Report NEP-BAN-2017-04-09

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-BAN

The following items were announced in this report:

• Fabian Schupp & Leonid Silbermann, 2017. "The Role of Structural Funding for Stability in the German Banking Sector," MAGKS Papers on Economics 201717, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017. "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics 70769, London School of Economics and Political Science, LSE Library.
• Giglio, Stefano, 2016. "Credit default swap spreads and systemic financial risk," ESRB Working Paper Series 15, European Systemic Risk Board.
• Òscar Jordà & Björn Richter & Moritz Schularick & Alan M. Taylor, 2017. "Bank Capital Redux: Solvency, Liquidity, and Crisis," Working Paper Series 2017-6, Federal Reserve Bank of San Francisco.
• Homar, Timotej, 2016. "Bank recapitalizations and lending: A little is not enough," ESRB Working Paper Series 16, European Systemic Risk Board.
• Dirk Schoenmaker & Peter Wierts, 2016. "Macroprudential supervision: From theory to policy," ESRB Working Paper Series 02, European Systemic Risk Board.
• Acharya, Viral & Plantin, Guillaume, 2017. "Monetary easing and financial instability," LSE Research Online Documents on Economics 70715, London School of Economics and Political Science, LSE Library.
• David Andolfatto & Ed Nosal, 2017. "Bank Panics and Scale Economies," Working Papers 2017-9, Federal Reserve Bank of St. Louis.
• David M. Arseneau & David E. Rappoport & Alexandros Vardoulakis, 2017. "Private and Public Liquidity Provision in Over-the-Counter Markets," Finance and Economics Discussion Series 2017-033, Board of Governors of the Federal Reserve System (U.S.).
• Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016. "Bank exposures and sovereign stress transmission," ESRB Working Paper Series 11, European Systemic Risk Board.
• Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," IREA Working Papers 201707, University of Barcelona, Research Institute of Applied Economics, revised Apr 2017.
• Claire-Océane Chevallier, 2017. "Empirical Investigation of the Effect of Bank Long Term Debt on Loans and Output in the Euro-zone," DEM Discussion Paper Series 17-04, Department of Economics at the University of Luxembourg.
• Raslan Alzubi & Mustafa Caglayan & Kostas Mouratidis, 2017. "The Risk-Taking Channel in the US: A GVAR Approach," Working Papers 2017009, The University of Sheffield, Department of Economics.
• Anatoli Segura & Javier Suarez, 2016. "How excessive is banks’ maturity transformation?," ESRB Working Paper Series 03, European Systemic Risk Board.
• Eric Rosengren, 2017. "Financial stability: the role of real estate values: remarks at the Asia-Pacific High Level Meeting on Banking Supervision, Bali, Indonesia, March 22, 2017," Speech 115, Federal Reserve Bank of Boston.
• Sarah El Joueidi, 2017. "Self-Regulation and Stock Listing Decision of Banks," DEM Discussion Paper Series 17-05, Department of Economics at the University of Luxembourg.
• Keuschnigg, Christian & Kogler, Michael, 2017. "Schumpeterian Banks: Credit Reallocation and Capital Requirements," Economics Working Paper Series 1704, University of St. Gallen, School of Economics and Political Science, revised Dec 2019.
• S. Demiralp & J. Eisenschmidt & T. Vlassopoulos, 2017. "Negative interest rates, excess liquidity and bank business models: Banks’ reaction to unconventional monetary policy in the euro area," Koç University-TUSIAD Economic Research Forum Working Papers 1708, Koc University-TUSIAD Economic Research Forum.
• Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Francesc R. Tous, 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," ESRB Working Paper Series 05, European Systemic Risk Board.
• Matthias Neuenkirch & Matthias Nöckel, 2017. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2017-02, University of Trier, Department of Economics.
• Tammuz H Alraheb Ab & Christina Nicolas & Amine Tarazi, 2018. "Institutional Environment and Bank Capital Ratios," Working Papers hal-01475923, HAL.
• Alexander Schäfer & Isabel Schnabel & Beatrice Weder di Mauro, 2016. "Bail-in expectations for European banks: Actions speak louder than words," ESRB Working Paper Series 07, European Systemic Risk Board.
• Iñaki Aldasoro & Robert Unger, 2017. "External financing and economic activity in the euro area - why are bank loans special?," BIS Working Papers 622, Bank for International Settlements.
• Lukas Altermatt, 2017. "Inside money, investment, and unconventional monetary policy," ECON - Working Papers 247, Department of Economics - University of Zurich, revised Jul 2019.
• Filippo Ippolito & José-Luis Peydró & Andrea Polo & Enrico Sette, 2016. "Double bank runs and liquidity risk management," ESRB Working Paper Series 08, European Systemic Risk Board.
• Rey, Hélène & ,, 2017. "Financial Cycles with Heterogeneous Intermediaries," CEPR Discussion Papers 11907, C.E.P.R. Discussion Papers.
• Rama Cont, 2017. "Central clearing and risk transformation," Working Paper 2017/3, Norges Bank.
• Ammann, Manuel & Arnold, Marc & Straumann, Simon, 2017. "Illuminating the Dark Side of Financial Innovation: The Role of Investor Information," Working Papers on Finance 1704, University of St. Gallen, School of Finance.
• Bremus, Franziska & Neugebauer, Katja, 2017. "Don't stop me now: the impact of credit market fragmentation on firms' financing constraints," LSE Research Online Documents on Economics 70774, London School of Economics and Political Science, LSE Library.
• Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Understanding the fundamental dynamics of interbank networks," Discussion Papers 1711, Graduate School of Economics, Kobe University.