Report NEP-BAN-2010-12-18

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmes 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:

• Nikolaos Papanikolaou & Christian Wolff, 2010. "Leverage and risk in US commercial banking in the light of the current financial crisis," LSF Research Working Paper Series 10-12, Luxembourg School of Finance, University of Luxembourg.
• Markus Leibrecht & Johann Scharler, 2010. "Banks, Financial Markets and International Consumption Risk Sharing," Economics working papers 2010-15, Department of Economics, Johannes Kepler University Linz, Austria.
• Ross Levine, 2010. "The governance of financial regulation: reform lessons from the recent crisis," BIS Working Papers 329, Bank for International Settlements.
• Charles Goodhart, 2010. "The changing role of central banks," BIS Working Papers 326, Bank for International Settlements.
• Francesco Cannata & Massimo Libertucci & Francesco Piersante & Mario Quagliariello, 2010. "Regulatory impact assessment at the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers) 78, Bank of Italy, Economic Research and International Relations Area.
• Richhild Moessner & William A Allen, 2010. "Banking crises and the international monetary system in the Great Depression and now," BIS Working Papers 333, Bank for International Settlements.
• Lanot, Gauthier & Leece, David, 2010. "The Performance of UK Securitized Subprime Mortgage Debt: ‘Idiosyncratic’ Behaviour or Mortgage Design?," MPRA Paper 27137, University Library of Munich, Germany.
• Michael D. Bordo & John S. Landon-Lane, 2010. "The Global Financial Crisis of 2007-08: Is it Unprecedented?," NBER Working Papers 16589, National Bureau of Economic Research, Inc.
• Sokolov, Yuri, 2010. "Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model," MPRA Paper 27222, University Library of Munich, Germany.
• Alessio De Vincenzo & Maria Alessandra Freni & Andrea Generale & Sergio Nicoletti Altimari & Mario Quagliariello, 2010. "Lessons learned from the financial crisis for financial stability and banking supervision," Questioni di Economia e Finanza (Occasional Papers) 76, Bank of Italy, Economic Research and International Relations Area.
• Dominique Guegan & Bertrand Hassani & Cédric Naud, 2010. "An efficient threshold choice for operational risk capital computation," Documents de travail du Centre d'Economie de la Sorbonne 10096, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2011.
• Nikolaos Papanikolaou, 2010. "Market Strucutre, Screening Activity and Bank Lending Behavior," LSF Research Working Paper Series 10-11, Luxembourg School of Finance, University of Luxembourg.
• Gabriel Jiménez & Atif R. Mian & José-Luis Peydró & Jesús Saurina, 2010. "Local Versus Aggregate Lending Channels: The Effects Of Securitization On Corporate Credit Supply In Spain," NBER Working Papers 16595, National Bureau of Economic Research, Inc.
• Jan Willem van den End, 2010. "Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?," DNB Working Papers 269, Netherlands Central Bank, Research Department.
• Simplice A., Asongu, 2010. "Post-crisis bank liquidity risk management disclosure," MPRA Paper 27266, University Library of Munich, Germany.
• Koralai Kirabaeva, 2010. "Adverse Selection, Liquidity, and Market Breakdown," Staff Working Papers 10-32, Bank of Canada.
• Cristina Danciulescu, 2010. "Backtesting Value-at-Risk Models: A Multivariate Approach," Caepr Working Papers 2010-004, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Giacomo Ricotti & Vittorio Pinelli & Giovanni Santini & Laura Santuz & Ernesto Zangari & Stefania Zotteri, 2010. "The tax burden on the banking sector: some methodological issues and assessments," Questioni di Economia e Finanza (Occasional Papers) 80, Bank of Italy, Economic Research and International Relations Area.
• Manthos, Delis & Iftekhar, Hasan & Pantelis, Kazakis, 2010. "Bank regulations and income inequality: Empirical evidence," MPRA Paper 27379, University Library of Munich, Germany.
• Christian Wolff & Theo Vermaelen & George Pennacchi, 2010. "Contingent Capital: The Case for COERCs," LSF Research Working Paper Series 10-08, Luxembourg School of Finance, University of Luxembourg.
• John Vickers, 2010. "Central banks and competition authorities: institutional comparisons and new concerns," BIS Working Papers 331, Bank for International Settlements.
• Ilhyock Shim & Haibin Zhu, 2010. "The impact of CDS trading on the bond market: evidence from Asia," BIS Working Papers 332, Bank for International Settlements.
• Sergio Mayordomo & Juan Ignacio Peña & Eduardo S. Schwartz, 2010. "Are all Credit Default Swap Databases Equal?," NBER Working Papers 16590, National Bureau of Economic Research, Inc.
• Cuntz, A.N. & Blind, K., 2010. "Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort," ERIM Report Series Research in Management ERS-2010-044-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Nargiza Maksudova, 2010. "Macroeconomics of Microfinance: How Do the Channels Work?," CERGE-EI Working Papers wp423, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Pei Pei, 2010. "Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights," Caepr Working Papers 2010-010, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.