Report NEP-BAN-2023-07-17

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:

• Beck, Thorsten & Peltonen, Tuomas & Perotti, Enrico & Sánchez Serrano, Antonio & Suarez, Javier, 2023. "Corporate credit and leverage in the EU: recent evolution, main drivers and financial stability implications," Report of the Advisory Scientific Committee 14, European Systemic Risk Board.
• Valentina Cepeda & Bibiana Taboada-Arango & Mauricio Villamizar-Villegas, 2023. "Can Central Bank Credibility Improve Monetary Policy? A Meta-Analysis," Borradores de Economia 1239, Banco de la Republica de Colombia.
• Mark A. Aguiar & Manuel Amador & Cristina Arellano, 2023. "Pareto Improving Fiscal and Monetary Policies: Samuelson in the New Keynesian Model," NBER Working Papers 31297, National Bureau of Economic Research, Inc.
• Gaston Giordana & Michael H. Ziegelmeyer, 2023. "Household indebtedness and their vulnerability to rising interest rates," BCL working papers 173, Central Bank of Luxembourg.
• Colangelo, Antonio & Pérez, Asier Cornejo & Liberati, Danilo & Nuzzo, Giorgio & Caloca, Antonio Rodríguez, 2023. "Reporting and derivation of data on financial transactions related to banks’ securities holdings," Statistics Paper Series 44, European Central Bank.
• Georgios Bampinas & Theodore Panagiotidis & Panagiotis N. Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Working Paper series 23-09, Rimini Centre for Economic Analysis.
• Li Lian Ong & Min Wei & Christian Schmieder, 2023. "Insights into credit loss rates: a global database," BIS Working Papers 1101, Bank for International Settlements.
• Hongyang Yang & Xiao-Yang Liu & Christina Dan Wang, 2023. "FinGPT: Open-Source Financial Large Language Models," Papers 2306.06031, arXiv.org.
• Paravisini, Daniel & Rappoport, Veronica & Schnabl, Philipp, 2023. "Specialization in bank lending: evidence from exporting firms," LSE Research Online Documents on Economics 119458, London School of Economics and Political Science, LSE Library.
• Marc Auboin & Eddy Bekkers & Dario De Quarti, 2023. "A Novel Framework to Evaluate Changes in Access to and Costs of Trade Finance," CESifo Working Paper Series 10445, CESifo.
• Carin van der Cruijsen & Jelmer Reijerink, 2023. "Uncovering the digital payment divide: understanding the importance of cash for groups at risk," Working Papers 781, DNB.
• Santiago Camara, 2023. "International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects," Papers 2306.04562, arXiv.org.
• Elisabeth Gsottbauer & Michael Kirchler & Christian König-Kersting, 2023. "Climate Crisis Attitudes among Financial Professionals and Climate Experts," Working Papers 2023-06, Faculty of Economics and Statistics, Universität Innsbruck.
• Grochola, Nicolaus & Schlütter, Sebastian, 2023. "Discretionary decisions in capital requirements under Solvency II," ICIR Working Paper Series 50/23, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• John Hooley & Mr. Ashraf Khan & Claney Lattie & Istvan Mak & Ms. Natalia Salazar & Amanda Sayegh & Mr. Peter Stella, 2023. "Quasi-Fiscal Implications of Central Bank Crisis Interventions," IMF Working Papers 2023/114, International Monetary Fund.
• Victor Medina-Olivares & Raffaella Calabrese, 2023. "Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans," Papers 2306.01749, arXiv.org.
• Donato Ceci & Alessandro Montino & Sara Pinoli & Andrea Silvestrini, 2023. "Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy," Questioni di Economia e Finanza (Occasional Papers) 778, Bank of Italy, Economic Research and International Relations Area.
• Aubrechtova, Jana & Heinle, Elke & Porcel, Rafel Moyà & Torres, Boris Osorno & Piloiu, Anamaria & Queiroz, Ricardo & Silvonen, Torsti & Vaz Cruz, Lia, 2023. "Enhancing climate resilience of monetary policy implementation in the euro area," Occasional Paper Series 318, European Central Bank.
• Kosekova, Kamelia & Maddaloni, Angela & Papoutsi, Melina & Schivardi, Fabiano, 2023. "Firm-bank relationships: a cross-country comparison," Working Paper Series 2826, European Central Bank.
• Joshua S. Gans, 2023. "Cryptic Regulation of Crypto-Tokens," NBER Working Papers 31301, National Bureau of Economic Research, Inc.
• Marc Arnold & Minyue Dong & Romain Oberson, 2023. "Economic Consequences of Banks’ Use of their Discretion over the Accounting and Regulatory Treatment of Investment Securities," Swiss Finance Institute Research Paper Series 23-36, Swiss Finance Institute, revised Jun 2023.
• Christian Hoynck & Luca Rossi, 2023. "The drivers of market-based inflation expectations in the euro area and in the US," Questioni di Economia e Finanza (Occasional Papers) 779, Bank of Italy, Economic Research and International Relations Area.
• Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri, 2023. "Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?," Working papers 912, Banque de France.
• Claudio Borio, 2023. "Getting up from the floor," BIS Working Papers 1100, Bank for International Settlements.
• Jessica Reale, 2023. "Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach," Papers 2306.05860, arXiv.org.
• Massimiliano Affinito & Matteo D'Amato & Raffaele Santioni, 2023. "The evolution of bank fees as a source of income: trends and new business models – evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 777, Bank of Italy, Economic Research and International Relations Area.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2023. "Green Tilts," NBER Working Papers 31320, National Bureau of Economic Research, Inc.
• Amberg, Niklas, 2023. "Do Credit Lines Provide Reliable Liquidity Insurance? Evidence from Commercial-Paper Backup Lines," Working Paper Series 425, Sveriges Riksbank (Central Bank of Sweden).
• Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Woon Gyu Choi & Farah Mugrabi, 2023. "Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter?," IMF Working Papers 2023/119, International Monetary Fund.
• Korsu, Robert Dauda & Tamuke, Edmund, 2023. "Bank Credit, Private Investment And Macroeconomic Uncertainty In Sierra Leone," MPRA Paper 117624, University Library of Munich, Germany.
• Heon Lee, 2023. "On the Instability of Fractional Reserve Banking," Papers 2305.14503, arXiv.org, revised Apr 2024.
• Gatti, Matteo & Gorea, Denis & Presbitero, Andrea, 2023. "The effect of EIB operations on private sector lending outside the European Union," EIB Working Papers 2023/03, European Investment Bank (EIB).
• Felipe Aldunate & Felipe Gonzalez & Mounu Prem, 2023. "The limits of hegemony: U.S. banks and Chilean firms in the Cold War," Working Papers 952, Queen Mary University of London, School of Economics and Finance.
• Callan Windsor & Terhi Jokipii & Matthieu Bussiere, 2023. "The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data," RBA Research Discussion Papers rdp2023-05, Reserve Bank of Australia.
• Markus K. Brunnermeier & Sergio A. Correia & Stephan Luck & Emil Verner & Tom Zimmermann, 2023. "The Debt-Inflation Channel of the German Hyperinflation," NBER Working Papers 31298, National Bureau of Economic Research, Inc.
• Giacomo De Giorgi & Costanza Naguib, 2023. "Life after (Soft) Default," Papers 2306.00574, arXiv.org, revised Apr 2024.
• Andrea Orame & Rodney Ramcharan & Roberto Robatto, 2023. "Quantitative easing, accounting and prudential frameworks, and bank lending," Temi di discussione (Economic working papers) 1412, Bank of Italy, Economic Research and International Relations Area.
• Yannis Dafermos, 2023. "Towards a climate just financial system," Working Papers 259, Department of Economics, SOAS University of London, UK.
• Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," ESRB Working Paper Series 142, European Systemic Risk Board.
• Linda S. Goldberg, 2023. "Global Liquidity: Drivers, Volatility and Toolkits," Staff Reports 1064, Federal Reserve Bank of New York.
• Naveen Rai & Patrick Sabourin, 2023. "Why Consumers Disagree About Future Inflation," Discussion Papers 2023-11, Bank of Canada.
• Bellia, Mario & Calès, Ludovic, 2023. "Bank profitability and central bank digital currency," Working Papers 2023-06, Joint Research Centre, European Commission.