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Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper

Pausch, Thilo - 2013 - First draft

regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were … risk averse in an environment where there is no interbank market and liquidity regulation. Introducing a buoyant interbank …

Persistent link: https://www.econbiz.de/10010344667

Banking reform

Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011554963

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

Special issue: Network Approaches to Interbank Markets

Alfarano, Simone (ed.); Fricke, Daniel (ed.); … - Workshop on Network Approaches to Interbank Markets … - 2016

Persistent link: https://www.econbiz.de/10011451849

Opinion dynamics and wisdom under conformity

Buechel, Berno; Hellmann, Tim; Klößner, Stefan - 2013

We present a model of opinion formation where individuals repeatedly engage in discussion and update their opinion in a social network similarly to the DeGroot model. Abstracting from the standard assumption that individuals always report their opinion truthfully, agents in our model may state...

Persistent link: https://www.econbiz.de/10010342212

Are you a Lehman, brother? : interbank uncertainty in a DSGE model ; conference paper

Grimme, Christian; Siemsen, Thomas - 2014 - Preliminary draft, This version June 25, 2014

Did the increase in counterparty risk perception in the interbank market since autumn 2007 contribute to the severe contraction of the US economy? To address this question we introduce interbank market uncertainty in a DSGE model with frictional financial intermediation. Interbank uncertainty is...

Persistent link: https://www.econbiz.de/10010487259

Liquidity regulation, the Central Bank, and the money market : conference paper

Scheubel, Beatrice; Körding, Julia - 2013 - This version: 15 February 2013

crisis, recent advances in global liquidity regulation try to curb the excessive reliance on short-term wholesale funding … without being clear on how such an approach will affect the overall equilibrium on money markets. In particular, liquidity …

Persistent link: https://www.econbiz.de/10010342820

The "Celtic crisis" : guarantees, transparency, and systemic liquidity risk ; conference paper

König, Philipp Johann; Anand, Kartik; Heinemann, Frank - 2013

Bank liability guarantee schemes have traditionally been viewed as costless measures to shore up investor confidence and stave off bank runs. However, as the experience of some European countries, most notably Ireland, has demonstrated, the credibility and effectiveness of these guarantees is...

Persistent link: https://www.econbiz.de/10010344594

Contemporary trends and challenges in finance : proceedings from the 4th Wroclaw International Conference in Finance

Jajuga, Krzysztof (ed.); Locarek-Junge, Hermann (ed.); … - Wrocław International Conference in Finance <4., 2018, … - 2019

Persistent link: https://www.econbiz.de/10012049361

Interest rates, prices and liquidity : lessons from the financial crisis

Chadha, Jagjit (ed.) - 2012

substantial quantitites of liquidity into the financial system and seen their balance sheets expand to multiples of GDP. We … liquidity and macroeconomic stabilisation operations"-- …

Persistent link: https://www.econbiz.de/10009356617

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