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Substitution between net and gross settlement systems : a concern for financial stability?

Craig, Ben R.; Fecht, Falko - 2011

generate systemic risk. What does that tendency imply for the stability of the payments [or financial] system when the two … increasing systemic risk? Or do banks require their counterparties to send payments through gross settlement system when default … risks are high, increasing the need for liquidity and the money market rate but reducing overall systemic risk? This paper …

Persistent link: https://www.econbiz.de/10009244343

Bank liquidity, interbank markets, and monetary policy

Freixas, Xavier; Martin, Antoine; Skeie, David - In: The review of financial studies 24 (2011) 8, pp. 2656-2692

Persistent link: https://www.econbiz.de/10009312625

Identifying central bank liquidity super-spreaders in interbank funds networks

León, Carlos; Machado, Clara; Sarmiento, Miguel - 2015 - (Revised version of CentER paper 2014-047 and EBC discussion paper 2015-007)

Persistent link: https://www.econbiz.de/10011392501

A model of the Eurosystem's operational framework and the euro overnight interbank market

Hauck, Achim; Neyer, Ulrike - In: European journal of political economy 34 (2014), pp. 65-82

Persistent link: https://www.econbiz.de/10011283952

The price of liquidity : CD rates charged by money market funds

Whitledge, Matthew D.; Winters, Drew B. - In: Journal of banking & finance 54 (2015), pp. 104-114

Persistent link: https://www.econbiz.de/10011377794

Cross-border interbank contagion in the European banking sector

Gabrieli, Silvia; Salakhova, Dilyara; Vuillemey, Guillaume - 2015

Persistent link: https://www.econbiz.de/10011305241

The interbank market after the financial turmoil : squeezing liquidity in a "lemons market" or asking liquidity "on tap"

De Socio, Antonio - In: Journal of banking & finance 37 (2013) 5, pp. 1340-1358

Persistent link: https://www.econbiz.de/10009729113

How effective were the Federal Reserve emergency liquidity facilities? : evidence from the asset-backed commercial paper money market mutual fund liquidity facility

Duygan-Bump, Burcu; Parkinson, Patrick M.; Rosengren, … - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 715-737

Persistent link: https://www.econbiz.de/10009730835

Imperfect interbank markets and the lender of last resort

Matsuoka, Tarishi - In: Journal of economic dynamics & control 36 (2012) 11, pp. 1673-1687

Persistent link: https://www.econbiz.de/10009701941

Relationship lending in the interbank market and the price of liquidity

Bräuning, Falk; Fecht, Falko - 2012

This paper empirically investigates the effect of interbank relationship lending on banks’ access to liquidity. Our analysis is based on German interbank payment data which we use to create a panel of unsecured overnight loans between 1079 distinct borrower-lender pairs. The data shows that...

Persistent link: https://www.econbiz.de/10009625566