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An empirical analysis of excess interbank liquidity : a case study of Pakistan
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - In: Applied economics 47 (2015) 43/45, pp. 4754-4776
Persistent link: https://www.econbiz.de/10011380769
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Systemic risk in the Angolan interbank payment system : a network approach
Borges, Maria Rosa; Ulica, Lauriano; Gubareva, Mariya - In: Applied economics 52 (2020) 45, pp. 4900-4912
Persistent link: https://www.econbiz.de/10012306516
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Interbank networks and backdoor bailouts : benefiting from other banks' government guarantees
Eisert, Tim; Eufinger, Christian - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3673-3693
Persistent link: https://www.econbiz.de/10012062744
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Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets
Acharya, Viral V.; Chauhan, Rahul S.; Rajan, Raghuram Govind - National Bureau of Economic Research - 2023
in 2017, there was no commensurate shrinkage of these claims on liquidity. Consequently, the financial sector was left … more sensitive to potential liquidity shocks, with weaker-capitalized banks most exposed. This necessitated Fed liquidity … provision in September 2019 and again in March 2020. Liquidity-risk-exposed banks suffered the most drawdowns and the largest …
Persistent link: https://www.econbiz.de/10014247971
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How does deleveraging affect funding market liquidity?
Qiu, Buhui; Tian, Gary Gang; Zeng, Haijian - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4568-4601
Persistent link: https://www.econbiz.de/10013369090
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Imperfect renegotiations in interbank financial networks
David, Alexander; Lehar, Alfred - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2342-2359
Persistent link: https://www.econbiz.de/10012039785
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Capital and Contagion in Financial Networks
di Iasio, Giovanni; Battiston, Stefano; Infante, Luigi; … - Volkswirtschaftliche Fakultät, … - 2013
We implement a novel method to detect systemically important financial institutions in a network. The method consists in a simple model of distress and losses redistribution derived from the interaction of banks' balance-sheets through bilateral exposures. The algorithm goes beyond the...
Persistent link: https://www.econbiz.de/10011112050
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Herd Behavior and Cascading in Capital Markets: A Review and Synthesis
Hirshleifer, David; Teoh, Siew Hong - Volkswirtschaftliche Fakultät, … - 2001
We review theory and evidence relating to herd behaviour, payoff and reputational interactions, social learning, and …
Persistent link: https://www.econbiz.de/10005619577
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Government bailouts and default risks of a duopoly : strong bank versus weak bank
Tsai, Jeng-Yan; Lin, Jyh-horng; Cheng, Chu-Yun - In: Applied economics 46 (2014) 34/36, pp. 4137-4150
Persistent link: https://www.econbiz.de/10010462849
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Liquidity Risk, Liquidity Creation and Financial Fragility : A Theory of Banking
Diamond, Douglas W. - 1999
Both investors and borrowers are concerned about liquidity. Investors desire liquidity because they are uncertain about … when they will want to eliminate their holding of a financial asset. Borrowers are concerned about liquidity because they … compensation for the illiquidity investors will be subject to. We argue that banks can resolve these liquidity problems that arise …
Persistent link: https://www.econbiz.de/10012471328