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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
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Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper
Pausch, Thilo - 2013 - First draft
between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were … money market destroys endogenous risk aversion and allows banks to manage credit risk and liquidity risk independently. The … regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction …
Persistent link: https://www.econbiz.de/10010344667
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The term structure of interbank risk
Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
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Liquidity creation and funding ability during the interbank lending crunch
Beladi, Hamid; Hu, May; Park, Jason; How, Janice C. Y. - In: International review of financial analysis 67 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012299204
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Counterparty choice, maturity shifts and market freezes : lessons from the European interbank market
Saroyan, Susanna - In: Journal of economic dynamics & control 160 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014532482
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Cross-border interbank contagion in the European banking sector
Gabrieli, Silvia; Salakhova, Dilyara; Vuillemey, Guillaume - 2015
Persistent link: https://www.econbiz.de/10011305241
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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
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Interbank lending and distress : observables, unobservables, and network structure
Craig, Ben R.; Koetter, Michael; Krüger, Ulrich - 2014
Persistent link: https://www.econbiz.de/10010423484
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Contagion accounting
Aldasoro, Iñaki; Hüser, Anne-Caroline; Kok Sørensen, … - 2020
Persistent link: https://www.econbiz.de/10012597978
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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