Report NEP-BAN-2023-10-16

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.

Other reports in NEP-BAN

The following items were announced in this report:

• Eccles, Peter & Grout, Paul & Zalewska, Anna & Siciliani, Paolo, 2023. "Open banking, shadow banking and regulation," Bank of England working papers 1039, Bank of England.
• Jessica N. Flagg & Simona Hannon, 2023. "FinTech-Issued Personal Loans in the U.S," FEDS Notes 2023-08-30-1, Board of Governors of the Federal Reserve System (U.S.).
• Alona Shmygel, 2023. "Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector," IHEID Working Papers 17-2023, Economics Section, The Graduate Institute of International Studies.
• Jessica N. Flagg & Simona Hannon, 2023. "An Overview of Personal Loans in the U.S," Finance and Economics Discussion Series 2023-057, Board of Governors of the Federal Reserve System (U.S.).
• Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Margins, debt capacity, and systemic risk," BIS Working Papers 1121, Bank for International Settlements.
• David Elliott & Ralf R. Meisenzahl & José-Luis Peydró, 2023. "Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers," Working Paper Series WP 2023-29, Federal Reserve Bank of Chicago.
• Suss, Joel & Hughes, Adam, 2023. "Bank expectations and prudential outcomes," Bank of England working papers 1035, Bank of England.
• David M. Arseneau & Mitsuhiro Osada, 2023. "Central Bank Mandates and Communication about Climate Change: Evidence from A Large Dataset of Central Bank Speeches," Bank of Japan Working Paper Series 23-E-14, Bank of Japan.
• Laine, Olli-Matti & Nelimarkka, Jaakko, 2023. "Assessing targeted longer-term refinancing operations: Identification through search intensity," Bank of Finland Research Discussion Papers 13/2023, Bank of Finland.
• González, Fernando & Triandafil, Cristina Morar, 2023. "The European significant risk transfer securitisation market," ESRB Occasional Paper Series 23, European Systemic Risk Board.
• Anatolii Hlazunov, 2023. "Corporate credit growth determinants in Ukraine: bank lending survey data application," IHEID Working Papers 16-2023, Economics Section, The Graduate Institute of International Studies.
• António Afonso & José Alves & Sofia Monteiro, 2023. "Banks’ portfolio of government debt and sovereign risk," Working Papers REM 2023/0289, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Sandhya Garg & Samarth Gupta & Sushanta Mallick, 2023. "Does Social Identity Constrain Rural Entrepreneurship? The Role of Financial Inclusion," IEG Working Papers 460, Institute of Economic Growth.
• Perotti, Enrico C., 2023. "A safe core mandate," SAFE Policy Letters 103, Leibniz Institute for Financial Research SAFE.
• Levent Altinoglu, 2023. "A Theory of Safe Asset Creation, Systemic Risk, and Aggregate Demand," Finance and Economics Discussion Series 2023-062, Board of Governors of the Federal Reserve System (U.S.).
• Francesca Carapella & Grace Chuan & Jacob Gerszten & Nathan Swem, 2023. "Tokenization: Overview and Financial Stability Implications," Finance and Economics Discussion Series 2023-060, Board of Governors of the Federal Reserve System (U.S.).
• Alexis Drach, 2023. "An Early Form of European Champions? Banking Clubs between European Integration and Global Banking (1960s-1990s)," Post-Print hal-04112324, HAL.
• Thosapon Tonghui & Jin Seo Cho, 2023. "Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand," Working papers 2023rwp-220, Yonsei University, Yonsei Economics Research Institute.
• Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023. "Macroprudential stress‑test models: a survey," Bank of England working papers 1037, Bank of England.
• Annicchiarico, Barbara & Carli, Marco & Diluiso, Francesca, 2023. "Climate policies, macroprudential regulation, and the welfare cost of business cycles," Bank of England working papers 1036, Bank of England.
• Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2023. "Households’ Response to the Wealth Effects of Inflation," CESifo Working Paper Series 10648, CESifo.
• Rasmus Ingemann Tuffveson Jensen & Joras Ferwerda & Christian Remi Wewer, 2023. "Searching for Smurfs: Testing if Money Launderers Know Alert Thresholds," Papers 2309.12704, arXiv.org.
• Meng Wu, 2023. "Traditions and Innovations: The Rise and Decline of the Shanxi Piaohao (Banks) in the Context of Growing Sino-Foreign Economic Interaction, the 1840s to 1910s," Economics Discussion Paper Series 2306, Economics, The University of Manchester.
• Lee, David, 2023. "Default Forecasting and Credit Valuation Adjustment," MPRA Paper 118578, University Library of Munich, Germany.
• Jurre Thiel & Henrik Zaunbrecher, 2023. "Mortgage Debt Limits and Buy-to-Let Investors: A Structural Model of Housing with an Endogenous Rental Sector," CPB Discussion Paper 449, CPB Netherlands Bureau for Economic Policy Analysis.
• Samuel Bazzi & Marc-Andreas Muendler & Raquel F. Oliveira & James E. Rauch, 2023. "Credit Supply Shocks and Firm Dynamics: Evidence from Brazil," NBER Working Papers 31721, National Bureau of Economic Research, Inc.
• Diogo Baerlocher, 2023. "Financial Exclusion and Inflation Costs," Working Papers 2023-01, University of South Florida, Department of Economics.
• Javier Garcia Cicco & Patricio Goldstein & Federico Sturzenegger, 2023. "Permanent and Transitory Monetary Shocks around the World," Working Papers 275, Red Nacional de Investigadores en Economía (RedNIE).
• David Xiao, 2023. "Default Process Modeling and Credit Valuation Adjustment," Papers 2309.03311, arXiv.org.
• Kyriakos Georgiou & Athanasios N. Yannacopoulos, 2023. "Probability of Default modelling with L\'evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9," Papers 2309.12384, arXiv.org.
• Item repec:bny:wpaper:0120 is not listed on IDEAS anymore

• Lambrecht, Marco & Oechssler, Jörg & Weidenholzer, Simon, 2023. "On the benefits of robo-advice in financial markets," Working Papers 0734, University of Heidelberg, Department of Economics.
• Dück, Alexander & Verona, Fabio, 2023. "Monetary policy rules: model uncertainty meets design limits," Bank of Finland Research Discussion Papers 12/2023, Bank of Finland.
• YAMADA, Haruna, 2023. "Financial Integration, Excess Consumption Volatility, and the World Real Interest Rate," Discussion paper series HIAS-E-133, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Esteban Callejas Perez, 2023. "Essays in housing, credit, remittances, and taxes: How remittances affect credit demand and housing in Colombia and how transfer taxes influence Belgian housing," ULB Institutional Repository 2013/362449, ULB -- Universite Libre de Bruxelles.
• Haseeb Tariq & Marwan Hassani, 2023. "Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions," Papers 2309.13662, arXiv.org.