interbank market
Interbank Market Turmoils and the Macroeconomy
... the interbank market counterparty risk on banking sector performance and liquidity ...of interbank market ...the interbank market takes place before certain proportion of banks ...
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Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil
... the interbank liquidity market play different roles, ...of market distortions in the distribution of ...the interbank market is not a perfect ...
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Quantifying preferential trading in the e-MID interbank market
... stable interbank relationships were established prior to the subprime crisis, and lasted during its subsequent ...Dutch interbank market and show that market participants affect each other ...
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A RESEARCH ON RISK CONTAGION OF CHINESE INTERBANK MARKET
... The paper investigates contagion risk of interbank market via matrix method with a complete network structure. We make a study of contagion risk and the proportion of failed bank assets by exploiting the ...
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Banks Belonging to the Erste Group and their Sensitivity to the Confidence Crisis on the Interbank Market
... the interbank market and to compare their sensitivity with average sensitivity of banks in particular ...the interbank market are much more sensitive to the confi dence crisis on this ...
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DETERMINANTS OF ACCESS TO INTERBANK MARKET LIQUIDITY IN KENYA
... Licensed under Creative Common Page 129 Table 3 shows a positive coefficient of 0.40 for the level of economic activity, 0.28 for banks size, 0.32 for bank profitability and access to interbank liquidity. The ...
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An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications
... 43 interbank market with different bank risk ...equilibrium interbank network of 44 lending and borrowing that is formed under varying lending ...modeled interbank market under these ...
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Interbank Market Failure and the Effects of the Basel III Regulations in a DSGE Model for Iran
... of interbank lending are presented in this ...this market, the impact of a positive interbank innovation on the dynamics of the economy was ...deviation interbank market interest rate ...
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Network Centrality and Funding Rates in the e-MID Interbank Market
... of interbank networks has been mapped for several countries, the topology of interbank markets has been characterized and the stylized facts and regularities have been ...Austrian interbank ...
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Network Centrality and Funding Rates in the e-MID Interbank Market
... of interbank networks has been mapped for several countries, the topology of interbank markets has been characterized and the stylized facts and regularities have been ...Austrian interbank ...
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Trading strategies in the Italian interbank market
... Credit institutions in the Euro area are required to hold minimum reserve balances within National Central Banks. Reserves provide a buffer against unexpected liquidity shocks, mitigating the related fluctuations of ...
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Critical Success Factors For Access To Funds In The Interbank Market: A Review Of Existing Literature
... Cocco et al., (2009) observed that the nature of bank ownership especially whether a bank has foreign or indigenous roots as well as the percentage of government stake influenced its level of access to liquidity. Whereas ...
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The role of bank relationships in the interbank market
... amongst market participants is Petersen and Rajan (1994) who show that borrowers benefit by maintaining a relationship with a single or small number of ...on interbank markets focus on the existence of ...
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Trading strategies in the Italian interbank market
... Credit institutions in the Euro area are required to hold minimum reserve balances within National Central Banks. Reserves provide a buffer against unexpected liquidity shocks, mitigating the related fluctuations of ...
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The day to day interbank market, volatility, and central bank intervention in a developing economy
... about interbank markets in developing countries; and, importantly, on the linkages connecting banking soundness, the interbank market, and monetary policy ...
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Information theoretic description of the e-Mid interbank market: implications for systemic risk
... times, interbank markets are among the most liquid in the financial ...the interbank market has considerably dried up, even at short ...the market freeze during the crisis: liquidity hoarding, ...
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Networked relationships in the e-MID Interbank market: A trading model with memory
... functioning interbank markets effectively channel liquidity from in- stitutions with surplus funds to those in need and thus play a key role in banks liquidity management and the transmission of monetary ...of ...
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Network Centrality and Funding Rates in the e-MID Interbank Market
... Permanent repository link: http://openaccess.city.ac.uk/13022/ Link to published version: http://dx.doi.org/10.1016/j.jfs.2016.11.003 Copyright and reuse: City Research Online aims to ma[r] ...
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The role of bank relationships in the interbank market
... Permanent repository link: http://openaccess.city.ac.uk/12356/ Link to published version: http://dx.doi.org/10.1016/j.jedc.2015.07.008 Copyright and reuse: City Research Online aims to m[r] ...
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Trading strategies in the Italian interbank market
... Permanent repository link: http://openaccess.city.ac.uk/7594/ Link to published version: http://dx.doi.org/10.1016/j.physa.2006.10.053 Copyright and reuse: City Research Online aims to m[r] ...
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