Report NEP-BAN-2020-12-07

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:

• Wang, Olivier, 2020. "Banks, low interest rates, and monetary policy transmission," Working Paper Series 2492, European Central Bank.
• Gurgone, Andrea & Iori, Giulia, 2020. "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series 164, Bamberg University, Bamberg Economic Research Group.
• Peydró, José-Luis & Polo, Andrea & Sette, Enrico & Vanasco, Victoria, 2023. "Risk mitigating versus risk shifting: Evidence from banks security trading in crises," EconStor Preprints 226219, ZBW - Leibniz Information Centre for Economics.
• Nicola Borri & Giorgio Di Giorgio, 2020. "Systemic Risk and the COVID Challenge in the European Banking Sector," Working Papers CASMEF 2005, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Ivan T. Ivanov & Marco Macchiavelli & João A. C. Santos, 2020. "The Impact of Natural Disasters on the Corporate Loan Market," Liberty Street Economics 20201118, Federal Reserve Bank of New York.
• Kanishka Dam & Prabal Roy Chowdhury, 2020. "Race to collusion: Monitoring and incentive contracts for loan officers under multiple-bank lending," Discussion Papers 20-05, Indian Statistical Institute, Delhi.
• Barbora Stepankova, 2020. "Consistency of Banks' Internal Probability of Default Estimates," Working Papers IES 2020/44, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2020.
• Juliane Begenau & Saki Bigio & Jeremy Majerovitz & Matias Vieyra, 2020. "A Q-Theory Of Banks," Working Papers 171, Peruvian Economic Association.
• Mirza, Harun & Moccero, Diego & Palligkinis, Spyros & Pancaro, Cosimo, 2020. "Fire sales by euro area banks and funds: what is their asset price impact?," Working Paper Series 2491, European Central Bank.
• Ghamami, Samim & Glasserman, Paul & Young, Hobart, 2022. "Collateralized networks," LSE Research Online Documents on Economics 107496, London School of Economics and Political Science, LSE Library.
• World Bank, 2020. "Competition in Retail Banking Services in Latin America," World Bank Publications - Reports 34444, The World Bank Group.
• Thomas M. Eisenbach & Gregory Phelan, 2020. "Cournot Fire Sales," Department of Economics Working Papers 2020-10, Department of Economics, Williams College.
• Andrew F. Haughwout & Donghoon Lee & Joelle Scally & Wilbert Van der Klaauw, 2020. "Following Borrowers through Forbearance," Liberty Street Economics 20201117, Federal Reserve Bank of New York.
• Laureys, Lien & Meeks, Roland & Wanengkirtyo, Boromeus, 2020. "Optimal simple objectives for monetary policy when banks matter," Bank of England working papers 890, Bank of England.
• Yuanhua Feng & Jan Beran & Sebastian Letmathe & Sucharita Ghosh, 2020. "Fractionally integrated Log-GARCH with application to value at risk and expected shortfall," Working Papers CIE 137, Paderborn University, CIE Center for International Economics.
• Kristian S. Blickle & Matteo Crosignani & Fernando M. Duarte & Thomas M. Eisenbach & Fulvia Fringuellotti & Anna Kovner, 2020. "How Has COVID-19 Affected Banking System Vulnerability?," Liberty Street Economics 20201116, Federal Reserve Bank of New York.