29 documents matched the search for the 2021-08-30 issue of the NEP report on Banking (nep-ban), currently edited by Sergio Castellanos-Gamboa.
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11121
The Fed Explained: What the Central Bank Does,
Raul Anibal Feliz,
from Board of Governors of the Federal Reserve System (U.S.)
(2021)
Анализ рисков потребительских кредитов с помощью алгоритмов машинного обучения // Consumer credit risk analysis via machine learning algorithms,
Шалкар // Shalkar Байкулаков // Baikulakov and Zanggar Belgibayev,
from National Bank of Kazakhstan
(2021)
Keywords: потребительские кредиты, машинное обучение, банковское регулирование, стохастический градиентный спуск, логистическая регрессия, k-ближайшие соседи, классификатор случайных лесов, дерево решений, gaussian NB (Гауссовский наивный Байесовский классификатор), XGBoost, нейронные сети (многослойный персептрон), consumer credits, machine learning, bank regulation, stochastic gradient descent (linear model), logistic regression (linear model), kNN (neighbors), random forest classifier (ensemble), decision tree (tree), gaussian NB (naïve bayes), XGBoost, Neural network (MLP classifier)
Canal d’incertitude de la COVID-19: Quelles stratégies et tactiques pour la politique monétaire ?,
Christian Pinshi and Alain Malata,
from University Library of Munich, Germany
(2020)
Keywords: Monetary policy, Covid-19, uncertainty
Does financial inclusion reduce non-performing loans and loan loss provisions?,
Peterson Kitakogelu Ozili and Ahmed Adamu,
from University Library of Munich, Germany
(2021)
Keywords: financial inclusion, non-performing loans, loan loss provisions, financial stability, bank stability, ATM, formal account ownership, credit risk, access to finance.
The Joint Dynamics of Money and Credit Multipliers Since the Gold Standard Era,
Luca Benati,
from Universitaet Bern, Departement Volkswirtschaft
(2021)
Keywords: Money; credit; Lucas critique; financial crises.
Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets,
Jakob Albers, Mihai Cucuringu, Sam Howison and Alexander Y. Shestopaloff,
from arXiv.org
(2021)
A Time-Varying Network for Cryptocurrencies,
Li Guo, Wolfgang Karl H\"ardle and Yubo Tao,
from arXiv.org
(2021)
Loan-to-Value Caps, Bank Lending, and Spillover to General-Purpose Loans,
Selva Bahar Baziki and Tanju Capacioglu,
from Research and Monetary Policy Department, Central Bank of the Republic of Turkey
(2021)
Keywords: Loan to value ratio, Credit risk, Housing loans, General-purpose loans, Credit spillover
U.S. agricultural banks’ efficiency under COVID-19 Pandemic conditions: A two-stage DEA analysis,
Penghui Gao, William Secor and Cesar Escalante,
from Agricultural and Applied Economics Association
(2021)
Keywords: Agricultural Finance, Agribusiness, Productivity Analysis
How do banks propagate economic shocks?,
Yusuf Emre Akgunduz, Seyit Cilasun, H. Ozlem Dursun-de Neef, Yavuz Selim Hacihasanoglu and Ibrahim Yarba,
from Research and Monetary Policy Department, Central Bank of the Republic of Turkey
(2021)
Keywords: Bank loan supply, Economic shocks propagation, COVID-19 pandemic, Bank lending channel, Firm borrowing channel
Trust and Financial Development: Forms of Trust and Ethnic Fractionalization Matter,
Ali Recayi Ogcem, Ruth Tacneng and Amine Tarazi,
from HAL
(2021)
Keywords: Trust,Financial development,Regional development,Ethnic fractionalization
Crypto Wash Trading,
Lin Cong, Xi Li, Ke Tang and Yang Yang,
from arXiv.org
(2021)
Corrective Regulation with Imperfect Instruments,
Eduardo Davila and Ansgar Walther,
from National Bureau of Economic Research, Inc
(2021)
Competition and Selection in Credit Markets,
Constantine Yannelis and Anthony Lee Zhang,
from National Bureau of Economic Research, Inc
(2021)
Whatever it takes to understand a central banker - Embedding their words using neural networks,
Martin Baumgaertner and Johannes Zahner,
from Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
(2021)
Keywords: Word Embedding, Neural Network, Central Bank Communication, Natural Language Processing, Transfer Learning
Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking,
Ye Li, Simon Mayer and Simon Mayer,
from CESifo
(2021)
Keywords: stablecoin, instability, regulation, debasement, big data, payment, collateral, shadow banking
Analysis of the Impact of Borrower-Based Measures,
Martin Cesnak, Ján Klacso and Roman Vasil,
from Research Department, National Bank of Slovakia
(2021)
Central Bank Digital Currency in Historical Perspective: Another Crossroad in Monetary History,
Michael Bordo,
from National Bureau of Economic Research, Inc
(2021)
Liquidity Shocks: Lessons Learned from the Global Financial Crisis and the Pandemic,
Lorie Logan,
from Federal Reserve Bank of New York
(2021)
Keywords: liquidity; markets; repo; facilities; financial; conditions; shocks; pandemic; COVID-19; announcements
Foundations of system-wide financial stress testing with heterogeneous institutions,
J. Farmer, Alissa Kleinnijenhuis, Paul Nahai-Williamson and Thom Wetzer,
from Institute for New Economic Thinking at the Oxford Martin School, University of Oxford
(2020)
Keywords: Systemic risk, stress testing, financial contagion, financial institutions, capital requirements, macroprudential policy
Global lending conditions and international coordination of financial regulation policies,
Enisse Kharroubi,
from Bank for International Settlements
(2021)
Keywords: regulatory policy, global financial conditions, international coordination
Mortgage pricing and monetary policy,
Matteo Benetton, Alessandro Gavazza and Paolo Surico,
from Bank of England
(2021)
Keywords: origination fees; mortgage demand; heterogeneity; structural estimation; unconventional monetary policy
Comparing minds and machines: implications for financial stability,
Marcus Buckmann, Andrew Haldane and Anne-Caroline Hüser,
from Bank of England
(2021)
Keywords: Artificial intelligence; machine learning; financial stability; innovation; systemic risk
The Pandemic's Impact on Credit Risk: Averted or Delayed?,
Sung Je Byun, Aaron L. Game, Alexander Jiron, Pavel Kapinos, Kelly Klemme and Bert Loudis,
from Board of Governors of the Federal Reserve System (U.S.)
(2021)
Corporate stress and bank nonperforming loans: Evidence from Pakistan,
Ali Choudhary and Anil K. Jain,
from Board of Governors of the Federal Reserve System (U.S.)
(2021)
Keywords: Credit markets; Banks; Corporate debt; Evergreening; nonperforming loans
Global Banking and Firm Financing: A Double Adverse Selection Channel of International Transmission,
Leslie Sheng Shen,
from Board of Governors of the Federal Reserve System (U.S.)
(2021)
Keywords: Adverse selection; Global banking; Information asymmetry; International transmission; Monetary policy
Macroeconomic and Financial Risks: A Tale of Mean and Volatility,
Dario Caldara, Chiara Scotti and Molin Zhong,
from Board of Governors of the Federal Reserve System (U.S.)
(2021)
Keywords: Uncertainty; Tail risk; Joint conditional distributions; Main shocks
The currency that came in from the cold - Capital controls and the information content of order flow,
Francis Breedon, Thórarinn Pétursson and Paolo Vitale,
from Department of Economics, Central bank of Iceland
(2021)
The impact of the Covid-19 lockdown on the i-banking use: An empirical inquiry from Greece,
Alexandros Bechlioulis and Dimitris Karamanis,
from University Library of Munich, Germany
(2020)
Keywords: Covid-19 health crisis; lockdown; i-banking use; respondents’ sentiments
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