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Strategic liquidity mismatch and financial sector stability

Silva, André F. - In: The review of financial studies 32 (2019) 12, pp. 4696-4733

Persistent link: https://www.econbiz.de/10012135497

Filtering for risk assessment of interbank network

Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294

Persistent link: https://www.econbiz.de/10012132392

Network linkages to predict bank distress

Constantin, Andreea; Peltonen, Tuomo; Sarlin, Peter - In: Journal of financial stability 35 (2018), pp. 226-241

Persistent link: https://www.econbiz.de/10012156869

The systemic risk buffer for UK banks : a response to the Bank of England’s consultation paper

Vickers, John - In: Journal of financial regulation 2 (2016) 2, pp. 264-282

Persistent link: https://www.econbiz.de/10011731785

Measuring heterogeneity in bank liquidity risk : Who are the winners and losers?

Jean-Loup, Soula - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 302-313

Persistent link: https://www.econbiz.de/10011792880

Rollover risk, liquidity and macroprudential regulation

Ahnert, Toni - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1753-1785

Persistent link: https://www.econbiz.de/10011707954

Cross-border interbank contagion in the European banking sector

Gabrieli, Silvia; Salakhova, Dilyara - In: International economics : a journal published by CEPII … 157 (2019), pp. 33-54

Persistent link: https://www.econbiz.de/10012318687

How excessive is banks' maturity transformation?

Segura, Anatoli; Suárez, Javier - 2016

We quantify the gains from regulating maturity transformation in a model of banks which finance long-term assets with non-tradable debt. Banks choose the amount and maturity of their debt trading off investors' preference for short maturities with the risk of systemic crises. Pecuniary...

Persistent link: https://www.econbiz.de/10011974655

Can banks default overnight? : modelling endogenous contagion on the O/N interbank market

Smaga, P.; Wiliński, M.; Ochnicki, P.; Arendarski, P.; … - In: Quantitative finance 18 (2018) 11, pp. 1815-1829

Persistent link: https://www.econbiz.de/10012262180

How Excessive Is Banks’ Maturity Transformation?

Segura, Anatoli - 2016

We quantify the gains from regulating banks' maturity transformation in an infinite horizon model of banks which finance long-term assets with non-tradable debt. Banks choose the amount and maturity of their debt trading off investors' preference for short maturities with the risk of systemic...

Persistent link: https://www.econbiz.de/10012980515

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