Report NEP-BAN-2011-04-23

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:

• Miguel A. Segoviano & Charles Goodhart, 2010. "Distress Dependence and Financial Stability," Working Papers Central Bank of Chile 569, Central Bank of Chile.
• Xavier Vives, 2010. "Competition and Stability in Banking," Working Papers Central Bank of Chile 576, Central Bank of Chile.
• Franklin Allen & Elena Carletti, 2010. "The Global Financial Crisis," Working Papers Central Bank of Chile 575, Central Bank of Chile.
• Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper 30132, University Library of Munich, Germany.
• Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "Recessions and Financial Disruptions in Emerging Markets: A Bird´s Eye View," Working Papers Central Bank of Chile 585, Central Bank of Chile.
• Luis Catão & Adrian Pagan, 2010. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach," Working Papers Central Bank of Chile 579, Central Bank of Chile.
• James D. Hamilton & Jing Cynthia Wu, 2011. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers 16956, National Bureau of Economic Research, Inc.
• Rodrigo Alfaro & Andrés Sagner, 2011. "Stress Tests for Banking Sector: A Technical Note," Working Papers Central Bank of Chile 610, Central Bank of Chile.
• Holmberg, Ulf, 2011. "Banking and the Determinants of Credit Crunches," Umeå Economic Studies 822, Umeå University, Department of Economics.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-4643186 is not listed on IDEAS anymore

• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/12, University of Canterbury, Department of Economics and Finance.
• Andrés Felipe García-Suaza & Jose Eduardo Gómez-González & Andrés Murcia pabón & Feenando tenjo Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 8305, Banco de la Republica.
• Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2011. "Systemic risk diagnostics: coincident indicators and early warning signals," Working Paper Series 1327, European Central Bank.
• Orth, Walter, 2010. "The predictive accuracy of credit ratings: Measurement and statistical inference," MPRA Paper 30148, University Library of Munich, Germany, revised 16 Feb 2011.
• José De Gregorio, 2010. "Macroprudential Regulation, Financial Stability and Capital Flows," Economic Policy Papers Central Bank of Chile 37, Central Bank of Chile.
• Mauricio Calani C. & Pablo García S. & Daniel Oda Z., 2010. "Supply and Demand Identification in the Credit Market," Working Papers Central Bank of Chile 571, Central Bank of Chile.
• Jaime Ruiz-Tagle & Francis Vella, 2010. "Borrowing Constraints and Credit Demand," Working Papers Central Bank of Chile 578, Central Bank of Chile.
• John Thanassoulis, 2011. "Bankers' Pay Structure And Risk," Economics Series Working Papers 545, University of Oxford, Department of Economics.
• José Luis Carreño & Gino Loyola & Yolanda Portilla, 2010. "Eficiencia Bancaria en Chile: un Enfoque de Frontera de Beneficios," Working Papers Central Bank of Chile 603, Central Bank of Chile.
• Shin-ichi Fukuda, 2011. "Market-specific and Currency-specific Risk During the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," NBER Working Papers 16962, National Bureau of Economic Research, Inc.
• Gabriel Aparici & Fernando Sepúlveda, 2010. "Household Credit Markets During the Financial Crisis of 2008/2009," Working Papers Central Bank of Chile 591, Central Bank of Chile.
• Masaaki Fujii & Akihiko Takahashi, 2011. "Collateralized CDS and Default Dependence -Implications for the Central Clearing-," CARF F-Series CARF-F-246, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Miguel Delfiner & Anabela Gómez, 2011. "Instrumentos derivados crediticios," CEMA Working Papers: Serie Documentos de Trabajo. 447, Universidad del CEMA.