models, the measurement and indicators of systemic risk, macroprudential tools and their effectiveness; and to identify …

to an exogenous shock to credit risk in the German economy, loans subject to modelbased, time-varying capital charges …

regulation, recovery and resolution, and risk culture. …

We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …

studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory … power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial …

at recapitalizing banks and through liquidity support. We use a detailed, banklevel dataset for German banks to analyze … these policy interventions, but they have not expanded relative to banks not receiving support. Banks claiming liquidity …

sovereign debt crisis have been driven mainly by weak growth prospects and heightened sovereign risk and to a lesser extent, by …

liquidity holdings has intensified. This paper explores the cash management conducted by German open-end equity funds for the …. Conditional on poor portfolio liquidity, we find that managers of permanently retail-oriented funds tend to move towards higher … when the portfolio liquidity of retail-based funds is higher. The striking effort undertaken by poorly liquid funds with a …