Report NEP-BAN-2019-08-12

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.

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Other reports in NEP-BAN

The following items were announced in this report:

• Galina Hale & Tumer Kapan & Camelia Minoiu, 2019, "Shock Transmission through Cross-Border Bank Lending: Credit and Real Effects," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-052, Jul, DOI: 10.17016/FEDS.2019.052.
• Fontana, Silvia Dalla & Holz auf der Heide, Marco & Pelizzon, Loriana & Scheicher, Martin, 2019, "The anatomy of the euro area interest rate swap market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 255, DOI: 10.2139/ssrn.3431052.
• Elena Carletti & Roberto Marquez & Silvio Petriconi, 2018, "The redistributive effects of bank capital regulation," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 18102.
• Stefan Gebauer & Falk Mazelis, 2019, "Macroprudential Regulation and Leakage to the Shadow Banking Sector," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1814.
• Firano, Zakaria & Filali adib, Fatine, 2018, "Prevision des difficultes bancaires : un modele d'alerte precoce pour le cas du maroc
  [Prediction of banking difficulties: an early warning model for moroccan banking system]," MPRA Paper, University Library of Munich, Germany, number 95165, Feb.
• Behn, Markus & Mangiante, Giacomo & Parisi, Laura & Wedow, Michael, 2019, "Behind the scenes of the beauty contest: window dressing and the G-SIB framework," Working Paper Series, European Central Bank, number 2298, Jul.
• Nicolas Reigl & Lenno Uuskula, 2019, "Alternative frameworks for measuring credit gaps and setting countercyclical capital buffers," Bank of Estonia Working Papers, Bank of Estonia, number wp2018-07, Jan, revised 23 Jan 2019, DOI: 10.23656/25045520/072018/0159.
• Mungiria, James & Ondabu, Ibrahim, 2019, "Role of Credit Reference Bureau On Financial Intermediation: Evidence from The Commercial Banks in Kenya," MPRA Paper, University Library of Munich, Germany, number 95050, Jun.
• Yavuz Arslan & Ahmet Degerli & Gazi Kabaş, 2019, "Unintended consequences of unemployment insurance benefits: the role of banks," BIS Working Papers, Bank for International Settlements, number 795, Jul.
• Iren Levina & Robert Sturrock & Alexandra Varadi & Gavin Wallis, 2019, "Modelling the distribution of mortgage debt," Bank of England working papers, Bank of England, number 808, Jul.
• Huljak, Ivan & Martin, Reiner & Moccero, Diego, 2019, "The cost-efficiency and productivity growth of euro area banks," Working Paper Series, European Central Bank, number 2305, Aug.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019, "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Department of Economics Working Papers, Durham University, Department of Economics, number 2019_04, May.
• Jonathan Swarbrick, 2019, "Lending Standards, Productivity and Credit Crunches," Staff Working Papers, Bank of Canada, number 19-25, Jul, DOI: 10.34989/swp-2019-25.
• Larsson, Bo & Wijkander, Hans, 2019, "Banking, Capital Regulation, Risk and Dynamics," Research Papers in Economics, Stockholm University, Department of Economics, number 2019:4, Jun.
• Xuehai Zhang, 2019, "Value at Risk and Expected Shortfall under General Semi-parametric GARCH models," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 123, Aug.
• Adam Looney & Constantine Yannelis, 2019, "The Consequences of Student Loan Credit Expansions: Evidence from Three Decades of Default Cycles," Working Papers, Federal Reserve Bank of Philadelphia, number 19-32, Jul, DOI: https://doi.org/10.21799/frbp.wp.20.
• Pavla Klepková Vodová, 2019, "Determinants of Liquidity in Selected CEE Countries," Working Papers, Silesian University, School of Business Administration, number 0067, Jul.
• Franklin Allen & Elena Carletti & Robert Cull & Jun QJ Qian & Lemma Senbet & Patricio Valenzuela, 2018, "Improving Access to Banking: Evidence from Kenya," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 18104.
• Elizabeth Jane Casabianca & Michele Catalano & Lorenzo Forni & Elena Giarda & Simone Passeri, 2019, "An Early Warning System for banking crises: From regression-based analysis to machine learning techniques," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0235, Aug.
• AAlessio Reghezza & Jonathan Williams & Alessio Bongiovanni & Riccardo Santamaria, 2019, "Do Negative Interest Rates Affect Bank Risk-Taking?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 19012, May.
• Bernardo Batiz-Lazo & Alarcon-Molina, Jose & Espinosa-Cristia, Juan Felipe, 2019, "Trust and Agency Redistribution in CajaVecina's Payment Ecosystem," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 19015, Jul.
• Fiedor, Paweł & Killeen, Neill, 2019, "Securisation special purpose entities, bank sponsors and derivatives," ESRB Working Paper Series, European Systemic Risk Board, number 99, Jul.
• Feixue Gong & Gregory Phelan, 2019, "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-07, Jul, revised Jul 2019.
• Martinez-Miera, David & Repullo, Rafael, 2019, "Monetary policy, macroprudential policy, and financial stability," Working Paper Series, European Central Bank, number 2297, Jul.
• Christopher D. Carroll & Jiri Slacalek & Martin Sommer, 2019, "Dissecting Saving Dynamics: Measuring Wealth, Precautionary, and Credit Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 26131, Aug.
• Jung, Alexander & Uhlig, Harald, 2019, "Monetary policy shocks and the health of banks," Working Paper Series, European Central Bank, number 2303, Jul.
• Item repec:imf:imfwpa:19/146 is not listed on IDEAS anymore

• Sigitas Siaudinis, 2019, "Digital Currencies and Central Banking: A Sense of Déjà Vu," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 26, Aug.
• Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019, "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper, University Library of Munich, Germany, number 95209, Jul.
• Ata Can Bertay & Asli Demirgüç-Kunt & Harry Huizinga, 2019, "Are international banks different? Evidence on bank performance and strategy," BIS Working Papers, Bank for International Settlements, number 790, Jun.
• Stefan Avdjiev & Paolo Giudici & Alessandro Spelta, 2019, "Measuring contagion risk in international banking," BIS Working Papers, Bank for International Settlements, number 796, Jul.
• Panagiota Papadimitri & Ansgar Wohlschlegel, 2019, "Lobbying, Regulatory Enforcement and Corporate Governance: Theory and Evidence from Regulatory Enforcement Actions against US Banks," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2019-08, Jul.
• Item repec:imf:imfwpa:19/150 is not listed on IDEAS anymore

• Thiago Christiano Silva & Solange Maria Guerra & Benjamin Miranda Tabak, 2019, "Fiscal Risk and Financial Fragility," Working Papers Series, Central Bank of Brazil, Research Department, number 495, Jul.
• Lewis Gaul & Jonathan Jones & Pinar Uysal, 2019, "Forecasting High-Risk Composite CAMELS Ratings," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1252, Jul, DOI: 10.17016/IFDP.2019.1252.
• Berentsen, Aleksander & Markheim, Marina, 2019, "Peer-to-Peer Lending, Joint Liability and Financial Inclusion with Altruistic Investors," MPRA Paper, University Library of Munich, Germany, number 94963, Jul, revised 02 Jul 2019.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Size, Efficiency, Market Power, and Economies of Scale in the African Banking Sector," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/056, Jan.
• Jakob Fiedler & Josef Ruzicka & Thomas Theobald, 2019, "The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 198-2019.
• DJOUFOUET, Wulli Faustin, 2018, "Statuts juridiques, gouvernance et performance des institutions de microfinance au Cameroun
  [Legal status, governance and performance of microfinance institutions in Cameroon]," MPRA Paper, University Library of Munich, Germany, number 93424, Feb, revised 16 Feb 2019.
• David Aikman & Pavel Chichkanov & Graeme Douglas & Yordan Georgiev & James Howat & Benjamin King, 2019, "System-wide stress simulation," Bank of England working papers, Bank of England, number 809, Jul.

Report NEP-BAN-2019-08-12

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: