• Chris Garbers & Guangling Dave Liu, 2016. "Credit market heterogeneity, balance sheet (in) dependence, financial shocks," Working Papers 633, Economic Research Southern Africa.
• Ralf R. Meisenzahl, 2015. "Off-Balance Sheet Items of Depository Institutions in the Enhanced Financial Accounts," FEDS Notes 2015-08-28-2, Board of Governors of the Federal Reserve System (U.S.).
• Rosengard, Jay, 2016. "A Quantum Leap over High Hurdles to Financial Inclusion: The Mobile Banking Revolution in Kenya," Working Paper Series 16-032, Harvard University, John F. Kennedy School of Government.
• Berg, Tobias, 2016. "Got rejected? Real effects of not getting a loan," Working Paper Series 1960, European Central Bank.