Report NEP-BAN-2023-04-17

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.

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

Other reports in NEP-BAN

The following items were announced in this report:

• Dautović, Ernest & Gambacorta, Leonardo & Reghezza, Alessio, 2023. "Supervisory policy stimulus: evidence from the euro area dividend recommendation," Working Paper Series 2796, European Central Bank.
• Elliott, David & Meisenzah, Ralf R & Peydró, José-Luis, 2023. "Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers," Bank of England working papers 1012, Bank of England.
• Mathur, Aakriti & Naylor, Matthew & Rajan, Aniruddha, 2023. "Useful, usable, and used? Buffer usability during the Covid-19 crisis," Bank of England working papers 1011, Bank of England.
• Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2023. "Monetary policy strategies for the euro area: optimal rules in the presence of the ELB," Working Paper Series 2797, European Central Bank.
• Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," Bank of England working papers 1009, Bank of England.
• Konrad Kuhmann, 2023. "Firm Heterogeneity and the Transmission of Central Bank Credit Policy," Berlin School of Economics Discussion Papers 0012, Berlin School of Economics.
• Yiping Huang & Xiang Li & Han Qiu & Changhua Yu, 2023. "Big tech credit and monetary policy transmission: micro-level evidence from China," BIS Working Papers 1084, Bank for International Settlements.
• Danny Hermawan & Denny Lie & Aryo Sasongko & Richard I. Yusan, 2023. "Money velocity, digital currency, and inflation dynamics," Working Papers 2023-01, University of Sydney, School of Economics.
• Bilal Hungund & Shilpa Rastogi, 2023. "Predictive Optimized Model on Money Markets Instruments With Capital Market and Bank Rates Ratio," Papers 2303.10481, arXiv.org.
• Adler, Martin & Camba-Méndez, Gonzalo & Džaja, Tomislav & Manzanares, Andrés & Metra, Matteo & Vocalelli, Giorgio, 2023. "The valuation haircuts applied to eligible marketable assets for ECB credit operations," Occasional Paper Series 312, European Central Bank.
• Antonis Kotidis & Margaux MacDonald & Dimitris Malliaropulos, 2023. "Guaranteeing trade in a severe crisis: cash collateral over bank guarantees," Working Papers 316, Bank of Greece.
• Nobuhiro Abe & Kyosuke Chikamatsu & Kenji Kanai & Yusuke Kawasumi & Ko Munakata & Koki Nakayama & Tatsushi Okuda & Yutaro Takano, 2023. "The Financial Macro-econometric Model (FMM, 2022 Version)," Bank of Japan Research Papers 23-03-30, Bank of Japan.
• mohammed, habib, 2023. "Modeling Determinants of Private Banks Profitability in Ethiopia," MPRA Paper 116817, University Library of Munich, Germany, revised 25 Mar 2023.
• Oguz Koc & Omur Ugur & A. Sevtap Kestel, 2023. "The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring," Papers 2303.05427, arXiv.org.
• Owen, Ann & Temesvary, Judit & Wei, Andrew, 2023. "Board of Directors’ Networks, Gender, and Firm Performance in a Male-Dominated Industry: Evidence from U.S. Banking," MPRA Paper 116811, University Library of Munich, Germany.
• Ioannou, Demosthenes & Pérez, Javier J. & Almeida, Ana M. & Balteanu, Irina & Kataryniuk, Ivan & Geeroms, Hans & Vansteenkiste, Isabel & Weber, Pierre-François & Attinasi, Maria Grazia & Buysse, Krist, 2023. "The EU’s Open Strategic Autonomy from a central banking perspective - Challenges to the monetary policy landscape from a changing geopolitical environment," Occasional Paper Series 311, European Central Bank.
• Xuefan, Pan, 2023. "Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches," Warwick-Monash Economics Student Papers 43, Warwick Monash Economics Student Papers.
• Hisaki KONO & Abu SHONCHOY & Kazushi TAKAHASHI, 2023. "At the Right Time:Eliminating Mismatch between Cash Flow and Credit Flow in Microcredit," Discussion papers e-22-013, Graduate School of Economics , Kyoto University.
• Viral V. Acharya & Rahul S. Chauhan & Raghuram Rajan & Sascha Steffen, 2023. "Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets," NBER Working Papers 31050, National Bureau of Economic Research, Inc.
• Yuki Tada, 2023. "The paradox of debt and Minsky cycle: Nonlinear effects of debt and capital, and variety of capitalism," Working Papers 2304, New School for Social Research, Department of Economics.
• Anastasios Petropoulos & Evangelos Stavroulakis & Panagiotis Lazaris & Vasilis Siakoulis & Nikolaos Vlachogiannakis, 2023. "Is COVID-19 reflected in AnaCredit dataset? A big data - machine learning approach for analysing behavioural patterns using loan level granular information," Working Papers 315, Bank of Greece.
• Osei-Tutu, Francis & Weill, Laurent, 2023. "Regional favoritism in access to credit: Just believe it," BOFIT Discussion Papers 1/2023, Bank of Finland Institute for Emerging Economies (BOFIT).
• van Netten, Jamie, 2023. "The relationship between inequality and bank credit in Australia," Warwick-Monash Economics Student Papers 54, Warwick Monash Economics Student Papers.
• Gao, Mingze & Hasan, Iftekhar & Qiu, Buhui & Wu, Eliza, 2023. "Lone (loan) wolf pack risk," Bank of Finland Research Discussion Papers 4/2023, Bank of Finland.
• Manuel Amador & Javier Bianchi, 2023. "Helicopter Drops and Liquidity Traps," NBER Working Papers 31046, National Bureau of Economic Research, Inc.
• Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2023. "Negative rates, monetary policy transmission and cross-border lending via international financial centres," Bank of England working papers 1010, Bank of England.
• Dipti Rani Hazra & Md. Shah Naoaj & Mohammed Mahinur Alam & Abdul Kader, 2023. "Cost of Implementation of Basel III reforms in Bangladesh -- A Panel data analysis," Papers 2303.11414, arXiv.org.
• Grahame Johnson, 2023. "A Review of the Bank of Canada’s Market Operations related to COVID-19," Discussion Papers 2023-6, Bank of Canada.
• Chloé Zapha & Banque de France, 2023. "Access to Credit after Emerging from Corporate Bankruptcy," Working Papers halshs-03957890, HAL.
• Laine, Olli-Matti & Pihlajamaa, Matias, 2023. "Asymmetric effects of conventional and unconventional monetary policy when rates are low," Bank of Finland Research Discussion Papers 3/2023, Bank of Finland.
• Fatouh, Mahmoud & Giansante, Simone, 2023. "The cyclicality of bank credit losses and capital ratios under expected loss model," Bank of England working papers 1013, Bank of England.
• Bagattini, Giulio & Fecht, Falko & Maddaloni, Angela, 2023. "Liquidity support and distress resilience in bank-affiliated mutual funds," Working Paper Series 2799, European Central Bank.
• Enrique G. Mendoza & Vincenzo Quadrini, "undated". "Unstable Prosperity:How Globalization Made the World Economy More Volatile," PIER Working Paper Archive 23-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.