Narrow search
Showing 1 - 10 of 11
Cover Image
How Stressed are Banks in the Interbank Market?
Abbassi, Puriya - 2016
We use a unique data set that comprises each bank's bids in the Eurosystem's main refinancing operations and its … that a bank's willingness-to-pay is a good indicator for the probability that this bank draws on the LOLR facility. Our …
Persistent link: https://www.econbiz.de/10012988664
Cover Image
Securities Trading by Banks and Credit Supply : Micro-Evidence
Abbassi, Puriya - 2016
the security level for each bank in each period, we find that during the crisis, banks with higher trading expertise …
Persistent link: https://www.econbiz.de/10012988697
Cover Image
The intraday interest rate: What's that?
Abbassi, Puriya; Fecht, Falko; Tischer, Johannes - 2015
We study the intraday interest rate in a CCP-based GC pooling repo market and its key determinants. Since collateral used in this market is identical to collateral eligible for the daylight overdraft facility of the Eurosystem, any intraday rate in this market cannot be a result of collateral...
Persistent link: https://www.econbiz.de/10011307511
Cover Image
How stressed are banks in the interbank market?
Abbassi, Puriya; Fecht, Falko; Weber, Patrick - 2013
We use a unique data set that comprises each bank's bids in the Eurosystem's main refinancing operations and its … that a bank's willingness-to-pay is a good indicator for the probability that this bank draws on the LOLR facility. Our …
Persistent link: https://www.econbiz.de/10010324129
Cover Image
A comprehensive view on risk reporting: Evidence from supervisory data
Abbassi, Puriya; Schmidt, Michael - 2018
that supervision should include a comprehensive view of different bank risk dimensions. …
Persistent link: https://www.econbiz.de/10011842231
Cover Image
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
Cover Image
Bargaining power and outside options in the interbank lending market
Abbassi, Puriya; Bräuning, Falk; Schulze, Niels - 2017
We study the role of bargaining power and outside options for the pricing of over-the-counter interbank loans using a bilateral Nash bargaining model and test the model predictions with detailed transaction-level data from the euro-area interbank market. We find that lender banks with greater...
Persistent link: https://www.econbiz.de/10011741085
Cover Image
Bargaining Power and Outside Options in the Interbank Lending Market
Abbassi, Puriya - 2017
We study the role of bargaining power and outside options for the pricing of over-the-counter interbank loans using a bilateral Nash bargaining model and test the model predictions with detailed transaction-level data from the euro-area interbank market. We find that lender banks with greater...
Persistent link: https://www.econbiz.de/10012944240
Cover Image
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
Cover Image
The Intraday Interest Rate : What's that?
Abbassi, Puriya - 2016
We study the intraday interest rate in a CCP-based GC pooling repo market and its key determinants. Since collateral used in this market is identical to collateral eligible for the daylight overdraft facility of the Eurosystem, any intraday rate in this market cannot be a result of collateral...
Persistent link: https://www.econbiz.de/10012988682