Report NEP-BAN-2022-06-13

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:

• Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
• Borsuk, Marcin & Kowalewski, Oskar & Pisany, Pawel, 2022. "State-owned banks and international shock transmission," Working Paper Series 2661, European Central Bank.
• Ahnert, Toni & Hoffmann, Peter & Monnet, Cyril, 2022. "Payments and privacy in the digital economy," Working Paper Series 2662, European Central Bank.
• Arun Gupta & Horacio Sapriza & Vladimir Yankov, 2022. "The Collateral Channel and Bank Credit," Finance and Economics Discussion Series 2022-024, Board of Governors of the Federal Reserve System (U.S.).
• William F. Bassett & David E. Rappoport, 2022. "Enhancing Stress Tests by Adding Macroprudential Elements," Finance and Economics Discussion Series 2022-022, Board of Governors of the Federal Reserve System (U.S.).
• Martin Geiger & Jochen Güntner, 2022. "The Chronology of Brexit and UK Monetary Policy," Economics working papers 2022-06, Department of Economics, Johannes Kepler University Linz, Austria.
• Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2022. "Sovereign Cocos," Working Papers 139, Red Nacional de Investigadores en Economía (RedNIE).
• Linda S. Goldberg & Fabiola Ravazzolo, 2022. "The Fed's International Dollar Liquidity Facilities: New Evidence on Effects," NBER Working Papers 29982, National Bureau of Economic Research, Inc.
• Carolyn Chisadza & Mduduzi Biyase, 2022. "Financial Development and Income Inequality: Evidence from Advanced, Emerging and Developing Economies," Working Papers 202221, University of Pretoria, Department of Economics.
• Ahmad, Yamin & Murray, James, 2022. "Implications for Determinacy with Average Inflation Targeting," MPRA Paper 113119, University Library of Munich, Germany.
• Dąbrowski, Marek A. & Widiantoro, Dimas Mukhlas, 2022. "Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020: Evidence from the structural VAR models," MPRA Paper 112963, University Library of Munich, Germany.
• Collin Philipps & Sebastian Laumer, 2022. "Government Spending between Active and Passive Monetary Policy," Working Papers 2022-04, Department of Economics and Geosciences, US Air Force Academy.
• Jean-Baptiste Gaudemet & Jules Deschamps & Olivier Vinciguerra, 2022. "A Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM)," Papers 2205.02581, arXiv.org.
• Begoña Domínguez & Pedro Gomis-Porqueras, 2022. "Normalizing the central bank’s balance sheet: Implications for inflation and debt dynamics," CAMA Working Papers 2022-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jaunius Karmelavičius & Ieva Mikaliūnaitė-Jouvanceau & Andrius Buteikis, 2022. "What drove the rise in bank lending rates in Lithuania during the low-rate era?," Bank of Lithuania Occasional Paper Series 43, Bank of Lithuania.
• Igor Makarov & Antoinette Schoar, 2022. "Cryptocurrencies and Decentralized Finance (DeFi)," NBER Working Papers 30006, National Bureau of Economic Research, Inc.
• Todd Keister & Cyril Monnet, 2022. "Central Bank Digital Currency: Stability and Information," Working Papers 22.03, Swiss National Bank, Study Center Gerzensee.
• Ahnert, Toni & Bertsch, Christoph, 2022. "A Wake-Up Call Theory of Contagion," Working Paper Series 2658, European Central Bank.
• Nikola Fabris & Nina Vujanović, 2022. "What Drives Credit Risk? Empirical Evidence from Southeast Europe," wiiw Working Papers 214, The Vienna Institute for International Economic Studies, wiiw.
• Danny Brando & Antonis Kotidis & Anna Kovner & Michael Junho Lee & Stacey L. Schreft, 2022. "Implications of Cyber Risk for Financial Stability," FEDS Notes 2022-05-12, Board of Governors of the Federal Reserve System (U.S.).
• Vîntu, Denis, 2022. "An application: Pension systems and transitions," MPRA Paper 113128, University Library of Munich, Germany, revised May 2022.
• Junius, Kerstin & Devigne, Lucas & Honkkila, Juha & Jonker, Nicole & Kajdi, László & Rusu, Codruta & Kimmerl, Johana & Korella, Lukas & Matos, Rodrigo & Menzl, Nadine & Przenajkowska, Karolina & Reije, 2022. "Costs of retail payments – an overview of recent national studies in Europe," Occasional Paper Series 294, European Central Bank.
• Boudiaf, Ismael Alexander & González, Fernando, 2022. "An empirical study of securitisations of non-performing loans," Occasional Paper Series 292, European Central Bank.
• Kogler, Michael, 2022. "Taxes, Risk Taking, and Financial Stability," Economics Working Paper Series 2202, University of St. Gallen, School of Economics and Political Science.
• James K. Self & Kim P. Huynh, 2022. "Exercise Based Pedagogy to transition to Today's Implementation of Monetary Policy in Macroeconomics Principles," CAEPR Working Papers 2022-009 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Gersbach, Hans & Zelzner, Sebastian, 2022. "Why bank money creation?," CFS Working Paper Series 678, Center for Financial Studies (CFS).
• Luca Benati, 2022. "Exploring the Trade-Off Between Leaning Against Credit and Stabilizing Real Activity," Diskussionsschriften dp2202, Universitaet Bern, Departement Volkswirtschaft.
• Saroj Dhital & Pedro Gomis-Porqueras & Joseph H. Haslag, 2022. "Financial Innovations in a World with Limited Commitment: Implications for Inequality and Welfare," Working Papers 2022, Department of Economics, University of Missouri.
• Adalid, Ramón & Álvarez-Blázquez, Álvaro & Assenmacher, Katrin & Burlon, Lorenzo & Dimou, Maria & López-Quiles, Carolina & Martín Fuentes, Natalia & Meller, Barbara & Muñoz, Manuel A. & Radulova, Pety, 2022. "Central bank digital currency and bank intermediation," Occasional Paper Series 293, European Central Bank.
• Robert Amzallag, 2022. "The return of inflation: a banker’s perspective," CIRANO Burgundy Reports 2022rb-01, CIRANO.
• Riccardo De Bonis & Giuseppe Ferrero, 2022. "Technological progress and institutional adaptations: the case of the Central Bank Digital Currency (CBDC)," Questioni di Economia e Finanza (Occasional Papers) 690, Bank of Italy, Economic Research and International Relations Area.
• Gianluca Benigno & Pierpaolo Benigno, 2022. "Managing Monetary Policy Normalization," Staff Reports 1015, Federal Reserve Bank of New York.
• Richard Dennis & Pelin Ilbas, 2022. "Monetary and macroprudential policy interactions in a model of the European Union," CAMA Working Papers 2022-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Assia Kamoune & Nafii Ibenrissoul, 2022. "Traditional versus Behavioral Finance Theory [La théorie de la finance traditionnelle contre la théorie de la finance comportementale]," Post-Print hal-03634756, HAL.