Report NEP-BAN-2020-08-31

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:

• Roy Havemann, 2020. "Contagion without deposit insurance: The South African small bank crisis of 2002/3," Working Papers 823, Economic Research Southern Africa.
• Ricardo Correa & Linda S. Goldberg, 2020. "Bank Complexity, Governance, and Risk," International Finance Discussion Papers 1287, Board of Governors of the Federal Reserve System (U.S.).
• Michael Kumhof & Xuan Wang, 2020. "Banks, Money, and the Zero Lower Bound on Deposit Rates," Tinbergen Institute Discussion Papers 20-050/VI, Tinbergen Institute.
• W. Scott Frame & Ping McLemore & Atanas Mihov, 2020. "Haste Makes Waste: Banking Organization Growth and Operational Risk," Working Papers 2023, Federal Reserve Bank of Dallas.
• Yiwei Dou & Julapa Jagtiani & Ramain Quinn Maingi & Joshua Ronen, 2020. "The Credit Card Act and Consumer Debt Structure," Working Papers 20-32, Federal Reserve Bank of Philadelphia.
• Mathias Drehmann & James Yetman, 2020. "Which credit gap is better at predicting financial crises? A comparison of univariate filters," BIS Working Papers 878, Bank for International Settlements.
• Sumit Agarwal & Ricardo Correa & Bernardo Morais & Jessica Roldán & Claudia Ruiz-Ortega, 2020. "Owe a Bank Millions, the Bank Has a Problem: Credit Concentration in Bad Times," International Finance Discussion Papers 1288, Board of Governors of the Federal Reserve System (U.S.).
• Gabriel Garber & Atif Mian & Jacopo Ponticelli & Amir Sufi, 2020. "Government Banks, Household Debt, and Economic Downturns: The Case of Brazil," BIS Working Papers 876, Bank for International Settlements.
• Dong Beom Choi & Michael R. Holcomb & Donald P. Morgan, 2020. "Leverage Ratio Arbitrage All Over Again," Liberty Street Economics 20200630, Federal Reserve Bank of New York.
• Houben, Aerdt & Kakes, Jan & Petersen, Annelie, 2020. "The interaction of monetary and financial tasks in different central bank structures," MPRA Paper 102291, University Library of Munich, Germany.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The intertwining of credit and banking fragility," Post-Print hal-02894259, HAL.
• Okahara, Naoto, 2020. "Liquidity requirement and banks' lending," MPRA Paper 101816, University Library of Munich, Germany.
• Nathan Blascak & Julia S. Cheney & Robert M. Hunt & Vyacheslav Mikhed & Dubravka Ritter & Michael Vogan, 2020. "Financial Consequences of Identity Theft," Working Papers 20-33, Federal Reserve Bank of Philadelphia.
• Adolfo Barajas & Andrea Deghi & Claudio Raddatz & Dulani Seneviratne & Peichu Xie & Yizhi Xu, 2020. "Global Banks’ Dollar Funding: A Source of Financial Vulnerability," IMF Working Papers 20/113, International Monetary Fund.
• Konstantinos Loizos, 2020. "The interbank market, Keynes’s degree of confidence and the link between banks’ liquidity and solvency," Working Papers PKWP2017, Post Keynesian Economics Society (PKES).
• Chwieroth, Jeffrey & Walter, Andrew, 2022. "Financialization, wealth, and the changing political aftermaths of banking crises," LSE Research Online Documents on Economics 103759, London School of Economics and Political Science, LSE Library.
• Hao Tang & Anurag Pal & Lu-Feng Qiao & Tian-Yu Wang & Jun Gao & Xian-Min Jin, 2020. "Quantum Computation for Pricing the Collateralized Debt Obligations," Papers 2008.04110, arXiv.org, revised Apr 2021.
• Linwei Hu & Jie Chen & Joel Vaughan & Hanyu Yang & Kelly Wang & Agus Sudjianto & Vijayan N. Nair, 2020. "Supervised Machine Learning Techniques: An Overview with Applications to Banking," Papers 2008.04059, arXiv.org.
• Berentsen, Aleksander & Markheim, Marina, 2020. "Peer-to-Peer Lending and Financial Inclusion with Altruistic Investors," MPRA Paper 102277, University Library of Munich, Germany.
• Charles Yuji Horioka & Yoko Niimi, 2020. "Evaluation of the Expansion of Housing Credit in Japan," Discussion Paper Series DP2020-J12, Research Institute for Economics & Business Administration, Kobe University.
• Supriya Kapoor & Oana Peia, 2020. "The Impact of Quantitative Easing on Liquidity Creation," Working Papers 202009, School of Economics, University College Dublin.
• Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2020. "The simpler the better: measuring financial conditions for monetary policy and financial stability," Working Paper Series 2451, European Central Bank.
• Runshan Fu & Yan Huang & Param Vir Singh, 2020. "Crowd, Lending, Machine, and Bias," Papers 2008.04068, arXiv.org.
• International Monetary Fund, 2019. "Australia: Financial Sector Assessment Program-Technical Note-Stress Testing the Banking Sector and Systemic Risk Analysis," IMF Staff Country Reports 2019/051, International Monetary Fund.
• Muñoz, Manuel A., 2020. "Macroprudential policy and the role of institutional investors in housing markets," Working Paper Series 2454, European Central Bank.
• Mustapha Achibane & Imane Allam, 2019. "Banking risk management between the prudential and the operational approaches : case of Moroccan banks ACHIBANE Mustapha [La gestion des risques bancaires entre l'approche prudentielle et l'approch," Post-Print hal-02901066, HAL.
• Sanna, Dario, 2020. "A Fast and Parsimonious Way to Estimate the Implied Rate of Return of Equity," MPRA Paper 102003, University Library of Munich, Germany.
• Dao, Kieu Oanh & Kieu, Le & Tu, Pham Thuy & Nguyen, V.C., 2020. "Factors Affecting the Competitive Capacity of Commercial Banks: A Critical Analysis in an Emerging Economy," OSF Preprints 8mz2y, Center for Open Science.