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Domanski, Dietrich; Fender, Ingo; McGuire, Patrick M. - In: BIS quarterly review : international banking and … (2011), pp. 57-71

Persistent link: https://www.econbiz.de/10009419354

A tiering rule to balance the impact of negative policy rates on banks

Girotti, Mattia; Nguyen, Benoît; Sahuc, Jean-Guillaume - 2022

Persistent link: https://www.econbiz.de/10012939125

Do Liquidity Limits Amplify Money Market Fund Redemptions During the COVID Crisis?

Dunne, Peter G.; Giuliana, Raffaele - 2021

Regulation of Money Market Funds (MMFs) in the EU requires some categories of MMFs to consider applying liquidity … management tools if they breach a minimum ‘weekly’ liquidity requirement. Anticipation of the application of such tools is a … liquidity thresholds explains differences in redemptions both at the start of the COVID-19 crisis and in the following months …

Persistent link: https://www.econbiz.de/10013210595

COVID-19 and the fragmentation of the European interbank market

Pala, Melissa - 2024

transactional level allows me to apply advanced panel methods. Furthermore, this paper shows liquidity hoarding during the pandemic …

Persistent link: https://www.econbiz.de/10014481123

Monetary policy implementation and overnight rate persistence

Nautz, Dieter; Scheithauer, Jan - 2009

Overnight money market rates are the predominant operational target of monetary policy. As a consequence, central banks have redesigned the implementation of monetary policy to keep the deviations of the overnight rate from the key policy rate small and short-lived. This paper uses fractional...