Report NEP-BAN-2017-11-19

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:

• Begenau, Juliane & Landvoigt, Tim, 2017. "Financial Regulation in a Quantitative Model of the Modern Banking System," Research Papers 3558, Stanford University, Graduate School of Business.
• Sudipto Karmakar & Leonardo Gambacorta, 2017. "Leverage and Risk Weighted Capital Requirements," Working Papers REM 2017/09, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• T. R. Hurd, 2017. "Bank Panics and Fire Sales, Insolvency and Illiquidity," Papers 1711.05289, arXiv.org.
• Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," CESifo Working Paper Series 6354, CESifo.
• Li, Jieying & Zhang, Xin, 2017. "House Prices, Home Equity, and Personal Debt Composition," Working Paper Series 343, Sveriges Riksbank (Central Bank of Sweden).
• Cheng-Der Fuh & Chuan-Ju Wang, 2017. "Efficient Exponential Tilting for Portfolio Credit Risk," Papers 1711.03744, arXiv.org, revised Apr 2019.
• Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
• Jed Armstrong & Nicholas Mulligan, 2017. "Diving in the deep end of domestic deposits," Reserve Bank of New Zealand Analytical Notes series AN2017/05, Reserve Bank of New Zealand.
• Simplice Asongu & Paul Acha-Anyi, 2017. "ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects," Working Papers of the African Governance and Development Institute. 17/045, African Governance and Development Institute..
• Gadatsch, Niklas & Mann, Lukas & Schnabel, Isabel, 2017. "A new IV approach for estimating the efficacy of macroprudential measures," Working Papers 05/2017, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
• Almanza Ramírez, Camilo & Mora, Jhon James & Cendales, Andrés, 2017. "Profit efficiency of banks in Colombia with undesirable output: A directional distance function approach," Economics Discussion Papers 2017-90, Kiel Institute for the World Economy (IfW Kiel).