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Interbank credit exposures and financial stability
Schneorson, Oren - 2022
This paper investigates how interbank credit exposures affect financial stability. Policy makers often see such exposures as undermining stability by exacerbating cascading losses through the financial system. I develop a model that features a trade-off between cascading losses and risk-sharing....
Persistent link: https://www.econbiz.de/10013350529
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How banks create gridlock to save liquidity in Canada's large value payment system
Garratt, Rod; Lu, Zhentong; Tian, Phoebe - 2023 - Last updated: May 4, 2023
Using detailed data from Canada's new high-value payment system (HVPS), we show how participants of the system save liquidity by exploiting the new gridlock resolution arrangement. These observed behaviors are consistent with the equilibrium of a "gridlock game" that captures the key incentives...
Persistent link: https://www.econbiz.de/10014253824
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Emerging role of blockchain in banking operations : an overview
Sharmaa, Aradhana; Sharmab, Dhiraj; Bansal, Rajni - In: Contemporary studies of risks in emerging technology, part A, (pp. 1-12). 2023
Persistent link: https://www.econbiz.de/10014327225
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Information disclosure, bank performance and bank stability
Iren, Perihan; Reichert, Alan K.; Gramlich, Dieter - In: International journal of banking, accounting and finance 5 (2013/2014) 4, pp. 374-417
Persistent link: https://www.econbiz.de/10011483524
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Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers
Benos, Evangelos; Garratt, Rod; Zimmerman, Peter - 2012
Persistent link: https://www.econbiz.de/10009559823
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Competition in the clearing and settlement industry
Li, Shaofang; Marinč, Matej - In: Journal of international financial markets, … 40 (2016), pp. 134-162
Persistent link: https://www.econbiz.de/10011475845
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Bank Behaviour and Risks in Chaps Following the Collapse of Lehman Brothers
Benos, Evangelos - 2012
We use payments data for the period 2006-09 to study the impact of the global financial crisis on payment patterns in CHAPS, the United Kingdom's large-value wholesale payments system. CHAPS functioned smoothly throughout the crisis and all CHAPS settlement banks continued to meet their payment...
Persistent link: https://www.econbiz.de/10013104568
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Bank Risk, Financial Stress, and Bank Derivative Use
Bliss, Barbara A. - 2017
This paper distinguishes hedging from speculative derivative usage by U.S. bank holding companies (BHCs). This is … components of the Cleveland Fed Financial Stress Index, and off-balance sheet derivatives. Our results indicate that BHCs with … credit derivatives to reduce their risk exposure to these financial stresses. Additionally, positively exposed BHCs that use …
Persistent link: https://www.econbiz.de/10012946107
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The effect of credit derivatives usage on the risk of European banks
Rodríguez Gil, Luís Ignacio; Otero-González, Luis; … - In: Revista de economía mundial : REM ; revista de la … 40 (2015), pp. 197-219
Persistent link: https://www.econbiz.de/10011812097
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Bad banking in Thailand? : an empirical analysis of macro indicators
Menkhoff, Lukas - 2006
Persistent link: https://www.econbiz.de/10003478068