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Interbank rate uncertainty and bank lending
Altavilla, Carlo; Carboni, Giacomo; Lenza, Michele; … - 2019
and the 2010-2012 European sovereign crisis. This effect is attenuated for banks with lower credit risk, sounder capital …
Persistent link: https://www.econbiz.de/10012059036
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Managing Banks Liquidity Risk with Interbank Market Liquidity in Nigeria : Matters Arising
Nwude, Comfort Amaka; Archibong, Etini Usenideh; NWUDE, … - 2022
effective management of bank’s liquidity risk. Aside from inefficiencies arising from interaction of market forces, regulatory …
Persistent link: https://www.econbiz.de/10014077429
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Risk Sensitivity of Banks, Interbank Markets and the Effects of Liquidity Regulation
Pausch, Thilo - 2012
between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were … risk averse in an environment where there is no interbank market and liquidity regulation. Introducing a buoyant interbank … money market destroys endogenous risk aversion and allows banks to manage credit risk and liquidity risk independently. The …
Persistent link: https://www.econbiz.de/10013110546
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Cross-border interbank contagion in the European banking sector
Gabrieli, Silvia; Salakhova, Dilyara; Vuillemey, Guillaume - 2015
Persistent link: https://www.econbiz.de/10011305241
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How do banks respond to increased funding uncertainty?
Ritz, Robert A.; Walther, Ansgar - 2014
Persistent link: https://www.econbiz.de/10010366299
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Interbank market, stock market, and bank performance in East Asia
Inoguchi, Masahiro - In: Pacific-Basin finance journal 25 (2013), pp. 136-156
Persistent link: https://www.econbiz.de/10010346751
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Inter-bank market and liquidity distribution during the great financial crisis : the e-MID case
Vento, Gianfranco A.; Ganga, Pasquale La - In: New issues in financial and credit markets, (pp. 82-98). 2010
Persistent link: https://www.econbiz.de/10008772910
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Bank Capital, Interbank Contagion, and Bailout Policy
Tian, Suhua - 2013
This paper develops a theoretical framework in which asset linkages in a syndicated loan agreement can infect a healthy bank when its partner bank fails. We investigate how capital constraints affect the choice of the healthy bank to takeover or liquidate the exposure held jointly with the...
Persistent link: https://www.econbiz.de/10013083309
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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 recourse to the LOLR facility (a) to derive banks' willingness-to-pay for liquidity through a one-week repo and (b) to show that a bank's willingness-to-pay is a good indicator for...
Persistent link: https://www.econbiz.de/10012988664
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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 recourse to the LOLR facility (a) to derive banks’ willingness-to-pay for liquidity through a one-week repo and (b) to show that a bank’s willingness-to-pay is a good...
Persistent link: https://www.econbiz.de/10010192732