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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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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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How excessive is banks' maturity transformation?
Segura, Anatoli; Suárez, Javier - 2016
We quantify the gains from regulating maturity transformation in a model of banks which finance long-term assets with non-tradable debt. Banks choose the amount and maturity of their debt trading off investors' preference for short maturities with the risk of systemic crises. Pecuniary...
Persistent link: https://www.econbiz.de/10011974655
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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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What can we learn from country-level liquidity in the EMU?
Shagi, Makram el-; Kelly, Logan - In: Journal of financial stability 42 (2019), pp. 75-83
Persistent link: https://www.econbiz.de/10012259895
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A Note on Regulatory Responses to COVID-19 Pandemic : Balancing Banks’ Solvency and Contribution to Recovery
Bitar, Mohammad - 2020
We see spikes in unemployment rates and turbulence in the securities markets during the COVID-19 pandemic. Governments are responding with aggressive monetary expansions and large-scale economic relief plans. We discuss the implications on banks and the economy of prudential regulatory...
Persistent link: https://www.econbiz.de/10012830709
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The ECB Guide to Internal Liquidity Adequacy : A Principles-Based Approach
Singh, Dalvinder - 2021
The global financial crisis exposed the need for coherence and transparency in bank liquidity management. The problem … of asymmetry of information associated with liquidity was particularly acute during the crisis, leading to both adverse …, to correct the market. The European Central Bank Guide to Internal Liquidity Adequacy places significant focus on …
Persistent link: https://www.econbiz.de/10013227451
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Too complex to work : a critical assessment of the bail-in tool under the European bank recovery and resolution regime
Tröger, Tobias - 2017 - This version: September 4, 2017
This paper analyzes the bail-in tool under the Bank Recovery and Resolution Directive (BRRD) and predicts that it will not reach its policy objective. To make this argument, this paper first describes the policy rationale that calls for mandatory private sector involvement (PSI). From this...
Persistent link: https://www.econbiz.de/10011720764
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Too complex to work : a critical assessment of the bail-in tool under the European bank recovery and resolution regime
Tröger, Tobias - 2017
This paper analyses the bail-in tool under the BRRD and predicts that it will not reach its policy objective. To make this argument, this paper first describes the policy rationale that calls for mandatory private sector involvement (PSI). From this analysis the key features for an effective...
Persistent link: https://www.econbiz.de/10011711663
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Healing through liquidity injections?
Rasmouki, Fanou - 2015
Persistent link: https://www.econbiz.de/10011547068