Report NEP-BAN-2021-02-01

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-BAN

The following items were announced in this report:

• Goetz, Martin & Laeven, Luc & Levine, Ross, 2021. "Do bank insiders impede equity issuances?," Working Paper Series 2511, European Central Bank.
• Nicholas Garvin & David W Hughes & José-Luis Peydró, 2021. "The Role of Collateral in Borrowing," RBA Research Discussion Papers rdp2021-01, Reserve Bank of Australia.
• Pierre Durand & Gaëtan Le Quang, 2021. "What do bankrupcty prediction models tell us about banking regulation? Evidence from statistical and learning approaches," EconomiX Working Papers 2021-2, University of Paris Nanterre, EconomiX.
• Marie-Hélène Felt & Fumiko Hayashi & Joanna Stavins & Angelika Welte, 2020. "Distributional Effects of Payment Card Pricing and Merchant Cost Pass-through in the United States and Canada," Research Working Paper RWP 20-18, Federal Reserve Bank of Kansas City.
• Yasser Boualam & Clément Mazet-Sonilhac, 2021. "Aggregate Implications of Credit Relationship Flows: a Tale of Two Margin," Working papers 801, Banque de France.
• Kaniska Dam & Rajdeep Sengupta, 2020. "Market Integration and Bank Risk-Taking," Research Working Paper RWP 20-21, Federal Reserve Bank of Kansas City.
• Mikael Juselius & Nikola Tarashev, 2020. "Forecasting expected and unexpected losses," BIS Working Papers 913, Bank for International Settlements.
• Pedro Cadenas & Henryk Gzyl & Hyun Woong Park, 2020. "How dark is the dark side of diversification?," Papers 2012.12154, arXiv.org.
• Stefan Avdjiev & José María Serena Garralda, 2020. "Regulatory capital, market capital and risk taking in international bank lending," BIS Working Papers 912, Bank for International Settlements.
• Kedan, Danielle & Veghazy, Alexia Ventula, 2021. "The implications of liquidity regulation for monetary policy implementation and the central bank balance sheet size: an empirical analysis of the euro area," Working Paper Series 2515, European Central Bank.
• David Andolfatto & Ed Nosal, 2020. "Shadow Bank Runs," FRB Atlanta Working Paper 2020-14, Federal Reserve Bank of Atlanta.
• Altavilla, Carlo & Bochmann, Paul & De Ryck, Jeroen & Dumitru, Ana-Maria & Grodzicki, Maciej & Kick, Heinrich & Fernandes, Cecilia Melo & Mosthaf, Jonas & O’Donnell, Charles & Palligkinis, Spyros, 2021. "Measuring the cost of equity of euro area banks," Occasional Paper Series 254, European Central Bank.
• Ms. Corinne C Delechat & Lama Kiyasseh & Ms. Margaux MacDonald & Rui Xu, 2020. "Drivers of Financial Access: the Role of Macroprudential Policies," IMF Working Papers 2020/074, International Monetary Fund.
• Mohamed Belkhir & Sami Ben Naceur & Mr. Ralph Chami & Anis Semet, 2019. "Bank Capital and the Cost of Equity," IMF Working Papers 2019/265, International Monetary Fund.
• Rishabh, Kumar & Schäublin, Jorma, 2021. "Payment Fintechs and Debt Enforcement," Working papers 2021/02, Faculty of Business and Economics - University of Basel.
• Mr. Selim A Elekdag & Sheheryar Malik & Ms. Srobona Mitra, 2019. "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," IMF Working Papers 2019/254, International Monetary Fund.
• Camba-Méndez, Gonzalo & Mongelli, Francesco Paolo, 2021. "Risk aversion and bank loan pricing," Working Paper Series 2514, European Central Bank.
• Rama Cont & Artur Kotlicki & Ms. Laura Valderrama, 2020. "Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity," IMF Working Papers 2020/082, International Monetary Fund.
• Sami Ben Naceur & Mr. Ralph Chami & Mohamed Trabelsi, 2020. "Do Remittances Enhance Financial Inclusion in LMICs and in Fragile States?," IMF Working Papers 2020/066, International Monetary Fund.
• Bermin, Hans-Peter & Holm, Magnus, 2021. "Leverage and risk relativity: how to beat an index," Knut Wicksell Working Paper Series 2021/1, Lund University, Knut Wicksell Centre for Financial Studies.
• Lei Li & Philip Strahan, 2020. "Who Supplies PPP Loans (And Does it Matter)? Banks, Relationships and the COVID Crisis," NBER Working Papers 28286, National Bureau of Economic Research, Inc.
• Aslanidis, Nektarios & Fernández Bariviera, Aurelio & Savva, Christos S., 2020. "Weekly dynamic conditional correlations among cryptocurrencies and traditional assets," Working Papers 2072/417680, Universitat Rovira i Virgili, Department of Economics.