, inter-bank markets can completely freeze. -- inter-bank lending ; financial crisis ; precautionary demand ; rollover risk …

overall impact of the program. -- Financial crisis ; banking ; derivative pricing ; convertible preferred ; risk management …

In the wake of the recent financial crisis, over-the-counter (OTC) derivatives have been blamed for increasing systemic … risk. Although OTC derivatives were not a central cause of the crisis, the complexity and limited transparency of the …

financial crisis suggests the presence of financial amplification mechanisms, which allow relatively small shocks to propagate …’s interventions during different stages of the crisis in terms of this literature. We interpret the Fed’s early-stage liquidity … prices. By comparison, the Fed’s later-stage crisis programs take into account adverse-selection amplifications that operate …

This paper examines the impact of the financial crisis of 2008, specifically the bankruptcy of Lehman Brothers, on the …. -- Fed funds ; financial crisis ; liquidity ; interbank lending ; hoarding …

Interbank markets for term maturities experienced great stress during the 2007-09 financial crisis, as illustrated by … also present stylized facts based on the algorithm’s results, focusing on the 2007-09 period. At the crisis peak following …

institutions, governance, disclosure, information, market discipline, financial crisis …