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Hoffmann, Peter - 2018

We study the allocation of interest rate risk within the European banking sector using novel data. Banks' exposure to … redistributive effects within the banking sector …

Persistent link: https://www.econbiz.de/10012932302

Interest Rate Risk and Monetary Policy Normalisation in the Euro Area

Molyneux, Philip; Pancotto, Livia; Reghezza, Alessio; … - 2021

banking of a possible return to a normalised monetary policy …

Persistent link: https://www.econbiz.de/10013314909

Who Bears Interest Rate Risk?

Hoffmann, Peter; Langfield, Sam; Pierobon, Federico; … - 2021

We study the allocation of interest rate risk within the European banking sector using novel data. Banks’ exposure to … redistributive effects within the banking sector …

Persistent link: https://www.econbiz.de/10013315407

Management of Interest Rate Risk in Indian Banking

Swamy, Vighneswara - 2013

In a move towards effective management of interest rate risk in Indian banking, in addition to the existing return on …

Persistent link: https://www.econbiz.de/10013082007

CAROs : Climate risk-adjusted refinancing operations

Böser, Florian; Colesanti Senni, Chiara - 2021 - This Version: June 2, 2021

Policy makers have argued that markets are not pricing climate risk appropriately yet, which may lead to a misallocation of resources and financial instability. Climate riskadjusted refinancing operations (CAROs) conducted by the central bank are one possible instrument to address this issue....

Persistent link: https://www.econbiz.de/10012544313

Long-term bank lending and the transfer of aggregate risk

Reiter, Michael; Zessner-Spitzenberg, Leopold - 2020

and calibrate it to match aggregate firm and bank exposure to business cycle risks. Our model exhibits banking crises that …

Persistent link: https://www.econbiz.de/10012214200

Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data

Kauko, Karlo - 2005

This paper presents econometric analyses on the determination of bank deposit and lending rates using longitudinal Finnish data. Interest rate pass-through is very strong, possibly complete, in the case of lending rates; in the case of deposit rates the pass-through is far from complete, even in...

Persistent link: https://www.econbiz.de/10012147938

Bank networks : contagion, systemic risk and prudential policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2015

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...

Persistent link: https://www.econbiz.de/10010475334

Development of the Banking Sector in Russia in 2011

Vedev, Alexey - 2012

crisis of 2008. Financial markets were hit first and then the banking sector experienced the liquidity problem to be followed … by a full-scale economic crisis in Russia. Early in 2011, all the factors pointed to the fact that the banking sector … overcame the crisis, and it seemed the upward development began. The banking sector had at its disposal huge available …

Persistent link: https://www.econbiz.de/10013097738

Financial Instability, Liquidity Constraints and Banks’ Borrowing Behaviour

Swamy, Vighneswara - 2014

economics. This study examines an emerging economy's banking system and contributes to the evolving body of literature on the …

Persistent link: https://www.econbiz.de/10013065703