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Exchange rate shocks in multicurrency interbank markets
Siklos, Pierre L.; Stefan, Martin - In: Journal of financial stability 55 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013362238
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Interbank network and bank bailouts : insurance mechanism for non-insured creditors?
Eisert, Tim; Eufinger, Christian - 2013
This paper presents a theory that explains why it is beneficial for banks to engage in circular lending activities on …
Persistent link: https://www.econbiz.de/10010226037
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Interbank network and bank bailouts : insurance mechanism for non-insured creditors?
Eisert, Tim; Eufinger, Christian - In: Essays on banking, (pp. 1-40). 2014
Persistent link: https://www.econbiz.de/10010426579
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An interbank network determined by the real economy
Wang, Tianxi - University of Essex / Department of Economics - 2021
Persistent link: https://www.econbiz.de/10013162738
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Liquidity networks, interconnectedness, and interbank information asymmetry
Brunetti, Celso; Harris, Jeffrey H.; Mankad, Shawn - 2021
Persistent link: https://www.econbiz.de/10012608544
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Liquidity flows in interbank networks
Castiglionesi, Fabio; Eboli, Mario - In: Review of finance : journal of the European Finance … 22 (2018) 4, pp. 1291-1334
Persistent link: https://www.econbiz.de/10012005727
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Mathematical modeling and analysis of insolvency contagion in an interbank network
Ren, Xuemin; Jiang, Lishang - In: Operations research letters 44 (2016) 6, pp. 759-783
Persistent link: https://www.econbiz.de/10011622367
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Essays on interbank markets
Fryxell, Vanessa Sternbeck - 2019
Persistent link: https://www.econbiz.de/10012433470
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Contagion in the Interbank Market with Stochastic Loss Given Default
Memmel, Christoph - 2012
This paper investigates contagion in the German interbank market under the assumption of a stochastic loss given default (LGD). We combine a unique data set about the LGD of interbank loans with detailed data about interbank exposures. We find that the frequency distribution of the LGD is...
Persistent link: https://www.econbiz.de/10013100415
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Contagion at the Interbank Market with Stochastic Lgd
Memmel, Christoph - 2016
the frequency distribution of the LGD is u-shaped. Under the assumption of a stochastic LGD, simulation results show a …
Persistent link: https://www.econbiz.de/10012989232