16 documents matched the search for the 2021-08-09 issue of the NEP report on Banking (nep-ban), currently edited by Sergio Castellanos-Gamboa.
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111
Corporate loans, banks’ internal risk estimates and central bank collateral: evidence from the euro area,
Alessandro Calza, Julius-Benjamin Hey, Alessandro Parrini and Stephan Sauer,
from European Central Bank
(2021)
Keywords: banking regulation, central bank liquidity, internal ratings, probability of default
Macroprudential Limits on Mortgage Products: The Australian Experience,
Nicholas Garvin, Alex Kearney and Corrine Rosé,
from Reserve Bank of Australia
(2021)
Keywords: macroprudential policy; banks; mortgages; mortgage rates
Stressed but not Helpless: Strategic Behaviour of Banks Under Adverse Market Conditions,
Grzegorz Halaj and Sofia Priazhkina,
from Bank of Canada
(2021)
Keywords: Central bank research; Economic models; Financial institutions; Financial stability; Financial system regulation and policies
Financial intermediation and risk in decentralized lending protocols,
Carlos Castro-Iragorri, Julian Ramirez and Sebastian Velez,
from arXiv.org
(2021)
Macroprudential Policies, Credit Guarantee Schemes and Commercial Loans: Lending Decisions of Banks,
Selva Bahar Baziki and Tanju Capacioglu,
from Research and Monetary Policy Department, Central Bank of the Republic of Turkey
(2021)
Keywords: Macroprudential policy, Commercial real estate, Corporate loans, Loan-to-value, Relationship banking, Credit guarantee funds
The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area,
Katarzyna Budnik, Ivan Dimitrov, Carla Giglio, Johannes Groß, Max Lampe, Andrei Sarychev, Matthieu Tarbé, Gianluca Vagliano and Matjaž Volk,
from European Central Bank
(2021)
Keywords: banking sector, Basel III finalisation, impact assessment, real-financial feedback mechanism, regulatory policy
Risky mortgages, credit shocks and cross-border spillovers,
Alejandro Buesa, Alicia de Quinto and Francisco Javier Población García,
from European Systemic Risk Board
(2021)
Keywords: borrower-based measures, cross-border spillovers, LTV limits, Mortgage rating
How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic,
Andreas Fuster, Aurel Hizmo, Lauren Lambie-Hanson, James Vickery and Paul Willen,
from Swiss Finance Institute
(2021)
Disastrous Defaults,
Christian Gouriéroux, Alain Monfort, Sarah Mouabbi and Jean-Paul Renne,
from Toulouse School of Economics (TSE)
(2021)
The Bank Liquidity Channel of Financial (In)stability,
Joshua Bosshardt, Ali Kakhbod and Farzad Saidi,
from University of Bonn and University of Cologne, Germany
(2021)
Keywords: liquidity regulation, securitization, interbank markets, financial stability, quantitative easing
Firm-bank linkages and optimal policies in a lockdown,
Anatoli Segura and Alonso Villacorta,
from Bank of Italy, Economic Research and International Relations Area
(2021)
Keywords: Covid-19, cash shortfall, firms' debt, moral hazard, bank equity, aggregate risk, government interventions.
How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily?,
Henry Penikas, Anastasia Skarednova and Mikhail Surkov,
from Bank of Russia
(2021)
Keywords: Basel II, Basel III, BCBS, CAR, difference-in-difference, D-SIB, G-SIB, IRB, risk-weight.
The impact of machine learning and big data on credit markets,
Peter Eccles, Paul Grout, Paolo Siciliani and Anna Zalewska,
from Bank of England
(2021)
Keywords: Adverse selection; banking; big data; capital requirements; credit markets; fintech; machine learning; prudential regulation
A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk,
David Aikman, Kristina Bluwstein and Sudipto Karmakar,
from Bank of England
(2021)
Keywords: Financial crises; bank capital; debt deleveraging; macroprudential policy; effective lower bound; GDP-at-Risk
Serving the Underserved: Microcredit as a Pathway to Commercial Banks,
Sumit Agarwal, Thomas Kigabo, Camelia Minoiu, Andrea Presbitero and André Silva,
from Board of Governors of the Federal Reserve System (U.S.)
(2021)
Keywords: Access to credit; Microfinance; Unbanked; credit bureaus; Bank loans
Commodity prices and banking crises,
Markus Eberhardt and Andrea Presbitero,
from University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)
(2021)
Keywords: banking crises, commodity prices, volatility, low income countries
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