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The interbank market puzzle
Allen, Franklin; Covi, Giovanni; Gu, Xian; Kowalewski, Oskar - 2020
Persistent link: https://www.econbiz.de/10012534327
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The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
Barucca, Paolo; Lillo, Fabrizio - In: Computational Management Science : CMS 15 (2018) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10011860864
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Discovering SIFIs in interbank communities
Pecora, Nicolò; Spelta, Alessandro - 2016
designed for directed weighted networks and it is able to take into account exposures on both sides of banks' balance sheets …
Persistent link: https://www.econbiz.de/10011775836
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Interbank network and banks' credit supply
Covi, Giovanni; Gu, Xian - 2022
Persistent link: https://www.econbiz.de/10013540634
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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
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The role of interbank relationships and liquidity needs
Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - In: Journal of banking & finance 53 (2015), pp. 99-111
Persistent link: https://www.econbiz.de/10011377705
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Input-output-based measures of systemic importance
Aldasoro, Iñaki; Angeloni, Ignazio - 2013 - This draft: August 2013
network centrality measures, both formally and by means of a simulated network. …
Persistent link: https://www.econbiz.de/10010226645
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The role of interbank relationships and liquidity needs
Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - 2013
In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank’s ability to meet its liquidity demand. We use quarterly...
Persistent link: https://www.econbiz.de/10010238510
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Filling in the blanks : network structure and interbank contagion
Anand, Kartik; Craig, Ben R.; Von Peter, Goetz - 2014
realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …
Persistent link: https://www.econbiz.de/10010249740
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Interbank tiering and money center banks
Craig, Ben R.; Von Peter, Goetz - In: Journal of financial intermediation 23 (2014) 3, pp. 322-347
Persistent link: https://www.econbiz.de/10010473440