Showing 1 - 6 of 6
In this paper we relate a bank's choice between retail and wholesale liabilities to real economic uncertainty and the … resulting volatility of bank loan volumes. We argue that since the volume of retail deposits is slow and costly to adjust to … shocks in the volume of bank assets, banks facing more intense uncertainty and more volatile loan demand tend to employ more …
Persistent link: https://www.econbiz.de/10012988762
concentration of credit relationships and the position of a bank in the network topology of the system influence the bank's ability … by the individual banks in the European Central Bank's (ECB) weekly repo auctions. The bids measure each bank …'s willingness to pay for liquidity since they had variable rate tenders with a 'pay-your-bid' price. Controlling for bank …
Persistent link: https://www.econbiz.de/10010331373
interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending …
Persistent link: https://www.econbiz.de/10012988702
network connections of the banks. The latter are in our application observed interbank exposures among German bank holding …-many-to-fail mechanics such that bank distress is less likely if many peers already experienced distress …
Persistent link: https://www.econbiz.de/10012988738
probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …
Persistent link: https://www.econbiz.de/10012988744
concentration of credit relationships and the position of a bank in the network topology of the system influence the bank's ability … by the individual banks in the European Central Bank's (ECB) weekly repo auctions. The bids measure each bank …'s willingness to pay for liquidity since they had variable rate tenders with a 'pay-your-bid' price. Controlling for bank …
Persistent link: https://www.econbiz.de/10012988757