Report NEP-BAN-2021-04-05

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:

• Jin Cao & Ragnar E. Juelsrud, 2020. "Opacity and risk-taking: Evidence from Norway," Working Paper 2020/12, Norges Bank.
• Golden, Brian & Maqui, Eduardo, 2020. "What ‘special purposes’ explain cross-border debt funding by banks? Evidence from Ireland," Research Technical Papers 12/RT/20, Central Bank of Ireland.
• Phuong Anh Nguyen & Bich Le Tran & Michel Simioni, 2021. "Optimal capital adequacy ratio: an investigation of Vietnamese commercial banks using two-stage DEA," Post-Print hal-03125428, HAL.
• Sigurd Galaasen & Rustam Jamilov & Hélène Rey & Ragnar Juelsrud, 2020. "Granular credit risk," Working Paper 2020/15, Norges Bank.
• Delis, Manthos & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020. "Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?," MPRA Paper 106679, University Library of Munich, Germany.
• Elif C. Arbatli-Saxegaard & Ragnar E. Juelsrud, 2020. "Countercyclical capital requirement reductions, state dependence and macroeconomic outcomes," Working Paper 2020/9, Norges Bank.
• Andreas Haufler, 2021. "Regulatory and Bailout Decisions in a Banking Union," CESifo Working Paper Series 8964, CESifo.
• Baah Aye Kusi & Elikplimi Agbloyor & Simplice A. Asongu & Joshua Yindenaba Abor, 2021. "Foreign Bank Assets and Presence on Banking Stability in Africa: Does Strong and Weak Corporate Governance Systems under different Regulatory Regimes Matter?," Working Papers 21/022, European Xtramile Centre of African Studies (EXCAS).
• Ingholt, Marcus Mølbak, 2020. "Multiple credit constraints and timevarying macroeconomic dynamics," Working Paper 2020/10, Norges Bank.
• Bruno Sultanum, 2021. "The Cost of Information in the Blockchain: A Discussion of Routledge and Zetlin-Jones," Working Paper 21-02, Federal Reserve Bank of Richmond.
• Yousra El Hajel & Abdenbi El Marzouki & Hassane Zouiri, 2020. "Analysis and management of credit risk in Morocco [Analyse et gestion du risque de crédit au Maroc]," Post-Print hal-03107867, HAL.
• Carlo Altavilla & Luc Laeven & José-Luis Peydró, 2021. "Monetary and macroprudential policy complementarities: Evidence from European credit registers," Economics Working Papers 1773, Department of Economics and Business, Universitat Pompeu Fabra.
• Rohan Arora & Guillaume Bédard-Pagé & Philippe Besnier & Hayden Ford & Alan Walsh, 2021. "Non-bank financial intermediation in Canada: a pulse check," Staff Analytical Notes 2021-2, Bank of Canada.
• Iñaki Aldasoro & Wenqian Huang & Nikola Tarashev, 2021. "Asset managers, market liquidity and bank regulation," BIS Working Papers 933, Bank for International Settlements.
• Ikeda, Yuki, 2021. "Efficient Computation of Portfolio Credit Risk with Chain Default," MPRA Paper 106652, University Library of Munich, Germany.
• Hamed Amini & Zhongyuan Cao & Agnes Sulem, 2021. "Limit Theorems for Default Contagion and Systemic Risk," Papers 2104.00248, arXiv.org.