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The economics of securitization : evidence from the european markets
Pinto, João; Alves, Paulo - In: Investment management and financial innovations 13 (2016) 1, pp. 112-126
Persistent link: https://www.econbiz.de/10011630689
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A macro-financial perspective to analyse maturity mismatch and default
Wang, Xuan - 2020
The Basel Committee proposed the Net Stable Funding Ratio (NSFR) to curb excessive maturity mismatch of the banking sector. However, it remains to be ascertained as to what are the financial and real effects of the NSFR on banks' credit quality, investment, and the pass-through of monetary...
Persistent link: https://www.econbiz.de/10012427585
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The Federal Reserve balance sheet
Dawsey, Kristopher; English, William B.; Sack, Brian - In: Research handbook of financial markets, (pp. 6-32). 2023
Persistent link: https://www.econbiz.de/10014331034
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How effective were the Federal Reserve emergency liquidity facilities? : evidence from the asset-backed commercial paper money market mutual fund liquidity facility
Duygan-Bump, Burcu; Parkinson, Patrick M.; Rosengren, … - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 715-737
Persistent link: https://www.econbiz.de/10009730835
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How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
Duygan-Bump, Burcu - 2012
vulnerabilities of short-term credit markets and the role of central banks as back-stop liquidity providers to financial markets. The … Federal Reserve's response to financial disruptions in the United States importantly included creating liquidity facilities … interventions — the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility. Our findings indicate that this …
Persistent link: https://www.econbiz.de/10013116163
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Government lending in a crisis
Brown, James R.; Martinsson, Gustav; Thomann, Christian - In: The journal of corporate finance : contracting, … 71 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013169793
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Liquidity creation without a central bank : clearing house loan certificates in the banking panic of 1907
Tallman, Ellis W.; Moen, Jon R. - In: Journal of financial stability 8 (2012) 4, pp. 277-291
Persistent link: https://www.econbiz.de/10009655630
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Asset-liability management with ultra-low interest rates
Grossman, Richard S.; Molyneux, Philip; Lambert, Frederic; … - Conference on Asset-Liability Management with Ultra-Low …; … - 2015
On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...
Persistent link: https://www.econbiz.de/10011413495
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Uncertainty and the shadow banking crisis : estimates from a dynamic model
Tian, Xu - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1469-1496
Persistent link: https://www.econbiz.de/10012887613
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Banks' search for yield in the low interest rate environment : a tale of regulatory adaptation banks' search for yield in the low interest rate environment : a tale of regulatory a...
Wang, J. Christina - 2017 - This version: June, 2017
Banks are compensated primarily through the net interest margin (NIM), which is the difference between the interest earned on their investments and the interest paid to their depositors and other creditors. In the low interest rate environment that has persisted since the Great Recession, banks...
Persistent link: https://www.econbiz.de/10011664168