Similar Search Results

The distribution of excess liquidity in the euro area

Baldo, Luca; Hallinger, Benoît; Helmus, Caspar; … - 2017

Since 2008, excess liquidity - defined as the sum of holdings of central bank reserves in excess of reserve … small, slowly changing group of credit institutions. Despite the stability of the concentration of excess liquidity in … directing flows in the period 2015-16. In addition, the more recent concentration of excess liquidity is explained by the …

Persistent link: https://www.econbiz.de/10011747703

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 … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …

Persistent link: https://www.econbiz.de/10010471858

A dynamic network model of the unsecured interbank lending market

Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - 2016

We introduce a dynamic network model of interbank lending and estimate the parameters by indirect inference using network statistics of the Dutch interbank market from mid-February 2008 through April 2011. We find that credit-risk uncertainty and peer monitoring are significant factors in...

Persistent link: https://www.econbiz.de/10011478534

Cross-Border Liquidity, Relationships and Monetary Policy : Evidence from the Euro Area Interbank Crisis

Abbassi, Puriya - 2016

Persistent link: https://www.econbiz.de/10012988708

How commercial banks adjust capital ratios : empirical evidence from the USA?

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Rizwan, Sohail - In: Cogent business & management 7 (2020) 1, pp. 1-18

large commercial banks of the USA. The study applies a two-step system GMM technique to obtain the speed of adjustment. The …

Persistent link: https://www.econbiz.de/10012655130

Comparing Australian and US Corporate Default Risk Using Quantile Regression

Allen, David E. - 2012

comparison to the USA. Quantile regression allows modelling of the extreme quantiles of a distribution which allows measurement …

Persistent link: https://www.econbiz.de/10013113443

The Distribution of Excess Liquidity in the Euro Area

Baldo, Luca - 2017

Since 2008, excess liquidity – defined as the sum of holdings of central bank reserves in excess of reserve … small, slowly changing group of credit institutions.Despite the stability of the concentration of excess liquidity in … directing flows in the period 2015-16. In addition, the more recent concentration of excess liquidity is explained by the …

Persistent link: https://www.econbiz.de/10012943463

Big broad banks : how does cross-selling affect lending?

Qi, Yingjie - 2020

Using unique micro-data that contain the internal information on all corporate customers of a large Nordic bank, I show that combining loan and non-loan products (cross-selling) has two benefits. First, it increases credit supply, especially in recessions. Second, it increases the likelihood of...

Persistent link: https://www.econbiz.de/10012161489

The empirical analysis of liquidity

Holden, Craig W.; Jacobsen, Stacey; Subrahmanyam, Avanidhar - 2014

Persistent link: https://www.econbiz.de/10010467950

Dealer capacity and U.S. treasury market functionality

Duffie, Darrell; Fleming, Michael J.; Keane, Frank; … - 2023 - Revised October 2023

market liquidity over time, when dealer balance sheet utilization reaches sufficiently high levels, liquidity is much worse …

Persistent link: https://www.econbiz.de/10014393396

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