Report NEP-BAN-2020-01-06

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:

• Voellmy, Lukas, 2019. "Shadow banking and financial stability under limited deposit insurance," ESRB Working Paper Series 105, European Systemic Risk Board.
• Niknamian, Sorush, 2019. "Discovering Hidden Patterns in Loan Reimbursement," OSF Preprints qfcms, Center for Open Science.
• Hans Gersbach & Jean-Charles Rochet & Martin Scheffel, 2019. "Financial Intermediation, Capital Accumulation and Crisis Recovery," Swiss Finance Institute Research Paper Series 19-62, Swiss Finance Institute.
• Cândida Ferreira, 2019. "Evaluating the European bank efficiency using Data Envelopment Analysis: evidence in the aftermath of the recent financial crisis," Working Papers REM 2019/0109, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Natalya Presman & Nitzan Tzur-Ilan, 2019. "Does Location Matter? Evidence on Differential Mortgage Pricing in Israel," Bank of Israel Working Papers 2019.14, Bank of Israel.
• Michael Held, 2019. "U.S. Regulations and Approaches to Cryptocurrencies," Speech 86638, Federal Reserve Bank of New York.
• d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020. "Unconventional monetary policy and funding liquidity risk," Working Paper Series 2350, European Central Bank.
• Paul Pelzl & María Teresa Valderrama, 2019. "Capital regulations and the management of credit commitments during crisis times," DNB Working Papers 661, Netherlands Central Bank, Research Department.
• Egle Jakucionyte & Swapnil Singh, 2019. "Mortgage Foreclosure Risk After the Great Recession," Bank of Lithuania Working Paper Series 69, Bank of Lithuania.
• Zachary Feinstein & Andreas Sojmark, 2019. "A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field," Papers 1912.08695, arXiv.org.
• Sidik, Muhammad Akbar & fernos, jhon, 2019. "Mekanisme Penyaluran Kredit Modal Kerja Pada Pt. Bank Negara Indonesia Kcu Bukittinggi," OSF Preprints tm49n, Center for Open Science.
• Irma Alonso & Luis Molina, 2019. "The SHERLOC: an EWS-based index of vulnerability for emerging economies," Working Papers 1946, Banco de España.
• Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis & Smets, Frank, 2020. "Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers," Working Paper Series 2349, European Central Bank.
• Yati, Helmi & Afriyeni, Afriyeni, 2019. "Analisis Loan To Deposit Ratio Dan Non Perfoming Loan Pada Pt. Bank Pembangunan Daerah (Bpd) Sumatera Barat Cabang Utama Padang," OSF Preprints vpq36, Center for Open Science.
• Pancrazi, Roberto & Seoane, Hernán D. & Vukotic, Marija, 2019. "Welfare gains of bailouts in a sovereign default model," Research Discussion Papers 25/2019, Bank of Finland.
• Engert, Walter & Fung, Ben & Segendorf, Björn, 2019. "A Tale of Two Countries: Cash Demand in Canada and Sweden," Working Paper Series 376, Sveriges Riksbank (Central Bank of Sweden).
• Kristian S. Blickle & Fernando M. Duarte & Thomas M. Eisenbach & Anna Kovner, 2019. "Banking System Vulnerability: Annual Update," Liberty Street Economics 20191218, Federal Reserve Bank of New York.
• Alimov, Behzod, 2019. "Private debt, public debt, and capital misallocation," IWH-CompNet Discussion Papers 7/2019, Halle Institute for Economic Research (IWH).
• Alex Carrasco & David Florian Hoyle & Rafael Nivin, 2019. "SFX Interventions, Financial Intermediation, and External Shocks in Emerging Economies," Working Papers 160, Peruvian Economic Association.
• Müller, Karsten, 2019. "Electoral cycles in macroprudential regulation," ESRB Working Paper Series 106, European Systemic Risk Board.
• Andrey Itkin & Fazlollah Soleymani, 2019. "Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery," Papers 1912.08713, arXiv.org.
• Boh, Samo & Borgioli, Stefano & Coman, Andra & Chiriacescu, Bogdan & Koban, Anne & Kusmierczyk, Piotr & Pirovano, Mara & Schepens, Thomas & Veiga, Joao, 2019. "European macroprudential database," Statistics Paper Series 32, European Central Bank.
• Pushkareva, Lyudmila & Galochkina, Olga & Bezgacheva, Olga, 2018. "Current trends in the banking system of Russia," MPRA Paper 97386, University Library of Munich, Germany.
• Carlos Altavilla & Miguel Boucinha & José-Luis Peydró & Frank Smets, 2019. "Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers," Economics Working Papers 1684, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2020.
• Zongxi Li & A. Max Reppen & Ronnie Sircar, 2019. "A Mean Field Games Model for Cryptocurrency Mining," Papers 1912.01952, arXiv.org, revised Jan 2022.