Report NEP-BAN-2020-10-05

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:

• Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020. "Loan syndication under Basel II: How firm credit ratings affect the cost of credit?," MPRA Paper 102796, University Library of Munich, Germany.
• Karel Janda & Oleg Kravtsov, 2020. "Regulatory stress tests and bank responses," CAMA Working Papers 2020-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Juan Esteban Carranza & Stefany Moreno-Burbano, 2020. "The effect of a bank liquidity shock on the performance of firms," Borradores de Economia 1133, Banco de la Republica de Colombia.
• Ricardo Branco & João Pinto & Ricardo Ribeiro, 2020. "The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes," Working Papers de Economia (Economics Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
• Qi Chen & Itay Goldstein & Zeqiong Huang & Rahul Vashishtha, 2020. "Liquidity Transformation and Fragility in the US Banking Sector," NBER Working Papers 27815, National Bureau of Economic Research, Inc.
• Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
• Wayne Passmore & Judit Temesvary, 2020. "Investor Demands for Safety, Bank Capital, and Liquidity Measurement," Finance and Economics Discussion Series 2020-079, Board of Governors of the Federal Reserve System (U.S.).
• Colin Weiss, 2020. "Intermediary Asset Pricing during the National Banking Era," International Finance Discussion Papers 1302, Board of Governors of the Federal Reserve System (U.S.).
• Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Kleemann, Michael & Reichenbachas, Tomas & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz, 2020. "Banking euro area stress test model," Working Paper Series 2469, European Central Bank.
• Alvaro Garcia-Marin & Santiago Justel & Tim Schmidt-Eisenlohr, 2020. "Trade Credit, Markups, and Relationships," International Finance Discussion Papers 1303, Board of Governors of the Federal Reserve System (U.S.).
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020. "Uncertainty and monetary policy during extreme events," CAMA Working Papers 2020-80, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.