Report NEP-BAN-2020-02-24This 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:
- Ioana Neamtu, 2020. "Multiple buffer CoCos and their impact on financial stability," Tinbergen Institute Discussion Papers 20-010/IV, Tinbergen Institute.
- Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2020. "Optimal Bank Regulation In the Presence of Credit and Run-Risk," NBER Working Papers 26689, National Bureau of Economic Research, Inc.
- Demirguc-Kunt,Asli & Horvath,Balint Laszlo & Huizinga,Harry P., 2019. "Regulatory Arbitrage and Cross-Border Syndicated Loans," Policy Research Working Paper Series 9037, The World Bank.
- Alain MONFORT & Jean-Paul RENNE & Guillaume ROUSSELLET, 2020. "Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion," Working Papers 2020-01, Center for Research in Economics and Statistics.
- Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How Banks Respond to Distress: Shifting Risks in Europeâ€™s Banking Union," Tinbergen Institute Discussion Papers 20-006/IV, Tinbergen Institute.
- Arraiz,Irani & Bruhn,Miriam & Roth,Benjamin N. & Ruiz Ortega,Claudia & Stucchi,Rodolfo Mario, 2019. "Free Riding in Loan Approvals : Evidence from SME Lending in Peru," Policy Research Working Paper Series 9072, The World Bank.
- Imbierowicz, Björn & Löffler, Axel & Vogel, Ursula, 2019. "The transmission of bank capital requirements and monetary policy to bank lending," Discussion Papers 49/2019, Deutsche Bundesbank.
- Anginer,Deniz & Bertay,Ata Can & Cull,Robert J. & Demirguc-Kunt,Asli & Mare,Davide Salvatore, 2019. "Bank Regulation and Supervision Ten Years after the Global Financial Crisis," Policy Research Working Paper Series 9044, The World Bank.
- Chikako Baba & Salvatore Dell'Erba & Enrica Detragiache & Olamide Harrison & Aiko Mineshima & Anvar Musayev & Asghar Shahmoradi, 2020. "How Should Credit Gaps Be Measured? An Application to European Countries," IMF Working Papers 20/6, International Monetary Fund.
- Marina Moretti & Marc C Dobler & Alvaro Piris Chavarri, 2020. "Managing Systemic Banking Crises; New Lessons and Lessons Relearned," IMF Departmental Papers / Policy Papers 20/05, International Monetary Fund.
- Dominique Guegan & Christophe Hénot, 2018. "A Probative Value for Authentication Use Case Blockchain," Post-Print halshs-01896540, HAL.
- Dräger, Vanessa & Heckmann-Draisbach, Lotta & Memmel, Christoph, 2020. "Interest and credit risk management in German banks: Evidence from a quantitative survey," Discussion Papers 02/2020, Deutsche Bundesbank.
- Katya Kartashova, 2020. "The Effect of Mortgage Rate Resets on Debt: Evidence from TransUnion (Part I)," Staff Analytical Notes 2020-2, Bank of Canada.