recourse to the LOLR facility (a) to derive banks’ willingness-to-pay for liquidity through a one-week repo and (b) to show … results suggest (i) that banks’ willingness-to-pay for liquidity indeed reflects refinancing conditions in the interbank …We use a unique data set that comprises each bank’s bids in the Eurosystem’s main refinancing operations and its …

We study the prices that individual banks pay for liquidity (captured by borrowing rates in repos with the central bank … depend in particular on the distribution of liquidity across banks, which is calculated over time using individual bank …-level data on reserve requirements and actual holdings. Banks pay more for liquidity when positions are more imbalanced across …

There is a growing body of evidence that interest rate spreads in Africa are higher for big banks compared to small … banks. One concern is that big banks might be using their market power to charge higher lending rates as they become larger … is influenced by exploitation of market power or economies of scale. Using a panel of 162 African banks for 2001-2011, we …

There is a growing body of evidence that interest rate spreads in Africa are higher for big banks compared to small … banks. One concern is that big banks might be using their market power to charge higher lending rates as they become larger … is influenced by exploitation of market power or economies of scale. Using a panel of 162 African banks for 2001–2011, we …

in 2013 and to analyze the interaction of capital regulation and banks' liquidity buffers. Our analysis suggests that …The purpose of this paper is to assess the history of global liquidity regulation until the revised Basel III proposals … regulating capital is associated with declining liquidity uffers. The interaction of liquidity regulation and monetary policy as …

Based on the consolidated statements data of the universal/commercial banks (UKbank) and non-bank financial …

United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia …. Announcements of interest rate cuts, liquidity support, liability guarantees, and recapitalization were associated with a reduction … to reduce interest rates and bail out individual banks in an ad hoc manner had adverse repercussions, both domestically …

How a historic drop in bank deposits shapes banks' loan supply? We exploit the effects of a large, and unexpected … includes all bank-firm lending relationships in all euro area countries. We find that banks experiencing large deposit outflows … is stronger for fixed rate and longer maturity loans, but not for riskier borrowers. The effect is mostly driven by banks …

lead to significant changes in the competitive environment should banks consider adding a granularity adjustment to the …

We show that negative monetary policy rates induce systemic banks to reach-for-yield. For identification, we exploit … the 26 largest euro area banking groups. Banks with more customer deposits are negatively affected by negative rates, as … higher returns. Effects are stronger for less capitalized banks, private sector (financial and non-financial) securities and …