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Interbank network and bank bailouts : insurance mechanism for non-insured creditors?
Eisert, Tim; Eufinger, Christian - 2013
This paper presents a theory that explains why it is beneficial for banks to engage in circular lending activities on …
Persistent link: https://www.econbiz.de/10010226037
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Too interconnected to fail : a survey of the interbank networks literature
Hüser, Anne-Caroline - 2015 - First version: December 2014, This version: March 2015
The banking system is highly interconnected and these connections can be conveniently represented as an interbank network. This survey presents a systematic overview of the recent advances in the theoretical literature on interbank networks. We assess our current understanding of the structure...
Persistent link: https://www.econbiz.de/10010491738
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Macroprudential Consolidation Policy in Interbank Networks
Gaffeo, Edoardo - 2014
Can consolidation policy be made consistent with macro-prudential supervision? In this study, we seek to provide new insights on this key-question using a network approach. We study how the resilience of a banking network evolves as we shock an initially homogenous competitive market with a...
Persistent link: https://www.econbiz.de/10013057924
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Insights in European Interbank Network Contagion
Philippas, Dionisis - 2015
Purpose – We analyse the importance of regulatory requirements and interbank connections to financial stability by looking at a large number of European and UK banks.Design/Methodology – We model interbank contagion using insights from the Susceptible Infected Recovered model. We construct...
Persistent link: https://www.econbiz.de/10013032806
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Too interconnected to fail : a survey of the Interbank Networks literature
Hüser, Anne-Caroline - 2016
The banking system is highly interconnected and these connections can be conveniently represented as an interbank network. This survey presents a systematic overview of the recent advances in the theoretical literature on interbank networks and assesses our current understanding of the structure...
Persistent link: https://www.econbiz.de/10012061680
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On the optimal control of interbank contagion in the euro area banking system
Fukker, Gábor; Kok Sørensen, Christoffer - 2021
modelling framework could be used both as a crisis management tool to help inform decisions on capital/liquidity infusions in …
Persistent link: https://www.econbiz.de/10012519357
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International financial integration, crises, and monetary policy : evidence from the Euro area interbank crises international financial integration, crises, and monetary policy : e...
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2017 - This version: July, 2017
versus foreign lenders. Crisis shocks reduce the supply of crossborder liquidity, with stronger volume effects than pricing … liquidity, but without fostering strong cross-border financial reintegration. …
Persistent link: https://www.econbiz.de/10011704823
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The euro interbank repo market
Mancini, Loriano; Ranaldo, Angelo; Wrampelmeyer, Jan - 2014 - This version: March 2014
The search for a market design that ensures stable bank funding is at the top of regulators' policy agenda. This paper empirically shows that the central counterparty (CCP)-based euro interbank repo market features this stability. Using a unique and comprehensive data set, we show that the...
Persistent link: https://www.econbiz.de/10010410308
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A fistful of dollars : transmission of global funding shocks to EMs
Kumar, Shekhar Hari; Mathur, Aakriti - 2020
interbank markets. Money markets enable banks to engage in risk-sharing against liquidity shocks and are sensitive to global … liquidity shocks to EMs as compared to benchmark short-term bond yields. Next, we disentangle the transmission into its various … of macro-prudential policy like reserve requirements can help alleviate liquidity shocks to the EM banking system …
Persistent link: https://www.econbiz.de/10012171269
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How do banks manage liquidity? : evidence from the ECB's tiering experiment
Baldo, Luca; Heider, Florian; Hoffmann, Peter; Sigaux, … - 2022
We study how banks manage their liquidity among the various assets at their disposal. We exploit the introduction of … assets over time. Our results imply that frictions in one market for liquidity can spill over to several markets. …
Persistent link: https://www.econbiz.de/10013375171