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Report NEP-BAN-2019-03-18
This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmès (Christian Calmes) issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-BAN
The following items were announced in this report:
- Herzberg, Valerie & McQuade, Peter, 2018, "International bank flows and bank business models since the crisis," Financial Stability Notes, Central Bank of Ireland, number 5/FS/18, Aug.
- Gropp, Reint E. & Noth, Felix & Schüwer, Ulrich, 2019, "What drives banks' geographic expansion? The role of locally non-diversifiable risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 246, revised 2019, DOI: 10.2139/ssrn.3347766.
- Santiago Fernández de Lis & Olga Gouveia, 2019, "Central Bank digital currencies: features, options, pros and cons," Working Papers, BBVA Bank, Economic Research Department, number 19/04, Mar.
- McCann, Fergal & McGeever, Niall, 2018, "Cures and Exits: the drivers of NPL resolution in Ireland from 2012 to 2017," Financial Stability Notes, Central Bank of Ireland, number 6/FS/18, Sep.
- Galstyan, Vahagn & Herzberg, Valerie, 2018, "External Balance Sheet Risks in Ireland," Financial Stability Notes, Central Bank of Ireland, number 9/FS/18, Oct.
- Kinghan, Christina, 2018, "Macroprudential Measures and Irish Mortgage Lending: Insights from H1 2018," Financial Stability Notes, Central Bank of Ireland, number 8/FS/18, Oct.
- O'Brien, Eoin & O'Brien, Martin & Velasco, Sofia, 2018, "Measuring and mitigating cyclical systemic risk in Ireland: The application of the countercyclical capital buffer," Financial Stability Notes, Central Bank of Ireland, number 4/FS/18, Jul.
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019, "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers, Central Bank of Luxembourg, number 125, Mar.
- Grundke, Peter & Pliszka, Kamil & Tuchscherer, Michael, 2019, "Model and estimation risk in credit risk stress tests," Discussion Papers, Deutsche Bundesbank, number 09/2019.
- Marcel Brautigam & Michel Dacorogna & Marie Kratz, 2019, "Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source," Papers, arXiv.org, number 1903.03969, Mar, revised Dec 2019.
- Lamas, Matías & Mencía, Javier, 2019, "What drives sovereign debt portfolios of banks in a crisis context?," ESRB Working Paper Series, European Systemic Risk Board, number 88, Mar.
- Vivek Sharma & Edgar Silgado-Gómez, 2019, "Sovereign Spread Volatility and Banking Sector," CEIS Research Paper, Tor Vergata University, CEIS, number 454, Mar, revised 08 Mar 2019.
- Ellen Ryan & Karl Whelan, 2019, "Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks," Working Papers, School of Economics, University College Dublin, number 201901, Jan.
- Young Sik Kim & Ohik Kwon, 2019, "Central Bank Digital Currency and Financial Stability," Working Papers, Economic Research Institute, Bank of Korea, number 2019-6, Feb.
- Francesco Cordoni & Luca Di Persio & Luca Prezioso, 2019, "A lending scheme for a system of interconnected banks with probabilistic constraints of failure," Papers, arXiv.org, number 1903.06042, Mar, revised Oct 2019.
- Pablo D'Erasmo & Igor Livshits & Koen Schoors, 2019, "Banking Regulation With Risk Of Sovereign Default," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/964, Mar.