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25 documents matched the search for the 2012-09-16 issue of the NEP report on Banking (nep-ban), currently edited by Sergio Castellanos-Gamboa.
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11121

An MVAR framework to capture extreme events in macro-prudential stress tests,
Paolo Guarda, Abdelaziz Rouabah and John Theal, from European Central Bank (2012)
Keywords: counterparty risk, Luxembourg banking sector, MVAR, stress testing, tier 1 capital ratio
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The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks,
Krzysztof Olszewski, from University Library of Munich, Germany (2012)
Keywords: Commercial Real Estate; macro-financial stability policy; banking sector; central banks;
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Financial structures and the real effects of credit-supply shocks in Denmark 1922-2011,
Kim Abildgren, from European Central Bank (2012)
Keywords: banking and financial crises, credit-supply shocks, Danish economic history, vector autoregressions
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Household leverage,
Stefano Corradin, from European Central Bank (2012)
Keywords: Default premium, loan to income ratio and, loan to value ratio, negative home equity, rent risk premium
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Excessive bank risk taking and monetary policy,
Itai Agur and Maria Demertzis, from European Central Bank (2012)
Keywords: leverage, Macroprudential, monetary transmission, supervision
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Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008,
Bernd Schwaab, Siem Jan Koopman and Andre Lucas, from European Central Bank (2012)
Keywords: credit portfolio models, Default risk, financial crisis, frailty-correlated defaults, state space methods
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Syndicated Loan Spreads and the Composition of the Syndicate,
Jongha Lim, Bernadette A. Minton and Michael Weisbach, from National Bureau of Economic Research, Inc (2012) Downloads

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads,
Hui Chen, Yu Xu and Jun Yang, from National Bureau of Economic Research, Inc (2012) Downloads

Sovereign Defaults and Banking Crises,
Cesar Sosa-Padilla, from University Library of Munich, Germany (2012)
Keywords: Sovereign Default; Banking Crisis; Credit Crunch; Optimal Fiscal Policy; Markov Perfect Equilibrium; Endogenous Cost of Default; Domestic Debt
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Latin American banking efficiency and use of production factors. Are domestic and foreign banks so different?,
Francisco Javier Sáez-Fernández and Andres Picazo-Tadeo, from Department of Applied Economics II, Universidad de Valencia (2012) Downloads

Central Banking for Financial Stability in Asia,
Masahiro Kawai and Peter Morgan, from East Asian Bureau of Economic Research (2012)
Keywords: Asia, Central Banking, Financial Stability, GFC lessons, systemic financial risk, emerging economies, macroprudential, financial system, financial regulatory cooperation, central banks
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Flight-to-Liquidity and the Great Recession,
Sören Radde, from DIW Berlin, German Institute for Economic Research (2012)
Keywords: real business cycles, financial frictions, liquidity hoarding, bank capital channel, credit crunch
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Moral hazard, dividends, and risk in banks,
Enrico Onali, from Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012)
Keywords: dividend, bank risk, moral hazard
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Does monetary policy affect bank risk?,
Yener Altunbas, Leonardo Gambacorta and David Marques-Ibanez, from Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012)
Keywords: bank risk, monetary policy, credit crisis.
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Bank Risk during the Financial Crisis: Do business models matter?,
Yener Altunbas, Simone Manganelli and David Marques-Ibanez, from Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012)
Keywords: bank risk, business models, bank regulation, financial crisis, Basle III
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Executive Board Composition and Bank Risk Taking,
Allen N. Berger, Thomas Kick and Klaus Schaeck, from Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012)
Keywords: Banks, executives, risk taking, age, gender, education
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The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy,
John Ashton and Andros Gregoriou, from Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012)
Keywords: Interest rate transmission, Market definition, Bank Branching.
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Can an interest-free credit facility be more efficient than a usurious payday loan?,
Murizah Osman Salleh, Aziz Jaafar and M. Shahid Ebrahim, from Bangor Business School, Prifysgol Bangor University (Cymru / Wales) (2012)
Keywords: interest-free loan, payday loan, financial exclusion, liquidity facility, cooperatives
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Loan regulation and child labor in rural India,
Basab Dasgupta and Christian Zimmermann, from Federal Reserve Bank of St. Louis (2012)
Keywords: Loans; Child labor; India
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Sales-Maximization vs. Profit-Maximization: Managerial Behavior at Japanese Regional Banks 1980-2009,
Kozo Harimaya, Takao Ohkawa, Makoto Okamura and Tetsuya Shinkai, from School of Economics, Kwansei Gakuin University (2012)
Keywords: firm objective, strategic delegation, managerial incentives, financial liberalization and banking
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Can macro variables used in stress testing forecast the performance of banks?,
Luca Guerrieri and Michelle Welch, from Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads

Estimating changes in supervisory standards and their economic effects,
William F. Bassett, Seung Jung Lee and Thomas W. Spiller, from Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads

Bank capital ratios and the structure of nonfinancial industries,
Seung Jung Lee and Viktors Stebunovs, from Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads

Consolidation and merger activity in the United States banking industry from 2000 through 2010,
Robert M. Adams, from Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads

Credit Frictions, Collateral and the Cyclical Behaviour of the Finance Premium,
Pierre-Richard Agénor, George Bratsiotis and Damjan Pfajfar, from Economics, The University of Manchester (2012) Downloads

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