Report NEP-BAN-2016-03-06

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:

• Dong Beom Choi & Hyun-Soo Choi, 2016. "The effect of monetary policy on bank wholesale funding," Staff Reports 759, Federal Reserve Bank of New York.
• Suarez, Javier & Segura, Anatoli, 2016. "How Excessive Is Banks' Maturity Transformation?," CEPR Discussion Papers 11111, C.E.P.R. Discussion Papers.
• Viktar Fedaseyeu, 2015. "Debt collection agencies and the supply of consumer credit," Working Papers 15-23, Federal Reserve Bank of Philadelphia.
• Sewin Chan & Andrew F. Haughwout & Andrew Hayashi & Wilbert Van der Klaauw, 2015. "Determinants of mortgage default and consumer credit use: the effects of foreclosure laws and foreclosure delays," Staff Reports 732, Federal Reserve Bank of New York.
• Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2016. "Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure," Documents de travail du Centre d'Economie de la Sorbonne 16006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Francesco Ferrante, 2015. "Risky Mortgages, Bank Leverage and Credit Policy," Finance and Economics Discussion Series 2015-110, Board of Governors of the Federal Reserve System (U.S.).
• Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and Credit Quality," International Finance Discussion Papers 1148, Board of Governors of the Federal Reserve System (U.S.).
• Dominique Guegan & Bertrand K. Hassani, 2016. "More Accurate Measurement for Enhanced Controls: VaR vs ES?," Documents de travail du Centre d'Economie de la Sorbonne 16015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Knott, Samuel & Richardson, Peter & Rismanchi, Katie & Sen, Kallol, 2014. "Financial Stability Paper 31: Understanding the fair value of banks’ loans," Bank of England Financial Stability Papers 31, Bank of England.
• Simplice Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2015. "Information Asymmetry and Financial Development Dynamics in Africa," Working Papers of the African Governance and Development Institute. 15/025, African Governance and Development Institute..
• van Wijnbergen, Sweder & Chan, Stephanie, 2016. "CoCo Design, Risk Shifting and Financial Fragility," CEPR Discussion Papers 11099, C.E.P.R. Discussion Papers.
• Matta, Rafael & Perotti, Enrico, 2015. "Insecure debt," LSE Research Online Documents on Economics 65099, London School of Economics and Political Science, LSE Library.
• Reint E. Gropp & K. Park, 2016. "To Separate or not to Separate Investment from Commercial Banking? An Empirical Analysis of Attention Distortion under Multiple Tasks," IWH Discussion Papers 2, Halle Institute for Economic Research.
• Viresh Amin, 2014. "The Role of Trust-Control Mechanisms in Operations Processes: Mitigating Mission Drift in a Microfinance Institution in Gujarat, India," Management Working Papers 7, Birkbeck Department of Management, revised Jun 2014.
• Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015. "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series 2015-90, Board of Governors of the Federal Reserve System (U.S.).
• Carlos Madeira, 2016. "Explaining the Cyclical Volatility of Consumer Debt Risk," Working Papers Central Bank of Chile 772, Central Bank of Chile.
• Christoffer Koch & Ken Okamura, 2016. "Why does the FDIC sue?," Working Papers 1601, Federal Reserve Bank of Dallas.
• Bert D'Espallier & Marek Hudon & Ariane Szafarz, 2016. "Aid Volatility and Social Performance in Microfinance," Working Papers CEB 16-015, ULB -- Universite Libre de Bruxelles.
• Michel Dacorogna & Laila Elbahtouri & Marie Kratz, 2015. "Explicit diversification benefit for dependent risks," Working Papers hal-01256869, HAL.
• Murphy, David & Vasios, Michalis & Vause, Nick, 2014. "Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models," Bank of England Financial Stability Papers 29, Bank of England.
• Anderson, Nicola & Webber, Lewis & Noss, Joseph & Beale, Daniel & Crowley-Reidy, Liam, 2015. "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers 34, Bank of England.