Report NEP-BAN-2022-05-30

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Sergio Castellanos-Gamboa 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:

• Ion Lapteacru, 2022. "What drives the risk of European banks during crises? New evidence and insights," Working Papers hal-03625046, HAL.
• Kick, Thomas, 2022. "Interest rate shocks, competition and bank liquidity creation," Discussion Papers 14/2022, Deutsche Bundesbank.
• Dotta, Vitor, 2022. "Addressing systemic risk in Europe during Covid-19: The role of regulation and the policy mix," IPE Working Papers 181/2022, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
• Alissa Gorelova & Bena Lands & Maria teNyenhuis, 2022. "Resilience of bank liquidity ratios in the presence of a central bank digital currency," Staff Analytical Notes 2022-5, Bank of Canada.
• Siddharth George & Mr. Divya Kirti & Soledad Martinez Peria & Rajesh Vijayaraghavan, 2022. "India’s Banks: Lending to Productive Firms?," IMF Working Papers 2022/073, International Monetary Fund.
• Anneke Kosse & Zhentong Lu, 2022. "Transmission of Cyber Risk Through the Canadian Wholesale Payment System," Staff Working Papers 22-23, Bank of Canada.
• Juan Carlos Hatchondo & Mr. Leonardo Martinez & Kursat Onder & Mr. Francisco Roch, 2022. "Sovereign Cocos," IMF Working Papers 2022/078, International Monetary Fund.
• Michael Darlin & Georgios Palaiokrassas & Leandros Tassiulas, 2022. "Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem," Papers 2204.11107, arXiv.org, revised Jun 2022.
• Karim Amzile & Mohamed Habachi, 2022. "Assessment of Support Vector Machine performance for default prediction and credit rating," Post-Print halshs-03643738, HAL.
• Mr. Serkan Arslanalp & Laura Sunder-Plassmann, 2022. "Sovereign Debt Repatriation During Crises," IMF Working Papers 2022/077, International Monetary Fund.
• Maria Alessia Aiello & Cristina Angelico, 2022. "Climate change and credit risk: the effect of carbon taxes on Italian banks' business loan default rates," Questioni di Economia e Finanza (Occasional Papers) 688, Bank of Italy, Economic Research and International Relations Area.
• Hobara, Nobuhiro, 2022. "The occurrence of potential complementarity and the Behavior of Bank-Coordinator and See Off Behavior," Discussion Paper Series 732, Institute of Economic Research, Hitotsubashi University.
• Bukvić, Rajko, 2022. "Концентрация И Конкуренция В Современном Банковском Секторе Сербии: Перемены И Декомпозиция Индекса Херфиндаля – Хиршмана [Concentration and Competition in Modern Banking Sector of Serbia: Changes ," MPRA Paper 112928, University Library of Munich, Germany, revised 2022.
• Babak Naysary & Mehdi Malekzadeh & Ruth Tacneng & Amine Tarazi, 2022. "Big data analytics application in multi-criteria decision making: the case of eWallet adoption," Working Papers hal-03632834, HAL.
• Pasquale Maddaloni & Davide Nicola Continanza & Andrea del Monaco & Daniele Figoli & Marco di Lucido & Filippo Quarta & Giuseppe Turturiello, 2022. "Stacking machine-learning models for anomaly detection: comparing AnaCredit to other banking datasets," Questioni di Economia e Finanza (Occasional Papers) 689, Bank of Italy, Economic Research and International Relations Area.
• Giovanni di Iasio & Spyridon Alogoskoufis & Simon Kordel & Dominika Kryczka & Giulio Nicoletti & Nicholas Vause, 2022. "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Questioni di Economia e Finanza (Occasional Papers) 687, Bank of Italy, Economic Research and International Relations Area.
• Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio & Matarrese, Marco Maria, 2022. "The Determinants of Risk Weighted Asset in Europe," MPRA Paper 112924, University Library of Munich, Germany.
• Fan Wang, 2022. "An empirical equilibrium model of formal and informal credit markets in developing countries," Papers 2204.12374, arXiv.org.
• Sonali Das & Wenting Song, 2022. "Monetary Policy Transmission and Policy Coordination in China," IMF Working Papers 2022/074, International Monetary Fund.
• Milo Bianchi & Matthieu Bouvard & Renato Gomes & Andrew Rhodes & Vatsala Shreeti, 2022. "Mobile Payments and Interoperability: Insights from the Academic Literature," Working Papers hal-03629513, HAL.
• Haselmann, Rainer & Krahnen, Jan Pieter & Tröger, Tobias & Wahrenburg, Mark, 2022. "Institutional protection schemes: What are their differences, strengths, weaknesses, and track records?," SAFE White Paper Series 88, Leibniz Institute for Financial Research SAFE.
• Mr. Philip Barrett & Jonathan J. Adams, 2022. "Shocks to Inflation Expectations," IMF Working Papers 2022/072, International Monetary Fund.
• Yoshibumi Makabe & Yoshihiko Norimasa, 2022. "The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach," Bank of Japan Working Paper Series 22-E-4, Bank of Japan.
• Angino, Siria & Secola, Stefania, 2022. "Instinctive versus reflective trust in the European Central Bank," Working Paper Series 2660, European Central Bank.
• Ganguly, Shrimoyee & Acharyya, Rajat, 2022. "Money, Exchange Rate and Export Quality," MPRA Paper 112891, University Library of Munich, Germany.
• Paul De Grauwe & Yuemei Ji, 2022. "Trust and monetary policy," CAMA Working Papers 2022-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.