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Interbank tiering and money center banks
Craig, Ben R.; von Peter, Goetz - Deutsche Bundesbank - 2010
developing a core-periphery model, and devise a procedure for fitting the model to real-world networks. Using Bundesbank data on … provides a promising avenue for understanding the formation of financial networks. …
Persistent link: https://www.econbiz.de/10008833259
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The role of interbank relationships and liquidity needs
Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - Deutsche Bundesbank - 2013
In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank's ability to meet its liquidity demand. We use quarterly...
Persistent link: https://www.econbiz.de/10010984730
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Interbank tiering and money center banks
Craig, Ben R.; von Peter, Goetz - 2010
developing a core-periphery model, and devise a procedure for fitting the model to real-world networks. Using Bundesbank data on … provides a promising avenue for understanding the formation of financial networks. …
Persistent link: https://www.econbiz.de/10010303920
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The role of interbank relationships and liquidity needs
Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - 2013
In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank's ability to meet its liquidity demand. We use quarterly...
Persistent link: https://www.econbiz.de/10010331373
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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) C, pp. 99-111
In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank’s ability to meet liquidity demand. We use quarterly data...
Persistent link: https://www.econbiz.de/10011209839
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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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The role of interbank relationships and liquidity needs
Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - 2014
Persistent link: https://www.econbiz.de/10010423446
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Filling in the blanks : network structure and interbank contagion
Anand, Kartik; Craig, Ben R.; Von Peter, Goetz - 2014
Persistent link: https://www.econbiz.de/10010423494
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The role of interbank relationships and liquidity needs
Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - 2013
In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank’s ability to meet its liquidity demand. We use quarterly...
Persistent link: https://www.econbiz.de/10010238510
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Filling in the blanks : network structure and interbank contagion
Anand, Kartik; Craig, Ben R.; Von Peter, Goetz - 2014
realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …
Persistent link: https://www.econbiz.de/10010249740