Report NEP-BAN-2018-10-08

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

• Hans Degryse & Artashes Karapetyan & Sudipto Karmakar, 2018. "To Ask or Not To Ask? Collateral versus Screening in Lending Relationships," Working Papers REM 2018/49, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Bremus, Franziska & Schmidt, Kirsten & Tonzer, Lena, 2018. "Interactions between regulatory and corporate taxes: How is bank leverage affected?," IWH Discussion Papers 16/2018, Halle Institute for Economic Research (IWH).
• Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018. "What drives local lending by global banks?," BIS Working Papers 746, Bank for International Settlements.
• Oliver Rehbein, 2018. "Flooded through the Back Door: Firm-Level Effects of Banks' Lending Shifts," CRC TR 224 Discussion Paper Series crctr224_043_2018, University of Bonn and University of Mannheim, Germany.
• Gündüz, Yalin, 2018. "Mitigating counterparty risk," Discussion Papers 35/2018, Deutsche Bundesbank.
• G. Chiesa & J. M. Mansilla-Fern ndez, 2018. "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi," Working Papers wp1124, Dipartimento Scienze Economiche, Universita' di Bologna.
• Oliver Rehbein & Santiago Carbo-Valverde, 2018. "Nowhere Else to Go: The Determinants of Bank-Firm Relationship Discontinuations after Bank Mergers," CRC TR 224 Discussion Paper Series crctr224_044_2018, University of Bonn and University of Mannheim, Germany.
• Felipe Restrepo & Lina Cardona-Sosa & Philip E. Strahan, 2018. "Funding liquidity without banks: evidence from a shock to the cost of very short-term debt," Borradores de Economia 1056, Banco de la Republica de Colombia.
• Paul Embrechts & Alexander Schied & Ruodu Wang, 2018. "Robustness in the Optimization of Risk Measures," Papers 1809.09268, arXiv.org, revised Feb 2021.
• Mathias Drehmann & James Yetman, 2018. "Why you should use the Hodrick-Prescott filter - at least to generate credit gaps," BIS Working Papers 744, Bank for International Settlements.
• Herwartz, Helmut & Roestel, Jan, 2018. "A structural approach to identify financial transmission in distinguished scenarios of crises," Economics Working Papers 2018-08, Christian-Albrechts-University of Kiel, Department of Economics.
• Marcela Eslava & Xavier Freixas, 2018. "Public Development Banks and Credit Market Imperfections," Documentos de Trabajo 16726, The Latin American and Caribbean Economic Association (LACEA).
• Michael Brei & Ramon Moreno, 2018. "Reserve requirements and capital flows in Latin America," BIS Working Papers 741, Bank for International Settlements.
• Miroslav Gabrovski & Victor Ortego-Marti, 2018. "Search and Credit Frictions in the Housing Market," Working Papers 201816, University of California at Riverside, Department of Economics.
• Yu-Sin Chang, 2018. "Systemic Risk and the Dependence Structures," Papers 1809.03425, arXiv.org.
• Marius Pfeuffer & Goncalo dos Reis & Greig smith, 2018. "Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations," Papers 1809.09889, arXiv.org, revised Feb 2020.
• Epstein, Brendan & Finkelstein Shapiro, Alan, 2017. "Banking and Financial Participation Reforms, Labor Markets, and Financial Shocks," MPRA Paper 88697, University Library of Munich, Germany.
• Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The macroeconomic effects of macroprudential policy," BIS Working Papers 740, Bank for International Settlements.
• Djimoudjiel, Djekonbe, 2018. "Banking capitalization and financial development in Chad: the comparative effects of the banking process," MPRA Paper 88875, University Library of Munich, Germany.