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

Pausch, Thilo - 2013 - First draft

The industrial organization approach to banking is extended to analyze the effects of interbank market activity and 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...

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

Explaining the Czech interbank market risk premium

Geršl, Adam; Lešanovská, Jitka - In: Economic systems 38 (2014) 4, pp. 536-551

Persistent link: https://www.econbiz.de/10010467349

Interbank Risk Assessment – A Simulation Approach

Jager, Maximilian - 2020

We introduce a novel simulation-based network approach, which provides full-fledged distributions of potential … distributions in general. Our application to German regulatory data from End-2016 shows that the German interbank network was at …

Persistent link: https://www.econbiz.de/10012836322

The (Un)Desired Effects of Government Bailouts : The Impact of TARP on the Interbank Market and Bank Risk-Taking

Behr, Patrick - 2019

We analyze how the inflow of liquidity through TARP funds in the wake of the 2007/2008 financial crisis impacted banks' interbank market activity. We show that TARP banks increased interbank market activity statistically and economically in a very significant way. Their interbank lending...

Persistent link: https://www.econbiz.de/10012899090

Network risk and key players : a structural analysis of interbank liquidity

Denbee, Edward; Julliard, Christian; Li, Ye; Yuan, Kathy - In: Journal of financial economics 141 (2021) 3, pp. 831-859

Persistent link: https://www.econbiz.de/10012873065

Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function

Bowe, Michael - 2017

We develop a theoretical model examining the financial stability policy of a central bank serving as both the lender of last resort and the regulator of the financial system. The model accommodates the possibility of financial contagion through interbank market linkages, and adverse feedback...

Persistent link: https://www.econbiz.de/10012969580