Report NEP-BAN-2020-03-02

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:

• Cozzi, Gabriele & Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien, 2020, "Macroprudential policy measures: macroeconomic impact and interaction with monetary policy," Working Paper Series, European Central Bank, number 2376, Feb.
• Delis, Manthos & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020, "Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms?," MPRA Paper, University Library of Munich, Germany, number 98548, Feb.
• Gara M. dup Afonso & João A. C. Santos, 2015, "What Do Bond Markets Think about \\"Too-Big-to-Fail\\" Since Dodd-Frank?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150701, Jul.
• Rising Odegua, 2020, "Predicting Bank Loan Default with Extreme Gradient Boosting," Papers, arXiv.org, number 2002.02011, Jan.
• Qi, Yingjie, 2020, "Big Broad Banks: How Does Cross-Selling Affect Lending?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 384, Jan.
• Aguilar, Pablo & Fahr, Stephan & Gerba, Eddie & Hurtado, Samuel, 2020, "Quest for Robust Optimal Macroprudential Policy," Dynare Working Papers, CEPREMAP, number 53, Feb.
• Item repec:bof:bofitp:2020_002 is not listed on IDEAS anymore

• Emanuele Ciani & Marco Gallo & Zeno Rotondi, 2020, "Public credit guarantee and financial additionalities across SME risk classes," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1265, Feb.
• Martijn Boermans & Bram van der Kroft, 2020, "Capital regulation induced reaching for systematic yield: Financial instability through fire sales," Working Papers, DNB, number 673, Feb.
• Matthieu Garcin & Dominique Guegan & Bertrand Hassani, 2018, "A novel multivariate risk measure: the Kendall VaR," Post-Print, HAL, number halshs-01467857, Apr.
• Lucia Esposito & Davide Fantino & Yeji Sung, 2020, "The impact of TLTRO2 on the Italian credit market: some econometric evidence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1264, Feb.
• Laura Lipscomb & Antoine Martin & Heather Wiggins, 2017, "Why Pay Interest on Excess Reserve Balances?," Liberty Street Economics, Federal Reserve Bank of New York, number 20170927, Sep.
• Tobias Adrian & Nina Boyarchenko, 2013, "Intermediary Leverage Cycles and Financial Stability," Liberty Street Economics, Federal Reserve Bank of New York, number 20131120, Nov.
• Anna Kovner & Peter Van Tassel & Brandon Zborowski, 2018, "Regulatory Changes and the Cost of Capital for Banks," Liberty Street Economics, Federal Reserve Bank of New York, number 20181001a, Oct.
• Nicola Cetorelli & Linda S. Goldberg, 2011, "Global Banks and Their Internal Capital Markets during the Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20110711, Jul.
• Nicola Cetorelli, 2012, "A Principle for Forward-Looking Monitoring of Financial Intermediation: Follow the Banks!," Liberty Street Economics, Federal Reserve Bank of New York, number 20120723b, Jul.
• Amanda Carmignani & Marco Manile & Andrea Orame & Marcello Pagnini, 2020, "Online banking services and branch networks," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 543, Feb.
• Thomas Philippon, 2020, "On fintech and financial inclusion," BIS Working Papers, Bank for International Settlements, number 841, Feb.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020, "How banks respond to distress: Shifting risks in Europe's banking union," Working Papers, DNB, number 669, Jan.
• Jesús Fernández-Villaverde & Daniel Sanches & Linda Schilling & Harald Uhlig, 2020, "Central Bank Digital Currency: Central Banking For All?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26753, Feb.
• Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery, 2014, "The CLASS Model: A Top-Down Assessment of the U.S. Banking System," Liberty Street Economics, Federal Reserve Bank of New York, number 20140604, Jun.
• Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020, "Simulating fire sales in a system of banks and asset managers," Working Paper Series, European Central Bank, number 2373, Feb.
• Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach, 2020, "Operational and cyber risks in the financial sector," BIS Working Papers, Bank for International Settlements, number 840, Feb.
• Item repec:imf:imfscr:20/17 is not listed on IDEAS anymore

• Allen, Franklin & Covi, Giovanni & Gu, Xian & Kowalewski, Oskar & Montagna, Mattia, 2020, "The interbank market puzzle," Working Paper Series, European Central Bank, number 2374, Feb.
• Joost Bats, 2020, "Corporates dependence on banks: The impact of ECB corporate sector purchases," Working Papers, DNB, number 667, Jan.

Report NEP-BAN-2020-03-02

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: