Kraenzlin, Sébastien Philippe; Guggenheim, Basil; … - Schweizerische Nationalbank (SNB) - 2011
insight on the size and structure of the unsecured interbank money market in Swiss francs. This is the first time that SIC … money market. Furfine (1999) introduced the idea of calculating unsecured overnight interbank lending by using data of a …To date, various central banks have lacked detailed statistical evidence on developments in the unsecured interbank …