Report NEP-BAN-2017-03-26

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:

• Rama Cont & Eric Schaanning, 2017. "Fire sales, indirect contagion and systemic stress testing," Working Paper 2017/2, Norges Bank.
• Pierre Bachas & Paul Gertler & Sean Higgins & Enrique Seira, 2017. "How Debit Cards Enable the Poor to Save More," NBER Working Papers 23252, National Bureau of Economic Research, Inc.
• Canan Yildirim & Adnan Kasman, 2015. "Bank Market Power and Non-Interest Income in Emerging Markets," Working Papers 930, Economic Research Forum, revised Jul 2015.
• Alain Cohn & Ernst Fehr & Michel André Maréchal, 2017. "Do professional norms in the banking industry favor risk-taking?," ECON - Working Papers 244, Department of Economics - University of Zurich.
• Christophe J. GODLEWSKI, 2017. "Initial conditions and the private debt renegotiation process," Working Papers of LaRGE Research Center 2017-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Stijn Ferrari & Mara Pirovano & Wanda Cornacchia, 2015. "Identifying early warning indicators for real estate-related banking crises," ESRB Occasional Paper Series 08, European Systemic Risk Board.
• W. Scott Frame & Atanas Mihov & Leandro Sanz, 2017. "Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations," FRB Atlanta Working Paper 2017-2, Federal Reserve Bank of Atlanta.
• David M. Arseneau, 2017. "How Would US Banks Fare in a Negative Interest Rate Environment?," Finance and Economics Discussion Series 2017-030r1, Board of Governors of the Federal Reserve System (U.S.), revised 31 Jul 2020.
• Dominique Guegan & Bertrand Hassani & Kehan Li, 2017. "Impact of multimodality of distributions on VaR and ES calculations," Documents de travail du Centre d'Economie de la Sorbonne 17019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
• Pankaj Baag, 2014. "Predicting The Probability Of Default Using Asset Correlation Of A Loan Portfolio," Working papers 151, Indian Institute of Management Kozhikode.
• Hala El-Said & Mahmoud Al-Said & Chahir Zaki, 2015. "Trade and Access to Finance of SMEs: is There a Nexus?," Working Papers 903, Economic Research Forum, revised Apr 2015.
• Lozej, Matija & Rannenberg, Ansgar, 2017. "The macroeconomic effects of the regulatory LTV and LTI ratios in the Central Bank of Ireland's DSGE model," Economic Letters 04/EL/17, Central Bank of Ireland.
• Andrew Hanson & Zackary Hawley & Hal Martin, 2017. "Does Differential Treatment Translate to Differential Outcomes for Minority Borrowers? Evidence from Matching a Field Experiment to Loan-Level Data," Working Papers (Old Series) 1703, Federal Reserve Bank of Cleveland.
• Julie De Pril & Cécile Godfroid, 2017. "How to Reconcile Financial Incentives and Prosocial Motivation of Loan Officers in Microfinance?," Working Papers CEB 17-011, ULB -- Universite Libre de Bruxelles.
• de Ramon, Sebastian & Francis, William & Milonas, Kristoffer, 2017. "An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database," Bank of England working papers 652, Bank of England.