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The impact of international swap lines on stock returns of banks in emerging markets

Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - 2015

This paper investigates the impact of international swap lines on stock returns using data from banks in emerging … markets. The analysis shows that swap lines by the Swiss National Bank (SNB) had a positive impact on bank stocks in Central … and Eastern Europe. It then highlights the importance of individual bank characteristics in identifying the impact of swap …

Persistent link: https://www.econbiz.de/10011298483

Covered interest rate parity, relative funding liquidity and cross-currency repos

Kohler, Daniel; Müller, Benjamin - 2019

Persistent link: https://www.econbiz.de/10012098804

Mortgage arrears in Europe : the impact of monetary and macroprudential policies

Gerlach-Kristen, Petra; Lyons, Sean - 2015

Mortgage arrears arise if a household faces affordability problems and/or is in negative equity. Because widespread arrears pose a risk to the stability of banks and limit households' future access to credit, a crucial question is how monetary or macroprudential policies influence their...

Persistent link: https://www.econbiz.de/10011298480

Central counterparty auctions and loss allocation

Oleschak, Robert - 2019

Persistent link: https://www.econbiz.de/10012174127

What does the yield on subordinated bank debt measure?

Birchler, Urs W.; Hancock, Diana - 2004

Persistent link: https://www.econbiz.de/10002009124

Collateralised liquidity, two-part tariff and settlement coordination

Nellen, Thomas - 2015

Persistent link: https://www.econbiz.de/10011434805

The banking sector and the Swiss financial account during the financial and European debt crises

Auer, Raphael A.; Tille, Cédric - 2016

The US financial crisis and the later eurozone crisis have substantially impacted capital flows into and out of financial centers like Switzerland. We focus on the pattern of capital flows involving the Swiss banking industry. We first rely on balance-of-payment statistics and show that net...

Persistent link: https://www.econbiz.de/10011541232

On the roles of different foreign currencies in European bank lending

Krogstrup, Signe; Tille, Cédric - 2016

We draw on a new data set on the use of Swiss francs and other currencies by European banks to assess the patterns of foreign currency bank lending. We show that the patterns differ sharply across foreign currencies. The Swiss franc is used predominantly for lending to residents, especially...

Persistent link: https://www.econbiz.de/10011541237

Capital flows and the Swiss franc

Yeşin, Pınar - 2016

The Swiss franc is known to appreciate strongly during financial market turmoil, demonstrating its status as a typical safe haven currency. One possible mechanism behind this appreciation during times of global turmoil is assumed to be higher capital inflows to Switzerland. This paper attempts...

Persistent link: https://www.econbiz.de/10011541241

Cross-border spillover effects of unconventional monetary policies on Swiss asset prices

Bernhard, Severin; Ebner, Till - 2016

Unconventional monetary policies (UMPs) by the Federal Reserve, the European Central Bank, the Bank of England and the Bank of Japan exert important spillover effects on asset prices in Switzerland if market anticipation of UMP announcements is properly accounted for. Using a broad event set and...

Persistent link: https://www.econbiz.de/10011541242

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