Report NEP-BAN-2021-06-28

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:

• Gounopoulos, Dimitrios & Luo, Kaisheng & Nicolae, Anamaria & Paltalidis, Nikos, 2021, "Banks' Liquidity Management During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 108219, May.
• Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2021, "Hierarchical contagions in the interdependent financial network," MPRA Paper, University Library of Munich, Germany, number 108421, Jun.
• Ormazabal, Gaizka & López-Espinosa, Germán & Sakasai, Yuki, 2020, "Switching From Incurred to Expected Loan Loss Provisioning: Early Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14803, May.
• William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021, "Hierarchical contagions in the interdependent financial network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202113, Jun, revised Jun 2021.
• Nuno Coimbra & Daisoon Kim & Hélène Rey, 2021, "Central Bank Policy and the Concentration of Risk: Empirical Estimates," NBER Working Papers, National Bureau of Economic Research, Inc, number 28907, Jun.
• Sriya Anbil & Mark A. Carlson & Mary-Frances Styczynski, 2021, "The Effect of the PPPLF on PPP Lending by Commercial Banks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-030, May, DOI: 10.17016/FEDS.2021.030.
• Alyssa G. Anderson & Wenxin Du & Bernd Schlusche, 2021, "Arbitrage Capital of Global Banks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-032, May, DOI: 10.17016/FEDS.2021.032.
• Robert M. Adams & Kenneth P. Brevoort & John C. Driscoll, 2021, "Is Lending Distance Really Changing? Distance Dynamics and Loan Composition in Small Business Lending," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-011, Feb, DOI: 10.17016/FEDS.2021.011.
• Luca Guerrieri & James Collin Harkrader, 2021, "What Drives Bank Peformance?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-009, Feb, DOI: 10.17016/FEDS.2021.009.
• Ongena, Steven & Gandré, Pauline & Mariathasan, Mike & Merrouche, Ouarda, 2020, "Unintended Consequences Of The Global Derivatives Market Reform," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14802, May.
• Item repec:rza:wpaper:862 is not listed on IDEAS anymore

• Luca Guerrieri & Michele Modugno, 2021, "The Information Content of Stress Test Announcements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-012, Feb, DOI: 10.17016/FEDS.2021.012.
• Diogo Serra & Lucas Avezum, 2021, "Assessment of the effectiveness of the macroprudential measures implemented in the context of the Covid-19 pandemic," Working Papers, Banco de Portugal, Economics and Research Department, number w202107.
• Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2021, "Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach," MPRA Paper, University Library of Munich, Germany, number 108272, Jun.
• Lijun Bo & Tongqing Li & Xiang Yu, 2021, "Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence," Papers, arXiv.org, number 2106.09978, Jun, revised May 2022.
• Gambacorta, Leonardo & Aldasoro, Inaki & Giudici, Paolo & Leach, Thomas, 2020, "The drivers of cyber risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14805, May.
• Sy-Hoa Ho & Jamel Saadaoui, 2021, "Bank credit and economic growth: a dynamic threshold panel model for ASEAN countries," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-24.
• Georgescu, Oana-Maria & Martín, Diego Vila, 2021, "Do macroprudential measures increase inequality? Evidence from the euro area household survey," Working Paper Series, European Central Bank, number 2567, Jun.
• Basiri, Kiana & Mahmoudi, Babak, 2020, "Possible income misstatement on mortgage loan applications: Evidence from the Canadian housing market," MPRA Paper, University Library of Munich, Germany, number 108450.
• Beni Egressy & Roger Wattenhofer, 2021, "Bailouts in Financial Networks," Papers, arXiv.org, number 2106.12315, Jun.
• Areski Cousin & Ying Jiao & Christian y Robert & Olivier David Zerbib, 2021, "Optimal asset allocation subject to withdrawal risk and solvency constraints," Working Papers, HAL, number hal-03244380, Jun.
• Jiri Witzany & Martin Divis, 2021, "Interest Rate Risk of Savings Accounts," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/21, Jun, revised Jun 2021.
• José R. Maria & Paulo Júlio & Sílvia Santos, 2021, "Risk shocks, due loans, and policy options: When less is more!," Working Papers, Banco de Portugal, Economics and Research Department, number w202108.
• Ongena, Steven & Mishra, Mrinal, 2020, "The Effect of Conflict on Lending: Evidence from Indian Border Areas," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14925, Jun.
• Luojia Hu & Xing Huang & Andrei Simonov, 2020, "Credit Score Doctors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-07, Feb, DOI: 10.21033/wp-2020-07.
• Kaihua Qin & Liyi Zhou & Pablo Gamito & Philipp Jovanovic & Arthur Gervais, 2021, "An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities," Papers, arXiv.org, number 2106.06389, Jun, revised Oct 2021.
• Schularick, Moritz & ter Steege, Lucas & Ward, Felix, 2020, "Leaning against the wind and crisis risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14797, May.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulos, 2021, "Real Estate and Rental Markets during Covid Times," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 21-02.
• Yesol Huh & You Suk Kim, 2021, "Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Market Quality," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-031, May, DOI: 10.17016/FEDS.2021.031.

Report NEP-BAN-2021-06-28

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: