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Stress-Testing of Liquidity Risk in Target2
Papsdorf, Patrick - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study … resilience of the system, defined as the network of its participants, and the appropriateness of liquidity levels under tightened … liquidity conditions. The scenarios analysed are based on extreme shocks to the value of collateral of different levels and …
Persistent link: https://www.econbiz.de/10012962520
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Identifying central bank liquidity super-spreaders in interbank funds networks
León, Carlos; Machado, Clara; Sarmiento, Miguel - 2015 - (Revised version of CentER paper 2014-047 and EBC discussion paper 2015-007)
Persistent link: https://www.econbiz.de/10011392501
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The price of money : now collateral policy affects the yield curve
Nyborg, Kjell G.; Woschitz, Jiri - 2021
Central-bank collateral policy governs the convertibility of assets into central-bank money provided directly by the central bank. Focusing on government bonds, we develop clean identification of variation in such convertibility by exploiting differential treatment of same-country government...
Persistent link: https://www.econbiz.de/10012799625
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The Eurosystem, the banking sector and the money market
Mercier, Paul - 2013
Persistent link: https://www.econbiz.de/10010420107
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Central bank collateral frameworks
Nyborg, Kjell G. - 2015
on financial markets and the wider economy. They can, for example, bias the private provision of real liquidity and …
Persistent link: https://www.econbiz.de/10011296085
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Applications of liquidity risk discovery using financial market infrastructures transaction archives
Heuver, Richard - 2020
Persistent link: https://www.econbiz.de/10012294786
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Problems and perspectives of banking regulation in Ukraine during the economic crisis of 2014-2016
Adamyk, Bogdan - In: Czech journal of social sciences, business and … 5 (2016) 3, pp. 18-27
Persistent link: https://www.econbiz.de/10011633859
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Liquidity regulation, the central bank and the money market
Körding, Julia; Scheubel, Beatrice - 2018
Persistent link: https://www.econbiz.de/10011856198
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Principles, circumstances and constraints : the Nationalbank as lender of last resort from 1816 to 1931
Jobst, Clemens; Rieder, Kilian - In: Monetary policy & the economy : quarterly review of … (2016) 3/4, pp. 141-162
Persistent link: https://www.econbiz.de/10011621801
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An attempt to develop Sharı̄ ah compliant liquidity management instruments for the financier of last resort : with reference to Qatar development plan
Kahf, Monzer; Hamadi, Cherin - In: Islamic economic studies 22 (2014) 1, pp. 109-138
Persistent link: https://www.econbiz.de/10010441337