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Establishing Shari'ah compliant central bank liquidity facilities

Bank of England - 2016

Persistent link: https://www.econbiz.de/10011445691

Langfield, Sam; Liu, Zijun; Ota, Tomohiro - Bank of England - 2014

We present new evidence on the structure of interbank connections in key markets: derivatives, marketable securities, repo, unsecured lending and secured lending. Taken together, these markets comprise two networks: a network of interbank exposures and a network of interbank funding. Network...

Persistent link: https://www.econbiz.de/10011085087

Do contractionary monetary policy shocks expand shadow banking?

Nelson, Benjamin; Pinter, Gabor; Theodoridis, Konstantinos - Bank of England - 2015

Using vector autoregressive models with either constant or time-varying parameters and stochastic volatility for the United States, we find that a contractionary monetary policy shock has a persistent negative impact on the asset growth of commercial banks, but increases the asset growth of...

Persistent link: https://www.econbiz.de/10011122771

On a tight leash: does bank organisational structure matter for macroprudential spillovers?

Danisewicz, Piotr; Reinhardt, Dennis; Sowerbutts, Rhiannon - Bank of England - 2015

both interbank and non-bank lending in the United Kingdom. …

Persistent link: https://www.econbiz.de/10011185656

Identifying channels of credit substitution when bank capital requirements are varied

Aiyar, Shekhar; Calomiris, Calomiris , Charles; … - Bank of England - 2014

control the supply of bank credit. Regulatory efforts to influence the aggregate supply of credit may be thwarted to some … suited to address these questions, given its unique regulatory history (UK bank regulators imposed bank-specific and time …

Persistent link: https://www.econbiz.de/10010736761

The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets

Reinhardt, Dennis; Riddiough, Steven - Bank of England - 2014

We decompose gross cross-border bank-to-bank funding between arms-length (interbank) and related (intragroup) funding … cross-border bank-to-bank funding than others during the global financial crisis. …

Persistent link: https://www.econbiz.de/10010764520

The international transmission of bank capital requirements: evidence from the United Kingdom

Aiyar, Shekhar; Calomiris, Charles; Hooley, John; … - Bank of England - 2014

We use data on UK banks’ minimum capital requirements to study the impact of changes to bank-specific capital … requirements on cross-border bank loan supply from 1999 Q1 to 2006 Q4. By examining a sample in which each recipient country has …

Persistent link: https://www.econbiz.de/10010764521

Quantitative easing and bank lending: a panel data approach

Joyce, Michael; Spaltro, Marco - Bank of England - 2014

Studies of the Bank of England’s quantitative easing (QE) policy have tended to focus on its impact on financial … markets and the broader macroeconomy. Less attention has been given to the effect on banks’ balance sheets and bank lending … historical bank-level relationship between deposits and bank lending, our analysis suggests that the first round of the Bank’s QE …

Persistent link: https://www.econbiz.de/10010890904

UK deposit-taker responses to the financial crisis: what are the lessons?

Francis, William - Bank of England - 2014

While the financial crisis took a large toll on the UK banking industry overall, some institutions were forced to undertake more intensive efforts to deal with the economic downturn and onset of financial difficulties. This study examines whether and how the characteristics of these institutions...

Persistent link: https://www.econbiz.de/10010791353

Risk news shocks and the business cycle

Pinter, Gabor; Theodoridis, Konstantinos; Yates, Tony - Bank of England - 2013

We identify a ‘risk news' shock in a vector autoregression (VAR), modifying Barsky and Sims’s procedure, while incorporating sign restrictions to simultaneously identify monetary policy, technology and demand shocks. The VAR-identifed risk news shock is estimated to account for around 2%-12%...

Persistent link: https://www.econbiz.de/10010839036