Report NEP-BAN-2020-03-02

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:

• Cozzi, Gabriele & Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien, 2020. "Macroprudential policy measures: macroeconomic impact and interaction with monetary policy," Working Paper Series 2376, European Central Bank.
• Delis, Manthos & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020. "Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms?," MPRA Paper 98548, University Library of Munich, Germany.
• Gara M. dup Afonso & João A. C. Santos, 2015. "What Do Bond Markets Think about \\"Too-Big-to-Fail\\" Since Dodd-Frank?," Liberty Street Economics 20150701, Federal Reserve Bank of New York.
• Rising Odegua, 2020. "Predicting Bank Loan Default with Extreme Gradient Boosting," Papers 2002.02011, arXiv.org.
• Qi, Yingjie, 2020. "Big Broad Banks: How Does Cross-Selling Affect Lending?," Working Paper Series 384, Sveriges Riksbank (Central Bank of Sweden).
• Aguilar, Pablo & Fahr, Stephan & Gerba, Eddie & Hurtado, Samuel, 2020. "Quest for Robust Optimal Macroprudential Policy," Dynare Working Papers 53, CEPREMAP.
• Kauko, Karlo, 2020. "The vanishing interest income of Chinese banks," BOFIT Discussion Papers 2/2020, Bank of Finland, Institute for Economies in Transition.
• Emanuele Ciani & Marco Gallo & Zeno Rotondi, 2020. "Public credit guarantee and financial additionalities across SME risk classes," Temi di discussione (Economic working papers) 1265, Bank of Italy, Economic Research and International Relations Area.
• Martijn Boermans & Bram van der Kroft, 2020. "Capital regulation induced reaching for systematic yield: Financial instability through fire sales," Working Papers 673, DNB.
• Matthieu Garcin & Dominique Guegan & Bertrand Hassani, 2018. "A novel multivariate risk measure: the Kendall VaR," Post-Print halshs-01467857, HAL.
• Lucia Esposito & Davide Fantino & Yeji Sung, 2020. "The impact of TLTRO2 on the Italian credit market: some econometric evidence," Temi di discussione (Economic working papers) 1264, Bank of Italy, Economic Research and International Relations Area.
• Laura Lipscomb & Antoine Martin & Heather Wiggins, 2017. "Why Pay Interest on Excess Reserve Balances?," Liberty Street Economics 20170927, Federal Reserve Bank of New York.
• Tobias Adrian & Nina Boyarchenko, 2013. "Intermediary Leverage Cycles and Financial Stability," Liberty Street Economics 20131120, Federal Reserve Bank of New York.
• Anna Kovner & Peter Van Tassel & Brandon Zborowski, 2018. "Regulatory Changes and the Cost of Capital for Banks," Liberty Street Economics 20181001a, Federal Reserve Bank of New York.
• Nicola Cetorelli & Linda S. Goldberg, 2011. "Global Banks and Their Internal Capital Markets during the Crisis," Liberty Street Economics 20110711, Federal Reserve Bank of New York.
• Nicola Cetorelli, 2012. "A Principle for Forward-Looking Monitoring of Financial Intermediation: Follow the Banks!," Liberty Street Economics 20120723b, Federal Reserve Bank of New York.
• Amanda Carmignani & Marco Manile & Andrea Orame & Marcello Pagnini, 2020. "Online banking services and branch networks," Questioni di Economia e Finanza (Occasional Papers) 543, Bank of Italy, Economic Research and International Relations Area.
• Thomas Philippon, 2020. "On fintech and financial inclusion," BIS Working Papers 841, Bank for International Settlements.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How banks respond to distress: Shifting risks in Europe's banking union," Working Papers 669, DNB.
• Jesús Fernández-Villaverde & Daniel Sanches & Linda Schilling & Harald Uhlig, 2020. "Central Bank Digital Currency: Central Banking For All?," NBER Working Papers 26753, National Bureau of Economic Research, Inc.
• Meru Bhanot & Beverly Hirtle & Anna Kovner & James Vickery, 2014. "The CLASS Model: A Top-Down Assessment of the U.S. Banking System," Liberty Street Economics 20140604, Federal Reserve Bank of New York.
• Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
• Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach, 2020. "Operational and cyber risks in the financial sector," BIS Working Papers 840, Bank for International Settlements.
• International Monetary Fund, 2020. "Canada; Financial Sector Assessment Program-Technical Note-Housing Finance," IMF Staff Country Reports 20/17, International Monetary Fund.
• Allen, Franklin & Covi, Giovanni & Gu, Xian & Kowalewski, Oskar & Montagna, Mattia, 2020. "The interbank market puzzle," Working Paper Series 2374, European Central Bank.
• Joost Bats, 2020. "Corporates dependence on banks: The impact of ECB corporate sector purchases," Working Papers 667, DNB.