Report NEP-BAN-2023-11-06

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:

• Emily Greenwald & Sam Schulhofer-Wohl & Josh Younger, 2023. "Deposit Convexity, Monetary Policy and Financial Stability," Working Papers 2315, Federal Reserve Bank of Dallas.
• Budnik, Katarzyna & Groß, Johannes & Vagliano, Gianluca & Dimitrov, Ivan & Lampe, Max & Panos, Jiri & Velasco, Sofia & Boucherie, Louis & Jančoková, Martina, 2023. "BEAST: A model for the assessment of system-wide risks and macroprudential policies," Working Paper Series 2855, European Central Bank.
• Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023. "Estimating systemic risk for non-listed euro-area banks," Working Paper Series 2856, European Central Bank.
• Michelle W. Bowman, 2023. "Panel Remarks: A speech at the 2023 Symposium on Indigenous Inclusion, The Central Bank Network for Indigenous Inclusion and The Reserve Bank of New Zealand—Te Pūtea Matua, Auckland, New Zealand, Sept," Speech 96969, Board of Governors of the Federal Reserve System (U.S.).
• William F. Diamond & Zhengyang Jiang & Yiming Ma, 2023. "The Reserve Supply Channel of Unconventional Monetary Policy," NBER Working Papers 31693, National Bureau of Economic Research, Inc.
• Sehwa Kim & Seil Kim & Anya V. Kleymenova & Rongchen Li, 2023. "Current Expected Credit Losses (CECL) Standard and Banks' Information Production," Finance and Economics Discussion Series 2023-063, Board of Governors of the Federal Reserve System (U.S.).
• Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," NBER Working Papers 31772, National Bureau of Economic Research, Inc.
• Iftekhar Hasan & Suk-Joong Kim & Panagiotis N. Politsidis & Eliza Wu, 2023. "Regulation and information costs of sovereign distress: Evidence from corporate lending markets," Post-Print hal-04227054, HAL.
• Angino, Siria & Robitu, Robert, 2023. "One question at a time! A text mining analysis of the ECB Q&A session," Working Paper Series 2852, European Central Bank.
• Vivek Sharma, 2023. "Collateral Shocks, Lending Relationships and Economic Dynamics," CAMA Working Papers 2023-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
• Pang, Raymond Ka-Kay & Veraart, Luitgard A. M., 2023. "Assessing and mitigating fire sales risk under partial information," LSE Research Online Documents on Economics 120171, London School of Economics and Political Science, LSE Library.
• Stephen Cole & Enrique Martinez-Garcia & Eric R. Sims, 2023. "Living Up to Expectations: Central Bank Credibility, the Effectiveness of Forward Guidance, and Inflation Dynamics Post-Global Financial Crisis," NBER Working Papers 31777, National Bureau of Economic Research, Inc.
• Sarah Quincy, 2023. "Loans for the "Little Fellow:" Credit, Crisis, and Recovery in the Great Depression," NBER Working Papers 31779, National Bureau of Economic Research, Inc.
• Nicolas Fanta & Roman Horvath, 2023. "Artificial Intelligence and Central Bank Communication: The Case of the ECB," Working Papers IES 2023/29, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2023.
• Ge Gao & Alex Nikolsko-Rzhevskyy & Oleksandr Talavera, 2023. "Can Central Banks Be Heard Over the Sound of Gunfire?," Discussion Papers 23-09, Department of Economics, University of Birmingham.
• Jonathan Chiu & Hanna Yu, 2023. "Decentralized finance: Innovations and challenges," Staff Analytical Notes 2023-15, Bank of Canada.
• Bouchtaoui Mohamed, 2023. "Digital Transformation and Financial Inclusion: A Strategic Imperative for Morocco's Banking Sector [Transformation Digitale et Inclusion Financière :Une Impérative Stratégique pour le Secteur Banc," Post-Print hal-04218990, HAL.
• Joanna Stavins, 2023. "Credit Card Spending and Borrowing since the Start of the COVID-19 Pandemic," Current Policy Perspectives 97187, Federal Reserve Bank of Boston.
• Naudts, Ellen, 2023. "The future of DAOs in finance - in need of legal status," Occasional Paper Series 331, European Central Bank.
• Andrejs Zlobins, 2023. "Is There a Portfolio Rebalancing Channel of QE in Latvia?," Working Papers 2023/05, Latvijas Banka.
• Michelle W. Bowman, 2023. "Brief Remarks on the Economy and Monetary Policy: A speech at the Independent Community Bankers of Colorado, Golden Jubilee, Vail, Colorado, Sept. 22, 2023," Speech 96967, Board of Governors of the Federal Reserve System (U.S.).
• Le, Anh H., 2023. "Climate change and carbon policy: A story of optimal green macroprudential and capital flow management," IMFS Working Paper Series 191, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Praful Raj, 2023. "Student debt and behavioral bias: a trillion dollar problem," Papers 2310.02081, arXiv.org.
• Manuel Adelino & David T. Robinson, 2023. "The Environmental Cost of Easy Credit: The Housing Channel," NBER Working Papers 31769, National Bureau of Economic Research, Inc.
• Mary C. Daly, 2023. "Monetary Policy: Progress Is Not Victory," Speech 97128, Federal Reserve Bank of San Francisco.
• Dorinel Bastide & St'ephane Cr'epey & Samuel Drapeau & Mekonnen Tadese, 2023. "Resolving a Clearing Member's Default, A Radner Equilibrium Approach," Papers 2310.02608, arXiv.org, revised Oct 2024.
• Elsa Clara Massoc & Cyril Benoît, 2023. "A tale of dualization: accounting for the partial marketization of regulated savings in France," Post-Print hal-04220435, HAL.
• Samuel Bazzi & Marc-Andreas Muendler & Raquel F. Oliveira & James Rauch & James E. Rauch, 2023. "Credit Supply Shocks and Firm Dynamics: Evidence from Brazil," CESifo Working Paper Series 10672, CESifo.
• Junko Koeda & Bin Wei, 2023. "Forward Guidance and Its Effectiveness: A Macro Finance Shadow-Rate Framework," FRB Atlanta Working Paper 2023-16, Federal Reserve Bank of Atlanta.
• Griffa, Cristina & Oliver i Vert, Miquel & Tatlow, Benjamin & Zhong, Yaolang, 2023. "Replication Report: Market-Based Monetary Policy Uncertainty," I4R Discussion Paper Series 76, The Institute for Replication (I4R).
• Roberto Blanco & Elena Fernández & Miguel García-Posada & Sergio Mayordomo, 2023. "An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies," Occasional Papers 2319, Banco de España.
• Falk Bräuning & José Fillat & Gustavo Joaquim, 2023. "Firms’ Cash Holdings and Monetary Policy Transmission," Current Policy Perspectives 97115, Federal Reserve Bank of Boston.
• Matringe, Nadia, 2023. "The meandering trajectories of financial innovations: commercial paper and its uses in sixteenth-century Lyon's trading networks," LSE Research Online Documents on Economics 119986, London School of Economics and Political Science, LSE Library.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023. "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers 31787, National Bureau of Economic Research, Inc.
• Sean Chanwook Lee & Omeed Maghzian, 2023. "Household Liquidity and Macroeconomic Stabilization: Evidence from Mortgage Forbearance," Working Papers 23-12, Federal Reserve Bank of Boston.
• Serdar Birinci & Fatih Karahan & Yusuf Mercan & Kurt See, 2023. "Labor Market Shocks and Monetary Policy," Staff Working Papers 23-52, Bank of Canada.
• Cimadomo, Jacopo & Giuliodori, Massimo & Lengyel, Andras & Mumtaz, Haroon, 2023. "Changing patterns of risk-sharing channels in the United States and the euro area," Working Paper Series 2849, European Central Bank.
• Edward N. Wolff, 2023. "Is There Really an Inflation Tax? Not For the Middle Class and the Ultra-Wealthy," NBER Working Papers 31775, National Bureau of Economic Research, Inc.
• Barlevy, Gadi & Hobijn, Bart & Faberman, Jason & Sahin, Aysegül, 2023. "The Shifting Reasons for Beveridge-Curve Shifts," IZA Discussion Papers 16517, Institute of Labor Economics (IZA).
• Tomás E. Caravello & Pedro Martinez-Bruera & Iván Werning, 2023. "Chronicle of a Dollarization Foretold: Inflation and Exchange Rates Dynamics," NBER Working Papers 31763, National Bureau of Economic Research, Inc.