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Report NEP-BAN-2020-12-07
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:
- Wang, Olivier, 2020, "Banks, low interest rates, and monetary policy transmission," Working Paper Series, European Central Bank, number 2492, Nov.
- Gurgone, Andrea & Iori, Giulia, 2020, "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 164.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico & Vanasco, Victoria, 2023, "Risk mitigating versus risk shifting: Evidence from banks security trading in crises," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 226219, DOI: 10.2139/ssrn.3732831.
- Nicola Borri & Giorgio Di Giorgio, 2020, "Systemic Risk and the COVID Challenge in the European Banking Sector," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 2005, Oct.
- Ivan T. Ivanov & Marco Macchiavelli & João A. C. Santos, 2020, "The Impact of Natural Disasters on the Corporate Loan Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20201118, Nov.
- Kanishka Dam & Prabal Roy Chowdhury, 2020, "Race to collusion: Monitoring and incentive contracts for loan officers under multiple-bank lending," Discussion Papers, Indian Statistical Institute, Delhi, number 20-05, Jun.
- Barbora Stepankova, 2020, "Consistency of Banks' Internal Probability of Default Estimates," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/44, Nov, revised Nov 2020.
- Juliane Begenau & Saki Bigio & Jeremy Majerovitz & Matias Vieyra, 2020, "A Q-Theory Of Banks," Working Papers, Peruvian Economic Association, number 171, Nov.
- Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo, 2020, "Fire sales by euro area banks and funds: what is their asset price impact?," Working Paper Series, European Central Bank, number 2491, Nov.
- Ghamami, Samim & Glasserman, Paul & Young, Hobart, 2022, "Collateralized networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107496, Mar.
- World Bank, 2020, "Competition in Retail Banking Services in Latin America," World Bank Publications - Reports, The World Bank Group, number 34444, Sep.
- Thomas M. Eisenbach & Gregory Phelan, 2020, "Cournot Fire Sales," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-10, Oct.
- Andrew F. Haughwout & Donghoon Lee & Joelle Scally & Wilbert Van der Klaauw, 2020, "Following Borrowers through Forbearance," Liberty Street Economics, Federal Reserve Bank of New York, number 20201117, Nov.
- Lien Laureys & Roland Meeks & Boromeus Wanengkirtyo, 2020, "Optimal simple objectives for monetary policy when banks matter," Bank of England working papers, Bank of England, number 890, Nov.
- Yuanhua Feng & Jan Beran & Sebastian Letmathe & Sucharita Ghosh, 2020, "Fractionally integrated Log-GARCH with application to value at risk and expected shortfall," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 137, Nov.
- Kristian S. Blickle & Matteo Crosignani & Fernando M. Duarte & Thomas M. Eisenbach & Fulvia Fringuellotti & Anna Kovner, 2020, "How Has COVID-19 Affected Banking System Vulnerability?," Liberty Street Economics, Federal Reserve Bank of New York, number 20201116, Nov.