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Stress-Testing a Shock to Remittances in a Post-COVID World – What Impact on Liquidity?
Monahov, Alexandru - 2021
investigates the impact of the projected shock on banking sector liquidity at a country level. The study encompasses 112 countries … liquidity risk …
Persistent link: https://www.econbiz.de/10013217693
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The impact of securitization and bank liquidity shocks on bank lending : evidence from the U.S.
Egly, Peter; Jackson, Dave; Johnk, David - In: Banking and finance review 7 (2015) 2, pp. 55-86
Persistent link: https://www.econbiz.de/10011443829
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Liquidity creation performance and financial stability consequences of Islamic banking : evidence from a multinational study
Berger, Allen N.; Boubakri, Narjess; Guedhami, Omrane; … - In: Journal of financial stability 44 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012260172
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Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang
Wang, Xinjie; Wu, Yangru; Yan, Hongjun; Zhong, Zhaodong - In: Journal of financial economics 139 (2021) 2, pp. 545-560
Persistent link: https://www.econbiz.de/10012693688
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Funding Liquidity Shocks in a Quasi-Experiment : Evidence from the CDS Big Bang
Wang, Xinjie - 2020
shock to funding liquidity impacts market liquidity. After the Big Bang, traders are required to pay upfront fees to execute …
Persistent link: https://www.econbiz.de/10012855723
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Investigating risk contagion initiated by endogenous liquidity shocks : evidence from the US and eurozone interbank markets
Eross, Andrea; Urquhart, Andrew; Wolfe, Simon - In: The European journal of finance 25 (2019) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10012206955
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Investigating Risk Contagion Initiated by Endogenous Liquidity Shocks : Evidence from the US and Eurozone Interbank Market
Eross, Andrea - 2018
This paper investigates liquidity spillovers between the US and European interbank market during turbulent and tranquil … propagation of liquidity shocks within the interbank market, while predicting liquidity crashes characterised by changed dynamics …. We show that liquidity shocks, originating from movements of the spread between the Asset Backed Commercial Paper and T …
Persistent link: https://www.econbiz.de/10012936358
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Developing distress resolution procedures for financial institutions
Wihlborg, Clas - 2012
This paper focuses on the need for a lex specialis for resolution of insolvent banks and other financial institutions serving similar functions, and on requirements for making resolution procedures effective. After a review of the objectives of general insolvency law and the special...
Persistent link: https://www.econbiz.de/10011711554
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Government measures in support of the financial sector in the EU and the United States
Stolz, Stéphanie Marie; Wedow, Michael - In: Intereconomics : review of European economic policy 46 (2011) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10008822447
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Developing distress resolution procedures for financial institutions
Wihlborg, Clas - 2012
Persistent link: https://www.econbiz.de/10009633328