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Banks' Trading after the Lehman Crisis : The Role of Unconventional Monetary Policy
Podlich, Natalia - 2017
the change in eligibility criteria for collateral in central bank refinancing operations. Our results show that market … observe a broad-based flight to liquidity. The European Central Bank's unconventional monetary policy had a strong impact on …
Persistent link: https://www.econbiz.de/10012952017
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Out of sight, out of mind? On the risk of sub-custodian structures
Droll, Thomas; Podlich, Natalia; Wedow, Michael - 2015
We analyse sub-custodian chains using a unique data set from a survey. Our key question is whether there is any evidence for moral hazard in the delegation of asset safe-keeping to sub-custodians. Sub-custodian chains can be relatively long and frequently reach across several countries. The risk...
Persistent link: https://www.econbiz.de/10011335350
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Banks' trading after the Lehman crisis: The role of unconventional monetary policy
Podlich, Natalia; Schnabel, Isabel; Tischer, Johannes - 2017
the change in eligibility criteria for collateral in central bank refinancing operations. Our results show that market … observe a broad-based flight to liquidity. The European Central Bank's unconventional monetary policy had a strong impact on …
Persistent link: https://www.econbiz.de/10011672969
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Credit risk interconnectedness: What does the market really know?
Abbassi, Puriya; Brownlees, Christian; Hans, Christina; … - 2016
the funding positions of banks at the bank-to-bank level for 2006-13 in conjunction with investments of banks at the … difficulties to raise funding, the interbank lending affects market-based bank interconnectedness. Moreover, banks with investments …-frequency bank fundamental data. …
Persistent link: https://www.econbiz.de/10011460748
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Credit Risk Interconnectedness : What Does the Market Really Know?
Abbassi, Puriya - 2016
the funding positions of banks at the bank-to-bank level for 2006-13 in conjunction with investments of banks at the … difficulties to raise funding, the interbank lending affects market-based bank interconnectedness. Moreover, banks with investments …-frequency bank fundamental data …
Persistent link: https://www.econbiz.de/10012988628
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Out of Sight, Out of Mind? On the Risk of Sub-Custodian Structures
Droll, Thomas Bernhard - 2016
We analyse sub-custodian chains using a unique data set from a survey. Our key question is whether there is any evidence for moral hazard in the delegation of asset safe-keeping to sub-custodians. Sub-custodian chains can be relatively long and frequently reach across several countries. The risk...
Persistent link: https://www.econbiz.de/10012988675