Narrow search
Showing 1 - 10 of 10,312
Cover Image
Crisis management at cross-roads : challenges facing cross-border financial institutions at the EU level : a joint publication with the Centre for European Policy Studies (CEPS)
Ayadi, Rym (ed.); Lierman, Frank (ed.); Balling, Morten (ed.) - Conference "Crisis Management at Cross-Roads" <2009, …; … - 2010
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011706117
Cover Image
The euro interbank repo market
Mancini, Loriano; Ranaldo, Angelo; Wrampelmeyer, Jan - 2014 - This version: March 2014
empirically shows that the central counterparty (CCP)-based euro interbank repo market features this stability. Using a unique and …
Persistent link: https://www.econbiz.de/10010410308
Cover Image
Hoarding and Short-Squeezing In Times of Crisis : Evidence From the Euro Overnight Money Market
Brossard, Olivier; Saroyan, Susanna - 2022
We study at an individual level the prices that banks pay for liquidity, measured here by overnight rates charged for unsecured loans on the e-MID trading platform, which is an important and transparent money market for European banks. Using data from both before and within crisis sub-periods,...
Persistent link: https://www.econbiz.de/10014236023
Cover Image
Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015
Gabrieli, Silvia - 2019
We measure the relative role of sovereign-dependence risk and balance sheet (credit) risk in euro area interbank market …
Persistent link: https://www.econbiz.de/10012894210
Cover Image
Euro After the Crisis : Key Challenges and Resolution Options
Gurdgiev, Constantin - 2016
the rate of monetary and financial systems integration deployed within the Euro area is not sustainable in the long run …. Instead of acting as a buffer against external shocks and internal imbalances within the Euro area, the common currency has … a disorderly unwinding of the Euro area over time and the accumulation of significant long-term economic costs of …
Persistent link: https://www.econbiz.de/10012990752
Cover Image
Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015
Gabrieli, Silvia - 2018
We measure the relative role of sovereign-dependence risk and balance sheet (credit) risk in euro area interbank market …
Persistent link: https://www.econbiz.de/10012913584
Cover Image
Lessons from the European financial crisis
Pagano, Marco - 2014
This paper distils three lessons for bank regulation from the experience of the 2009-12 euro-area financial crisis … fiscal distress, and inquires how the regulation of banks' sovereign exposures in the euro area should be changed to mitigate … new regulatory framework of the euro-area "banking union" can be expected to mitigate excessive forbearance and facilitate …
Persistent link: https://www.econbiz.de/10010424982
Cover Image
Investor Information and Bank Instability During the Euro Crisis
Iorgova, Silvia; Ross, Chase P. - 2021
Outside of financial crises, investors have little incentive to produce private information on banks' short-term liabilities held as information-insensitive safe assets. The same does not hold true during crises. We measure daily information production using data from credit default swap spreads...
Persistent link: https://www.econbiz.de/10013243048
Cover Image
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
Acharya, Viral V. - 2015
We model a loop between sovereign and bank credit risk. A distressed financial sector induces government bailouts, whose cost leads to increased sovereign credit risk. Increased sovereign credit risk in turn weakens the financial sector by eroding the value of its government debt guarantees and...
Persistent link: https://www.econbiz.de/10013037894
Cover Image
Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10010471858