Report NEP-BAN-2021-09-13

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Sergio Castellanos-Gamboa 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:

• Marc Blatter & Andreas Fuster, 2021. "Scale Effects on Efficiency and Profitability in the Swiss Banking Sector," Swiss Finance Institute Research Paper Series 21-61, Swiss Finance Institute.
• Berthonnaud, Pierre & Cesati, Enrico & Drudi, Maria Ludovica & Jager, Kirsten & Kick, Heinrich & Lanciani, Marcello & Schneider, Ludwig & Schwarz, Claudia & Siakoulis, Vasileios & Vroege, Robert, 2021. "Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises," Occasional Paper Series 261, European Central Bank.
• Ricarda Haffki, 2021. "Determinants of Credit Spreads in Commercial Real Estate Senior Loans of German Lenders," ERES eres2021_31, European Real Estate Society (ERES).
• Khalfallah, Fatma & Necib, Adel, 2020. "Bank credit risk and performance: the case of Tunisian banks during the period 2005 – 2015," MPRA Paper 109506, University Library of Munich, Germany.
• Maureen Cowhey & Jane E. Ihrig & Cindy M. Vojtech & Gretchen C. Weinbach, 2021. "How Dynamic is Bank Liquidity, Including when the COVID-19 Pandemic First Set In?," FEDS Notes 2021-08-30-1, Board of Governors of the Federal Reserve System (U.S.).
• Castro-Iragorri, C & Ramírez, J & Vélez, S, 2021. "Financial intermediation and risk in decentralized lending protocols," Documentos de Trabajo 19420, Universidad del Rosario.
• Rishabh, Kumar, 2021. "Bank as a Venture Capitalist," Working papers 2021/09, Faculty of Business and Economics - University of Basel.
• Eoin McLaughlin & Rowena Pecchenino, 2021. "Fringe Banking and Financialisation: Pawnbroking in pre-famine and famine Ireland," Working Papers 0215, European Historical Economics Society (EHES).
• Itzhak Ben-David & Mark J. Johnson & René M. Stulz, 2021. "Why Did Small Business FinTech Lending Dry Up During the COVID-19 Crisis?," NBER Working Papers 29205, National Bureau of Economic Research, Inc.
• Maëlle VAILLE, 2021. "Central bank balance sheet and systemic risk," Bordeaux Economics Working Papers 2021-15, Bordeaux School of Economics (BSE).
• Herpfer, Christoph & Maturana, Gonzalo, 2020. "Credit Rating Inflation: Is It Still Relevant and Who Prices It?," MPRA Paper 109461, University Library of Munich, Germany.
• J. Sebastián Becerra & José Carreño & Juan Francisco Martínez, 2021. "A semi-structural model with banking sector for stress testing scenario design," Working Papers Central Bank of Chile 922, Central Bank of Chile.
• Pablo Ottonello & Diego J. Perez & Paolo Varraso, 2021. "Are Collateral-Constraint Models Ready for Macroprudential Policy Design?," NBER Working Papers 29204, National Bureau of Economic Research, Inc.
• Kim, Mee Jung & Lee, Kyung Min & Earle, John S., 2021. "Does the Community Reinvestment Act Increase Small Business Lending in Lower Income Neighborhoods?," IZA Discussion Papers 14681, Institute of Labor Economics (IZA).
• Nicola Cetorelli & Michael G. Jacobides & Samuel Stern, 2021. "Going with the Flow: Changes in Banks’ Business Model and Performance Implications," Liberty Street Economics 20210901, Federal Reserve Bank of New York.
• Bastien Lextrait, 2021. "Scaling up SME's credit scoring scope with LightGBM," EconomiX Working Papers 2021-25, University of Paris Nanterre, EconomiX.
• Christoph Gortz & Danny McGowan & Mallory Yeromonahos, 2021. "Furlough and Household Financial Distress during the COVID-19 Pandemic," Discussion Papers 21-13, Department of Economics, University of Birmingham.
• Shotaro Watanabe & Gianluca Marcato & Bing Zhu, 2021. "The Third Trigger of Strategic Default: Households’ Portfolio Composition," ERES eres2021_203, European Real Estate Society (ERES).
• Borchert, Lea & de Haas, Ralph & Kirschenmann, Karolin & Schultz, Alison, 2021. "How the withdrawal of global correspondent banks hurts Emerging Europe," ZEW policy briefs 6/2021, ZEW - Leibniz Centre for European Economic Research.
• Belgin Akcay & Mert Akyuz & Çan Karul, 2021. "The Causality between Mortgage Credit and House Price: The Turkish Case," ERES eres2021_28, European Real Estate Society (ERES).
• Jun Chen & Michael Ewens, 2021. "Venture Capital and Startup Agglomeration," NBER Working Papers 29211, National Bureau of Economic Research, Inc.
• Laszlo Bokor, 2021. "Bank Carbon Risk Index – A simple indicator of climate-related transition risks of lending activity," MNB Occasional Papers 2021/141, Magyar Nemzeti Bank (Central Bank of Hungary).
• Michelle W. Bowman, 2021. "Community Bank Access to Innovation: a speech at the Government Relations Council (GRC) meeting sponsored by The American Bankers Association, Washington, D.C. (virtual conference)," Speech 93038, Board of Governors of the Federal Reserve System (U.S.).
• Rob Luginbuhl, 2020. "Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model," CPB Discussion Paper 409, CPB Netherlands Bureau for Economic Policy Analysis.
• Patrick T. Harker, 2021. "Understanding How Americans Earn, Save, and Invest: New Perspectives on Consumer Behavior in Credit and Payments Markets Conference," Speech 93033, Federal Reserve Bank of Philadelphia.
• Gee Hee Hong & Matthew Klepacz & Ernesto Pasten & Raphael Schoenle, 2021. "The Real Effects of Monetary Shocks: Evidence from Micro Pricing Moments," Working Papers 21-17, Federal Reserve Bank of Cleveland.
• Beckmann, Joscha & Comunale, Mariarosaria, 2021. "Exchange rate fluctuations and the financial channel in emerging economies," BOFIT Discussion Papers 11/2021, Bank of Finland, Institute for Economies in Transition.
• Malik, Arsalan Haneef & Rehman, Awais Ur & Khan, Mubashir Ali, 2020. "Disclosures relating to Covid-19 in the Malaysian banking industry: Theory and Practice," MPRA Paper 109224, University Library of Munich, Germany.
• Noam, Eli, 2021. "The Macro-Economics of Crypto-Currencies: The Role of Private Moneys in Monetary Policy," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world 238043, International Telecommunications Society (ITS).
• Marco Felici & Franz Fuerst, 2021. "The Heterogenous Relationship of Owner-Occupied and Investment Property with Household Portfolio Choice," ERES eres2021_193, European Real Estate Society (ERES).
• Graf, Erika, 2021. "Banken auf dem Holzweg? Eine empirische Untersuchung der Bewertung von Kreditkarten aus Holz," Working Paper Series 19, Frankfurt University of Applied Sciences, Faculty of Business and Law.
• Patricia Crifo & Yann Kervinio & Emile Quinet, 2021. "L’intégration des impacts environnementaux dans l’évaluation des investissements privés," PSE-Ecole d'économie de Paris (Postprint) hal-03270118, HAL.
• de Gendre, Alexandra & Kabátek, Jan, 2021. "From Subsidies to Loans: The Effects of a National Student Finance Reform on the Choices of Secondary School Students," IZA Discussion Papers 14686, Institute of Labor Economics (IZA).
• Sai Ding & Minjoo Kim & Xiao Zhang, 2021. "New Insight on Investment-Cash Flow Sensitivity," Working Papers 2021_16, Business School - Economics, University of Glasgow.
• Chengcheng Jia & Jing Cynthia Wu, 2021. "Average Inflation Targeting: Time Inconsistency And Intentional Ambiguity," Working Papers 21-19R, Federal Reserve Bank of Cleveland, revised 01 Feb 2022.