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Credit Default Swap Clearinghouses and Systemic Risk : Why Centralized Counterparties Must Have Access to Central Bank Liquidity

Kress, Jeremy C. - 2011

clearinghouse that acts as a seller to every buyer and a buyer to every seller. Proponents of central clearing argue that this … benefits of central clearing are manifest, the downsides are less obvious; clearinghouses concentrate risk and pose enormous … access to central bank credit is crucial, particularly when central clearing of volatile CDSs is required …

Persistent link: https://www.econbiz.de/10013133697

Applications of liquidity risk discovery using financial market infrastructures transaction archives

Heuver, Richard - 2020

Persistent link: https://www.econbiz.de/10012294786

Fintech: is this time different? : a framework for assessing risks and opportunities for central banks

Aaron, Meyer; Rivadeneyra, Francisco; Sohal, Samantha - 2017

We investigate the risks and opportunities to the mandates of central banks arising from fintech developments. Fintech may affect the different areas of responsibility of central banks - mainly monetary policy and financial stability - by changing money demand and by changing the industrial...

Persistent link: https://www.econbiz.de/10011689315

The COVID-19 pandemic : implications for financial market infrastructures and the payments ecosystem in the euro area

Löber, Klaus; Papsdorf, Patrick - In: Journal of payments strategy & systems 14 (2020/2021) 3, pp. 202-206

Persistent link: https://www.econbiz.de/10012521015

"Closing the gaps : moving forward on tail risks in central clearing" : a central bank of issue perspective

Löber, Klaus; Freund, Corinna - In: The journal of financial market infrastructures 10 (2021) 2, pp. 65-73

Persistent link: https://www.econbiz.de/10013530825

Financial stability and monetary policy

Hellwig, Martin - 2015 - This version: April 1, 2015

The paper gives an overview over issues concerning the role of financial stability in monetary policy. Historically, financial stability has figured highly among central banks ́objectives, with policy measures ranging from interest rate stabilization to serving as a lender of the last resort....

Persistent link: https://www.econbiz.de/10011301235

Measuring and mitigating systemic risks : how the forging of new alliances between central bank and academic economists legitimize the transnational macroprudential agenda

Thiemann, Matthias; Melches, Carolina Raquel; … - In: Review of international political economy 28 (2021) 6, pp. 1433-1458

Persistent link: https://www.econbiz.de/10012652636

How do central banks identify risks? : a survey of indicators : Banco de España Strategic Plan 2024 : risk identification for the financial and macroeconomic stability

Broto, Carmen (ed.) - 2021

Persistent link: https://www.econbiz.de/10012665135

Institutional arrangement for macroproprudential policy : on differences across the EU countries

Matysek-Jędrych, Anna - In: Comparative economic research : Central and Eastern Europe 21 (2018) 2, pp. 37-50

There is a growing consensus among both economists-academics and policymakers that there was at least one missing element of the financial safety net during the Global Financial Crisis. This element, which will probably improve financial stability (or protect against financial instability), is...

Persistent link: https://www.econbiz.de/10011877270

Systemic risk and monetary policy : the haircut gap channel of the lender of last resort

Jasova, Martina; Laeven, Luc; Mendicino, Caterina; … - 2021

Persistent link: https://www.econbiz.de/10012543134

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