Report NEP-BAN-2014-05-17

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:

• Dean Corbae & Pablo D'Erasmo, 2014. "Capital requirements in a quantitative model of banking industry dynamics," Working Papers 14-13, Federal Reserve Bank of Philadelphia.
• Liu, Xiaochun, 2013. "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper 55801, University Library of Munich, Germany.
• Fernando Alvarez & Gadi Barlevy, 2014. "Mandatory Disclosure and Financial Contagion," Working Paper Series WP-2014-4, Federal Reserve Bank of Chicago.
• Tolga Umut Kuzubas & Burak Saltoglu & Can Sever, 2014. "Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation," Working Papers 2014/01, Bogazici University, Department of Economics.
• Guillaume Bazot, 2014. "Financial Consumption and the Cost of Finance: Measuring Financial Efficiency in Europe (1950-2007)," Working Papers halshs-00986912, HAL.
• Born, Benjamin & Pfeifer, Johannes, 2014. "Risk Matters: A Comment," Dynare Working Papers 39, CEPREMAP.
• Thomas Lux, 2014. "Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market," Kiel Working Papers 1917, Kiel Institute for the World Economy.
• Tomas Fiala & Tomas Havranek, 2014. "Ailing Mothers, Healthy Daughters? Contagion in the Central European Banking Sector," Working Papers IES 2014/10, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2014.
• Karl Finger & Thomas Lux, 2014. "Friendship between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," Kiel Working Papers 1916, Kiel Institute for the World Economy.
• Majid Bazarbash, 2013. "Valuation of Collateral and Transaction Services," GSIA Working Papers 2014-E5, Carnegie Mellon University, Tepper School of Business.
• Item repec:nsr:niesrd:11269 is not listed on IDEAS anymore

• Gara M. dup Afonso & Ricardo Lagos, 2014. "The Over-the-Counter Theory of the Fed Funds Market: A Primer," Working Papers 711, Federal Reserve Bank of Minneapolis.
• Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 11187, Banco de la Republica.
• Diana Zigraiova & Petr Jakubik, 2014. "Systemic Event Prediction by Early Warning System," Working Papers IES 2014/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2014.
• Paolo Gelain & Pelin Ilbas, 2014. "Monetary and macroprudential policies in an estimated model with financial intermediation," Working Paper Research 258, National Bank of Belgium.
• Hana Dzmuranova & Petr Teply, 2014. "Risk management of savings accounts," Working Papers IES 2014/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2014.
• Jan A. Kregel & Mario Tonveronachi, 2014. "Fundamental principles of financial regulation and supervision," Working papers wpaper29, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
• Benjamin Käfer, 2014. "The Taylor Rule and Financial Stability: A Literature Review with Application for the Eurozone," MAGKS Papers on Economics 201430, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2014. "Extremal Dependence and Contagion," CAMA Working Papers 2014-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chao, Shih-kang & Härdle, Wolfgang Karl & Hien, Pham-thu, 2014. "Credit risk calibration based on CDS spreads," SFB 649 Discussion Papers 2014-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Hakimi, Abdelaziz & Hamdi, Helmi, 2013. "The duration of bank relationships and the performance of Tunisian firms," MPRA Paper 55754, University Library of Munich, Germany, revised 2014.
• Xin Dong & Harry Zheng, 2014. "Intensity Process for a Pure Jump L\'evy Structural Model with Incomplete Information," Papers 1405.3767, arXiv.org.
• J. Scott Davis & Adrienne Mack & Wesley Phoa & Anne Vandenabeele, 2014. "Credit booms, banking crises, and the current account," Globalization Institute Working Papers 178, Federal Reserve Bank of Dallas.
• Jan Kregel, 2014. "Minsky and Dynamic Macroprudential Regulation," Economics Public Policy Brief Archive ppb_131, Levy Economics Institute.
• Item repec:imk:wpaper:133-2013 is not listed on IDEAS anymore

• Richard W. Fisher, 2014. "Comments on tailored regulation and forward guidance (with reference to Dr. Seuss, Strother Martin in Cool Hand Luke and other serious economists)," Speeches and Essays 149, Federal Reserve Bank of Dallas.
• Jean-Michel Sahut & Sandrine Boulerne, 2014. "Flaws in Banking Governance," Working Papers 2014-290, Department of Research, Ipag Business School.
• Mário Jorge Mendonça & Adolfo Sachsida, 2014. "Modelando a Demanda de Crédito Para Veículos no Brasil: Uma Abordagem com Mudança de Regime," Discussion Papers 1960, Instituto de Pesquisa Econômica Aplicada - IPEA.
• Fonseca, Marcelo Gonçalves da Silva & Pereira, Pedro L. Valls, 2014. "Credit shocks and monetary policy in Brazil: a structural FAVAR approach," Textos para discussão 358, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Camilo González & Luisa Silva & Carmiña Vargas & Andrés M. Velasco, 2013. "Uncertainty in the Money supply mechanism and interbank markets in Colombia," Borradores de Economia 11094, Banco de la Republica.
• Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," Borradores de Economia 11105, Banco de la Republica.
• Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 11145, Banco de la Republica.
• Kashiwabara, Chie, 2014. "The asset/liability structure of the Philippine banks and non-bank financial institutions in 2000s : a preliminary study for financial access analyses," IDE Discussion Papers 468, Institute of Developing Economies, Japan External Trade Organization(JETRO).