Interbank markets
The effects of crisis on the interbank markets and sovereign risk: empirical investigations
... Portuguese interbank market over the pe- riod ...analyze interbank customer relation- ...Dutch interbank market to test whether market participants affect each other riskiness through such ...on ...
163
Proving the Relation between Stock and Interbank Markets: The Bahrain Stock Exchange
... 2) Linear regressions using the dependent u_small_volwere generallysignificant, with R being significant at the 1% level of significance, and I being not significant. Therefore u for the volume of trading is heavily ...
17
Hinterschweiger, Marc (2013): Three essays on the transmission of monetary policy, non-linearities, and interbank markets. Dissertation, LMU München: Volkswirtschaftliche Fakultät
... terms, interbank lending and borrowing are the variables that differ the most between the two bank ...The interbank interaction terms are significant for a wide size range only for single-county but not at ...
113
The effects of 2007-2008 crisis on the CDS and the interbank markets: Empirical investigations
... As mentioned earlier, during the past several years, counterparty risk has emerged as one of the most important factors driving the financial markets and contribut- ing to the global credit crisis. Despite the ...
155
Social dynamics of financial networks
... system, interbank markets play a fundamental role, in which banks lend to and borrow from each other (hereafter, we refer to all types of financial institutions as “banks” for ...in interbank ...
19
Quantifying preferential trading in the e-MID interbank market
... Interbank markets allow credit institutions to exchange capital for purposes of liq- uidity ...These markets are among the most liquid markets in the financial ...of interbank ...
26
The role of bank relationships in the interbank market
... Financial markets have been under extreme pressure since the start of the financial crisis late in ...money markets and foreign exchanges were affected by the market conditions following the ...the ...
50
The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation
... of interbank money markets has been questioned during the recent financial ...these markets increases their exposures to systemic risk and serves as a channel of contagion between distressed ...the ...
37
The impact of the financial crisis on the interbank money markets behavior Evidence from several CEE transition economies
... money markets into a single market has offered many benefits to the European interbank markets, but also a risky framework which can affect the stability of the banking ...the interbank money ...
11
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 ...
43
A Theory of Bank Illiquidity and Default with Hidden Trades
... asset markets (the return on bonds is higher than its socially optimal level), in presence of fully functioning markets the planner’s solution can be decentralized with an intervention on ...when ...
46
Market microstructure, bank's behaviour and interbank spreads
... times, interbank markets are among the most liquid in the financial sector and the financial literature has historically devoted a relatively low consideration to the interbank market due to the ...
34
DETERMINANTS OF ACCESS TO INTERBANK MARKET LIQUIDITY IN KENYA
... the interbank market varies greatly from one region to another and from one interbank market to another (Vodova, ...to interbank market liquidity is attributed to the levels of development of the ...
23
Bank characteristics and the interbank money market: a distributional approach
... To provide further support to these findings obtained from the nonparametric estimation of the distribu- tion and density functions, we perform first order stochastic dominance tests between these two groups of ...
54
Strategic Allocation of Liquidity in the InterBank Money Market
... This paper focuses on an ex post trading problem in inter-bank money markets. An “over the counter” inter-bank market is modeled in this paper. Relationship banking leads to private proprietary information that ...
26
INTERBANK BUSINESS OF COMMERCIAL BANKS AND RISKS CONTROL
... of interbank business, in essence, is to circumvent the loan size limit and interest rate controls, so there are a lot of ...the interbank market volatility easy and the liquidity risk of individual ...
8
Clearing models for systemic risk assessment in interbank networks
... First, we need a description of the financial system (or, more generally, a clearing system) as a weighted directed graph of nodes that represent banks or other financial institutions. The interpretation of the weighted ...
92
A scenario planning for interbank payments and Decentralized Ledger Platforms
... cross-currency interbank payments take place by correspondent banking, in which a payment flows through multiple banks before it ends up at the beneficiary ...
117
A fitness model for the Italian interbank money market
... the total degree k). The loans are originated by the fact that every bank needs liquidity in order to satisfy de- mands of customers. To buffer liquidity shocks the Eu- ropean Central Bank requires that on average 2% of ...
7
Fitness model for the Italian interbank money market
... the total degree k). The loans are originated by the fact that every bank needs liquidity in order to satisfy de- mands of customers. To buffer liquidity shocks the Eu- ropean Central Bank requires that on average 2% of ...
6