Report NEP-BAN-2024-04-08

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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The following items were announced in this report:

• Buchetti, Bruno & Miquel-Flores, Ixart & Perdichizzi, Salvatore & Reghezza, Alessio & Lin, Luca X., 2024, "Loan guarantee and portfolio greening: evidence from European credit registers," Working Paper Series, European Central Bank, number 2916, Mar.
• Rodolfo G. Campos & Jesus Fernandez-Villaverde & Galo Nuno & Peter Paz, 2024, "Navigating by Falling Stars:Monetary Policy with Fiscally Driven Natural Rates," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-007, Aug.
• Tatar, Balint & Wieland, Volker, 2024, "Taylor rules and the inflation surge: The case of the Fed," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 201.
• Henrik Andersen & Ragnar E Juelsrud & Carola Müller, 2024, "Risk-based pricing in competitive lending markets," BIS Working Papers, Bank for International Settlements, number 1169, Feb.
• Daixin Wang & Zhiqiang Zhang & Yeyu Zhao & Kai Huang & Yulin Kang & Jun Zhou, 2024, "Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning," Papers, arXiv.org, number 2403.06482, Mar.
• Muhammed Bulutay, 2024, "Better than Perceived? Correcting Misperceptions about Central Bank Inflation Forecasts," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0034, Mar, DOI: 10.48462/opus4-5355.
• Ariadne Checo & Francesco Grigoli & Damiano Sandri, 2024, "Monetary Policy Transmission in Emerging Markets: Proverbial Concerns, Novel Evidence," BIS Working Papers, Bank for International Settlements, number 1170, Mar.
• Ebner, André & Westhoff, Christiane, 2024, "Joining up prudential and resolution regulation for systemically important banks," ESRB Occasional Paper Series, European Systemic Risk Board, number 25, Mar.
• John O S Wilson & Linh Nguyen & Anna Sobiech & Lechedzani Kgari, 2024, "Bank business model identification evolution and outcomes evidence for South Africa," Working Papers, South African Reserve Bank, number 11059, Mar.
• Tiffany Eder & Claire Labonne & Caitlin O'Loughlin & Krish Sharma, 2024, "Managing Risk in Cards Portfolios: Risk Appetite and Limits," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number 24-01, Feb.
• Alessandro Cantelmo & Nikos Fatouros & Giovanni Melina & Chris Papageorgiou, 2024, "Monetary policy under natural disaster shocks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1443, Mar.
• Ross M. Batzer & Jonah Coste & William M. Doerner & Michael J. Seiler, 2024, "The Lock-In Effect of Rising Mortgage Rates," FHFA Staff Working Papers, Federal Housing Finance Agency, number 24-03, Mar.
• Camila Gutierrez & Javier Turen & Alejandro Vicondoa, 2024, "Chinese Macroeconomic Surprises and the Global Financial Cycle," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 577.
• Steininger, Lea & Hesse, Casimir, 2024, "Buying into new ideas: The ECB’s evolving justification of unlimited liquidity," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 357, Mar.
• Ms. Mai Hakamada & Carl E. Walsh, 2024, "The Consequences of Falling Behind the Curve: Inflation Shocks and Policy Delays Under Rational and Behavioral Expectations," IMF Working Papers, International Monetary Fund, number 2024/042, Mar.
• Gabriel Rodríguez & Luis Surco, 2024, "Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-533, DOI: 10.18800/2079-8474.0533.
• Hu, Bowei, 2024, "Banking Without Banks: How Bank Account Ownership Influences Racial Disparities in Alternative Financial Services," OSF Preprints, Center for Open Science, number mcew5, Mar, DOI: 10.31219/osf.io/mcew5.
• Yuteng Cheng & Ryuichiro Izumi, 2024, "Monetary Policy Transmission Through Shadow and Traditional Banks," Staff Working Papers, Bank of Canada, number 24-9, Mar, DOI: 10.34989/swp-2024-9.
• Lea Steininger & Casimir Hesse, 2024, "Buying into new ideas: The ECB’s evolving justification of unlimited liquidity," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp357, Mar.
• Jiri Gregor, 2024, "A Stress Test Approach to the Calibration of Borrower-Based Measures: A Case Study of the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/2, Mar.
• Meyer, Justus & Teppa, Federica, 2024, "Consumers' payment preferences and banking digitalisation in the euro area," Working Paper Series, European Central Bank, number 2915, Mar.
• Weber, Michael & Candia, Bernardo & Afrouzi, Hassan & Ropele, Tiziano & Lluberas, Rodrigo & Frache, Serafin & Meyer, Brent & Kumar, Saten & Gorodnichenko, Yuriy & Georgarakos, Dimitris & Coibion, Oliv, 2024, "Tell me something I don’t already know: learning in low and high-inflation settings," Working Paper Series, European Central Bank, number 2914, Mar.
• Tomás Monarrez & Lesley J. Turner, 2024, "The Effect of Student Loan Payment Burdens on Borrower Outcomes," Working Papers, Federal Reserve Bank of Philadelphia, number 24-08, Mar, DOI: 10.21799/frbp.wp.2024.08.
• Rambod Rahmani & Marco Parola & Mario G. C. A. Cimino, 2024, "A machine learning workflow to address credit default prediction," Papers, arXiv.org, number 2403.03785, Mar.
• Lioba Heimbach & Wenqian Huang, 2024, "DeFi leverage," BIS Working Papers, Bank for International Settlements, number 1171, Mar.
• Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2024, "When Should Central Banks Fear Inflation Expectations?," CESifo Working Paper Series, CESifo, number 10966.
• Zhenbang Feng & Hardhik Mohanty & Bhaskar Krishnamachari, 2024, "Modeling and Analysis of Crypto-Backed Over-Collateralized Stable Derivatives in DeFi," Papers, arXiv.org, number 2402.18119, Feb.
• Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2024, "Stablecoins and Crypto Shocks," Liberty Street Economics, Federal Reserve Bank of New York, number 20240308, Mar.
• Tommaso Gasparini & Vivien Lewis & Stéphane Moyen & Stefania Villa, 2024, "Risky Firms and Fragile Banks: Implications for Macroprudential Policy," Working papers, Banque de France, number 944.
• Spiros Bougheas & David I. Harvey & Alan Kirman & Douglas Nelson & Alan P. Kirman & Douglas R. Nelson, 2024, "Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters," CESifo Working Paper Series, CESifo, number 10991.
• Pablo Hernández de Cos, 2024, "The role of macroprudential policy in the stabilisation of macro-financial fluctuations. Conference on Financial Stability/Banco de Portugal, Lisbon (Portugal), 2 October 2023," Occasional Papers, Banco de España, number 2403, Feb, DOI: https://doi.org/10.53479/36072.
• Michael Bleaney, 2024, "Did the Bank of England's quantitative easing programme become fiscally wasteful?," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2024/01.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024, "The diabolic loop between sovereign and banking risk in the euro area," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202406, Feb, revised Feb 2024.
• Alessandro Lin & Marcel Peruffo, 2024, "Aggregate uncertainty, HANK, and the ZLB," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1442, Mar.
• Guglielmo Maria Caporale & Matteo Alessi, 2024, "Cooperative Credit Banks and Economic Fluctuations: The Italian Case," CESifo Working Paper Series, CESifo, number 10958.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2024, "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," Working Papers, Federal Reserve Bank of Boston, number 24-2, Mar, DOI: 10.29412/res.wp.2024.02.
• Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024, "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series, European Central Bank, number 344, Mar.

Report NEP-BAN-2024-04-08

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: