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Interbank borrowing and bank liquidity risk

Li, Zongyuan; Lai, Rose Neng - In: The journal of financial research : the journal of the … 45 (2022) 1, pp. 53-91

Persistent link: https://www.econbiz.de/10013188118

Cross-country spillovers in interbank liquidity crises

Hasan, Mohammad Nurul; Singh, Rajesh Kumar - 2023 - This version: October 31, 2023

Persistent link: https://www.econbiz.de/10014444225

Climate-induced liquidity crises : interbank exposures and macroprudential implications

D'Orazio, Paola; Reale, Jessica; Anh Duy Pham - 2023

Although climate-induced liquidity risks can cause significant disruptions and instabilities in the financial sector … emergence of liquidity crises through interbank market dynamics. Our simulations show that the financial system could experience … serious funding and market liquidity shortages due to climate-induced liquidity crises. Our investigation contributes to our …

Persistent link: https://www.econbiz.de/10014289473

Bank Demand for Central Bank Liquidity : The Impact of Bid Shading and Interbank Markets

Xiao, Di - 2017

We develop a model in which banks bid for liquidity provided by the central bank in fixed and variable rate auctions …, considering liquidity injections and extractions as well as the impact of a subsequent interbank market. We derive the equilibrium …

Persistent link: https://www.econbiz.de/10012942541

Modeling Emergence of the Interbank Networks

Halaj, Grzegorz - 2014

Interbank contagion has become a buzzword in the aftermath of the financial crisis that led to a series of shocks to the interbank market and to periods of pronounced market disruptions. However, little is known about how interbank networks are formed and about their sensitivity to changes in...

Persistent link: https://www.econbiz.de/10013058651

A Dynamic Network Model of the Unsecured Interbank Lending Market

Blasques, Francisco - 2015

market. Banks are subject to random liquidity shocks and can form links with potential trading partners to bilaterally Nash …

Persistent link: https://www.econbiz.de/10013027536

A Dynamic Network Model of the Unsecured Interbank Lending Market

Blasques, Francisco - 2015

market. Banks are subject to random liquidity shocks and can form links with potential trading partners to bilaterally Nash …

Persistent link: https://www.econbiz.de/10013027582

Interbank asset-liability networks with fire sale management

Feinstein, Zachary; Hałaj, Grzegorz - 2023

Interconnectedness is an inherent feature of the modern financial system. While it contributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks' capitalization. This has recently been seen during the...

Persistent link: https://www.econbiz.de/10014278677

Interbank Asset-Liability Networks with Fire Sale Management

Feinstein, Zachary; Halaj, Grzegorz - 2023

Interconnectedness is an inherent feature of the modern financial system. While it con-tributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks’ capitalization. This has recently been seen during...

Persistent link: https://www.econbiz.de/10014351223

Discussion of "Liquidity, moral hazard, and interbank market collapse"

Santos, Tano - In: International journal of central banking : IJCB 5 (2009) 4, pp. 87-94

Persistent link: https://www.econbiz.de/10009521386