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The role of interbank relationships and liquidity needs
Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - In: Journal of banking & finance 53 (2015), pp. 99-111
Persistent link: https://www.econbiz.de/10011377705
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Modeling Emergence of the Interbank Networks
Halaj, Grzegorz - 2014
Interbank contagion has become a buzzword in the aftermath of the financial crisis that led to a series of shocks to the interbank market and to periods of pronounced market disruptions. However, little is known about how interbank networks are formed and about their sensitivity to changes in...
Persistent link: https://www.econbiz.de/10013058651
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Interbank Asset-Liability Networks with Fire Sale Management
Feinstein, Zachary; Halaj, Grzegorz - 2023
Interconnectedness is an inherent feature of the modern financial system. While it con-tributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks’ capitalization. This has recently been seen during...
Persistent link: https://www.econbiz.de/10014351223
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Interbank market friction-induced holdings of precautionary liquidity : implications for bank loan supply and monetary policy implementation
Bucher, Monika; Hauck, Achim; Neyer, Ulrike - In: Economic theory : official journal of the Society for … 70 (2020) 1, pp. 165-222
Persistent link: https://www.econbiz.de/10012240878
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Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon; Monfort, Alain; Renne, Jean-Paul; … - In: Journal of banking & finance 68 (2016), pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
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The effect of the central bank's standing facilities on interbank lending and bank liquidity holding
Näther, Maria - In: Economic theory : official journal of the Society for … 68 (2019) 3, pp. 537-577
Persistent link: https://www.econbiz.de/10012213083
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Lending-of-Last-Resort is as Lending-of-Last-Resort Does : Central Bank Liquidity Provision and Interbank Market Functioning in the Euro Area
Garcia de Andoain, Carlos - 2016
This paper investigates the impact of ample liquidity provision by the European Central Bank on the functioning of the … main euro area payment system. To identify exogenous shocks to central bank liquidity, we exploit the timing of ECB … liquidity operations and use a simple structural vector auto-regression framework. We argue that the ECB acted as a de …
Persistent link: https://www.econbiz.de/10012998230
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The Interbank Market Puzzle
Allen, Franklin - 2020
This study documents significant differences in the interbank market lending and borrowing levels across countries. We argue that the existing differences in interbank market usage can be explained by the trust of the market participants in the stability of the country's banking sector and...
Persistent link: https://www.econbiz.de/10012841205
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Bank Capital and Liquidity Creation : Granger-Causality Evidence
Horvath, Roman - 2012
We examine the relation between capital and liquidity creation. This issue is interesting because of the potential … impact on liquidity creation from tighter capital requirements such as those in Basel III. We perform Granger-causality tests … from 2000 to 2010. We observe a strong expansion in liquidity creation until the financial crisis that was mainly driven by …
Persistent link: https://www.econbiz.de/10013097759
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Central Bank Collateral, Asset Fire Sales, Regulation and Liquidity
Bindseil, Ulrich - 2013
' funding liquidity and solvency. Both asset liquidity and central bank haircuts are modelled as power functions within the unit … interval. Funding stability is captured as strategic bank run game in pure strategies between depositors. Asset liquidity, the … bank collateral and why a sudden non-anticipated reduction of asset liquidity, or a tightening of the collateral framework …
Persistent link: https://www.econbiz.de/10013073375