Report NEP-BAN-2018-09-10

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:

• Joseph P. Hughes & Loretta J. Mester, 2018. "The Performance of Financial Institutions: Modeling, Evidence, and Some Policy Implications," Departmental Working Papers 201805, Rutgers University, Department of Economics.
• Pablo D'Erasmo & Dean Corbae, 2018. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2018 Meeting Papers 1221, Society for Economic Dynamics.
• Aguirregabiria, Victor & Clark, Robert & Wang, Hui, 2017. "The Geographic Flow of Bank Funding and Access to Credit: Branch Networks and Local-Market Competition," Queen's Economics Department Working Papers 274728, Queen's University - Department of Economics.
• Ester Faia & Sebastien Laffitte & Gianmarco Ottaviano, 2018. "Foreign expansion, competition and bank risk," CEP Discussion Papers dp1567, Centre for Economic Performance, LSE.
• Bora Durdu & Molin Zhong, 2018. "Macroeconomic implications of shadow banks: A DSGE analysis," 2018 Meeting Papers 482, Society for Economic Dynamics.
• Cesar Escalante & Hofner Rusiana, 2018. "Borrower-Specific and Institutional Factors Leading to the Forced or Voluntary Exit of Microfinance Borrowers," Proceedings of International Academic Conferences 7808465, International Institute of Social and Economic Sciences.
• Asongu, Simplice & Odhiambo, Nicholas, 2018. "Testing the Quiet Life Hypothesis in the African Banking Industry," MPRA Paper 88525, University Library of Munich, Germany.
• van Horen, Neeltje & Kotidis, Antonios, 2018. "Repo market functioning: The role of capital regulation," CEPR Discussion Papers 13090, C.E.P.R. Discussion Papers.
• Dmitry Orlov & Andy Skrzypacz & Pavel Zryumov, 2018. "Design of Macro-prudential Stress Tests," 2018 Meeting Papers 913, Society for Economic Dynamics.
• McKeown, Robert, 2017. "Where are the economies of scale in Canadian banking?," Queen's Economics Department Working Papers 274706, Queen's University - Department of Economics.
• McKeown, Robert, 2017. "Costs, size and returns to scale among Canadian and U.S. commercial banks," Queen's Economics Department Working Papers 274708, Queen's University - Department of Economics.
• Benigno, Pierpaolo & Robatto, Roberto, 2018. "Private Money Creation, Liquidity Crises, and Government Intervention," CEPR Discussion Papers 13091, C.E.P.R. Discussion Papers.
• Lars Hornuf & Milan F. Klus & Todor S. Lohwasser & Armin Schwienbacher, 2018. "How Do Banks Interact with Fintech Startups?," CESifo Working Paper Series 7170, CESifo.
• Douglas Gale & Andrea Gamba & Marcella Lucchetta, 2018. "Dynamic Bank Capital Regulation in Equilibrium," 2018 Meeting Papers 680, Society for Economic Dynamics.
• Franco Varetto, 2017. "La correlazione tra PD ed LGD nell’analisi del rischio di credito/The correlation between probability of default and loss given default in the credit risk analysis," IRCrES Working Paper 201714, CNR-IRCrES Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Torino (TO) ITALY.
• Das, Bikramjit & Kratz, Marie, 2017. "Diversification benefits under multivariate second order regular variation," ESSEC Working Papers WP1706, ESSEC Research Center, ESSEC Business School.
• Douglas Gale & Piero Gottardi, 2018. "A General Equilibrium Theory of Capital Structure," 2018 Meeting Papers 264, Society for Economic Dynamics.
• Tobias Adrian, 2018. "Risk Management and Regulation," IMF Departmental Papers / Policy Papers 18/13, International Monetary Fund.
• Tobias Adrian & Bradley Jones, 2018. "Shadow Banking and Market-Based Finance," IMF Departmental Papers / Policy Papers 18/14, International Monetary Fund.
• Jean Armand Gnagne & Kevin Moran, 2018. "Monitoring Bank Failures in a Data-Rich Environment," Cahiers de recherche 1815, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Matthew Darst & Ehraz Refayet, 2018. "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," 2018 Meeting Papers 1004, Society for Economic Dynamics.
• Edward Bace, 2018. "ALM and Credit Risk," Proceedings of International Academic Conferences 7809651, International Institute of Social and Economic Sciences.
• James Conklin & W. Scott Frame & Kristopher Gerardi & Haoyang Liu, 2018. "Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom," FRB Atlanta Working Paper 2018-10, Federal Reserve Bank of Atlanta.
• Michael Lee & Daniel Neuhann, 2018. "The Incentive Channel of Capital Market Interventions," 2018 Meeting Papers 840, Society for Economic Dynamics.
• Juliane Begenau & Jeremy Majerovitz & Saki Bigio, 2018. "Data Lessons on Bank Behavior," 2018 Meeting Papers 161, Society for Economic Dynamics.
• Xuewen Liu, 2018. "Diversification and Systemic Bank Runs," 2018 Meeting Papers 739, Society for Economic Dynamics.