Report NEP-BAN-2019-03-18This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian CalmÃ¨s issued this report. It is usually issued weekly.
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 5/FS/18, Central Bank of Ireland.
- Gropp, Reint & Noth, Felix & Schüwer, Ulrich, 2019. "What drives banks' geographic expansion? The role of locally non-diversifiable risk," SAFE Working Paper Series 246, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Santiago FernÃ¡ndez de Lis & Olga Gouveia, 2019. "Central Bank digital currencies: features, options, pros and cons," Working Papers 19/04, BBVA Bank, Economic Research Department.
- McCann, Fergal & McGeever, Niall, 2018. "Cures and Exits: the drivers of NPL resolution in Ireland from 2012 to 2017," Financial Stability Notes 6/FS/18, Central Bank of Ireland.
- Galstyan, Vahagn & Herzberg, Valerie, 2018. "External Balance Sheet Risks in Ireland," Financial Stability Notes 9/FS/18, Central Bank of Ireland.
- Kinghan, Christina, 2018. "Macroprudential Measures and Irish Mortgage Lending: Insights from H1 2018," Financial Stability Notes 8/FS/18, Central Bank of Ireland.
- 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 4/FS/18, Central Bank of Ireland.
- Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers 125, Central Bank of Luxembourg.
- Grundke, Peter & Pliszka, Kamil & Tuchscherer, Michael, 2019. "Model and estimation risk in credit risk stress tests," Discussion Papers 09/2019, Deutsche Bundesbank.
- Marcel Brautigam & Michel Dacorogna & Marie Kratz, 2019. "Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source," Papers 1903.03969, arXiv.org.
- Lamas, Matías & Mencía, Javier, 2019. "What drives sovereign debt portfolios of banks in a crisis context?," ESRB Working Paper Series 88, European Systemic Risk Board.
- Vivek Sharma & Edgar Silgado-Gómez, 2019. "Sovereign Spread Volatility and Banking Sector," CEIS Research Paper 454, Tor Vergata University, CEIS, revised 08 Mar 2019.
- Ellen Ryan & Karl Whelan, 2019. "Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks," Working Papers 201901, School of Economics, University College Dublin.
- Young Sik Kim & Ohik Kwon, 2019. "Central Bank Digital Currency and Financial Stability," Working Papers 2019-6, Economic Research Institute, Bank of Korea.
- Francesco Cordoni & Luca Di Persio & Luca Prezioso, 2019. "A lending scheme for a system of interconnected banks with probabilistic constraints of failure," Papers 1903.06042, arXiv.org, 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 19/964, Ghent University, Faculty of Economics and Business Administration.