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Report NEP-BAN-2023-10-16
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:
- Peter Eccles & Paul Grout & Anna Zalewska & Paolo Siciliani, 2023, "Open banking, shadow banking and regulation," Bank of England working papers, Bank of England, number 1039, Sep.
- Jessica N. Flagg & Simona Hannon, 2023, "FinTech-Issued Personal Loans in the U.S," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2023-08-30-1, Aug.
- Alona Shmygel, 2023, "Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 17-2023, Sep.
- Jessica N. Flagg & Simona Hannon, 2023, "An Overview of Personal Loans in the U.S," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-057, Aug, DOI: 10.17016/FEDS.2023.057.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023, "Margins, debt capacity, and systemic risk," BIS Working Papers, Bank for International Settlements, number 1121, Sep.
- David Elliott & Ralf R. Meisenzahl & José-Luis Peydró, 2023, "Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-29, Aug, DOI: 10.21033/wp-2023-29.
- Joel Suss & Adam Hughes, 2023, "Bank expectations and prudential outcomes," Bank of England working papers, Bank of England, number 1035, Aug.
- David M. Arseneau & Mitsuhiro Osada, 2023, "Central Bank Mandates and Communication about Climate Change: Evidence from A Large Dataset of Central Bank Speeches," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-14, Sep.
- Laine, Olli-Matti & Nelimarkka, Jaakko, 2023, "Assessing targeted longer-term refinancing operations: Identification through search intensity," Bank of Finland Research Discussion Papers, Bank of Finland, number 13/2023.
- González, Fernando & Triandafil, Cristina Morar, 2023, "The European significant risk transfer securitisation market," ESRB Occasional Paper Series, European Systemic Risk Board, number 23, Oct.
- Anatolii Hlazunov, 2023, "Corporate credit growth determinants in Ukraine: bank lending survey data application," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2023, Sep.
- António Afonso & José Alves & Sofia Monteiro, 2023, "Banks’ portfolio of government debt and sovereign risk," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0289, Oct.
- Sandhya Garg & Samarth Gupta & Sushanta Mallick, 2023, "Does Social Identity Constrain Rural Entrepreneurship? The Role of Financial Inclusion," IEG Working Papers, Institute of Economic Growth, number 460.
- Perotti, Enrico C., 2023, "A safe core mandate," SAFE Policy Letters, Leibniz Institute for Financial Research SAFE, number 103.
- Levent Altinoglu, 2023, "A Theory of Safe Asset Creation, Systemic Risk, and Aggregate Demand," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-062, Sep, DOI: 10.17016/FEDS.2023.062.
- Francesca Carapella & Grace Chuan & Jacob Gerszten & Nathan Swem, 2023, "Tokenization: Overview and Financial Stability Implications," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-060, Sep, DOI: 10.17016/FEDS.2023.060.
- Alexis Drach, 2023, "An Early Form of European Champions? Banking Clubs between European Integration and Global Banking (1960s-1990s)," Post-Print, HAL, number hal-04112324, DOI: 10.1080/00076791.2021.2025220.
- Thosapon Tonghui & Jin Seo Cho, 2023, "Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-220, Sep.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Giovanni Covi & Anne‑Caroline Hüser & Caterina Lepore, 2023, "Macroprudential stress‑test models: a survey," Bank of England working papers, Bank of England, number 1037, Aug.
- Barbara Annicchiarico & Marco Carli & Francesca Diluiso, 2023, "Climate policies, macroprudential regulation, and the welfare cost of business cycles," Bank of England working papers, Bank of England, number 1036, Aug.
- Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2023, "Households’ Response to the Wealth Effects of Inflation," CESifo Working Paper Series, CESifo, number 10648.
- Rasmus Ingemann Tuffveson Jensen & Joras Ferwerda & Christian Remi Wewer, 2023, "Searching for Smurfs: Testing if Money Launderers Know Alert Thresholds," Papers, arXiv.org, number 2309.12704, Sep, revised Jul 2025.
- Meng Wu, 2023, "Traditions and Innovations: The Rise and Decline of the Shanxi Piaohao (Banks) in the Context of Growing Sino-Foreign Economic Interaction, the 1840s to 1910s," Economics Discussion Paper Series, Economics, The University of Manchester, number 2306, Sep.
- Lee, David, 2023, "Default Forecasting and Credit Valuation Adjustment," MPRA Paper, University Library of Munich, Germany, number 118578, Sep.
- Jurre Thiel & Henrik Zaunbrecher, 2023, "Mortgage Debt Limits and Buy-to-Let Investors: A Structural Model of Housing with an Endogenous Rental Sector," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 449, Sep, DOI: 10.34932/wfaj-zs98.
- Samuel Bazzi & Marc-Andreas Muendler & Raquel F. Oliveira & James E. Rauch, 2023, "Credit Supply Shocks and Firm Dynamics: Evidence from Brazil," NBER Working Papers, National Bureau of Economic Research, Inc, number 31721, Sep.
- Diogo Baerlocher, 2023, "Financial Exclusion and Inflation Costs," Working Papers, University of South Florida, Department of Economics, number 2023-01, Sep.
- Javier Garcia Cicco & Patricio Goldstein & Federico Sturzenegger, 2023, "Permanent and Transitory Monetary Shocks around the World," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 275, Sep.
- David Xiao, 2023, "Default Process Modeling and Credit Valuation Adjustment," Papers, arXiv.org, number 2309.03311, Sep.
- Kyriakos Georgiou & Athanasios N. Yannacopoulos, 2023, "Probability of Default modelling with L\'evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9," Papers, arXiv.org, number 2309.12384, Sep.
- Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer, 2023, "The Drivers of Emission Reductions in the European Carbon Market," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 08/2023, Sep.
- Lambrecht, Marco & Oechssler, Jörg & Weidenholzer, Simon, 2023, "On the benefits of robo-advice in financial markets," Working Papers, University of Heidelberg, Department of Economics, number 0734, Sep.
- Dück, Alexander & Verona, Fabio, 2023, "Monetary policy rules: model uncertainty meets design limits," Bank of Finland Research Discussion Papers, Bank of Finland, number 12/2023.
- YAMADA, Haruna, 2023, "Financial Integration, Excess Consumption Volatility, and the World Real Interest Rate," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-133, Sep.
- Esteban Callejas Perez, 2023, "Essays in housing, credit, remittances, and taxes: How remittances affect credit demand and housing in Colombia and how transfer taxes influence Belgian housing," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/362449, Aug.
- Haseeb Tariq & Marwan Hassani, 2023, "Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions," Papers, arXiv.org, number 2309.13662, Sep.