Showing 1 - 10 of 22
Persistent link: https://www.econbiz.de/10010516996
Persistent link: https://www.econbiz.de/10011376887
Persistent link: https://www.econbiz.de/10011376888
Persistent link: https://www.econbiz.de/10011377705
In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank’s ability to meet its liquidity demand. We use quarterly...
Persistent link: https://www.econbiz.de/10010238510
The pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unknown, and maximum entropy serves as the leading method for estimating unobserved counterparty exposures. This paper proposes an efficient alternative that combines...
Persistent link: https://www.econbiz.de/10010249740
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....
Persistent link: https://www.econbiz.de/10010471625
Persistent link: https://www.econbiz.de/10010473440
Persistent link: https://www.econbiz.de/10010423446
Persistent link: https://www.econbiz.de/10010423484