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Year of publication
Subject
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Interbank market 1,253 Interbankenmarkt 1,138 Geldmarkt 743 Money market 726 interbank market 551 Theorie 429 Theory 422 Bank liquidity 390 Bankenliquidität 388 Financial crisis 371 Finanzkrise 361 banking system 286 banking 280 Banking crisis 273 Bankenkrise 264 Unternehmensnetzwerk 237 Liquidity 236 Business network 235 foreign exchange 230 Monetary policy 227 Geldpolitik 217 capital adequacy 211 banking sector 207 Ansteckungseffekt 204 Credit risk 204 Contagion effect 202 Liquidität 202 Bank risk 192 Bankrisiko 192 banking supervision 190 Systemic risk 182 Kreditrisiko 172 Systemrisiko 170 deposit insurance 158 recapitalization 144 Bank 140 return on assets 139 bank credit 133 Central bank 132 bank lending 131
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Online availability
All
Free 1,214 Undetermined 319 CC license 13
Type of publication
All
Book / Working Paper 1,309 Article 510 Other 3
Type of publication (narrower categories)
All
Working Paper 441 Article in journal 401 Aufsatz in Zeitschrift 401 Graue Literatur 396 Non-commercial literature 396 Arbeitspapier 360 Hochschulschrift 45 Aufsatz im Buch 36 Book section 36 Thesis 22 Collection of articles written by one author 15 Sammlung 15 Collection of articles of several authors 14 Conference paper 14 Konferenzbeitrag 14 Sammelwerk 14 Article 8 Aufsatzsammlung 4 Dissertation u.a. Prüfungsschriften 3 Konferenzschrift 3 Conference Paper 2 Conference proceedings 1 Handbook 1 Handbuch 1 Interview 1 Lehrbuch 1 Preprint 1 Quelle 1 Research Report 1 Textbook 1
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Language
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English 1,352 Undetermined 424 German 25 Polish 6 Spanish 5 Italian 3 French 2 Hungarian 2 Portuguese 2 Russian 2 Czech 1 Norwegian 1 Turkish 1
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Author
All
Lux, Thomas 47 Fecht, Falko 39 Craig, Ben R. 31 Wheelock, David C. 24 Bräuning, Falk 23 Montagna, Mattia 23 Affinito, Massimiliano 20 Hoerova, Marie 19 Fricke, Daniel 17 Heider, Florian 17 Kok Sørensen, Christoffer 16 Afonso, Gara 15 Aldasoro, Iñaki 15 León, Carlos 15 Grüner, Hans Peter 14 Neyer, Ulrike 14 Peydró, José-Luis 14 Engler, Philipp 13 Monticini, Andrea 13 Akram, Qaisar Farooq 12 Finger, Karl 12 Georg, Co-Pierre 12 Rochet, Jean-Charles 12 Allen, Franklin 11 Capponi, Agostino 11 Carlson, Mark 11 Duffie, Darrell 11 Große Steffen, Christoph 11 Gu, Xian 11 Hauck, Achim 11 Jaremski, Matthew 11 Memmel, Christoph 11 Sachs, Angelika 11 Skeie, David 11 Abbassi, Puriya 10 Alter, Adrian 10 Calomiris, Charles W. 10 Hartmann, Philipp 10 Hüser, Anne-Caroline 10 Iori, Giulia 10
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Institution
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International Monetary Fund (IMF) 302 International Monetary Fund 214 National Bureau of Economic Research 17 Federal Reserve Bank of New York 15 C.E.P.R. Discussion Papers 11 Deutsche Bundesbank 11 European Central Bank 10 Institut für Weltwirtschaft (IfW) 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Banca d'Italia 8 Banque de France 5 Reserve Bank of Australia 5 Federal Reserve Bank of Cleveland 4 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 4 de Nederlandsche Bank 4 Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore 3 Oesterreichische Nationalbank 3 BANCO DE LA REPÚBLICA 2 Banco de la Republica de Colombia 2 Department of Economics, European University Institute 2 Department of Economics, University of Connecticut 2 Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 2 Duncker & Humblot 2 Düsseldorf Institute for Competition Economics (DICE), Wirtschaftswissenschaftliche Fakultät 2 Faculty of Economics, University of Cambridge 2 Federal Reserve Bank of Philadelphia 2 Friedrich-Schiller-Universität Jena 2 HWWA Institut für Wirtschaftsforschung 2 Tilburg University, Center for Economic Research 2 Verlag Dr. Kovač 2 Česká Národní Banka 2 Agency for Economic Analysis and Forecasting, Ministry of Finance 1 BBVA Research, Grupo BBVA 1 Banco Central de Reserva del Perú 1 Bank für Internationalen Zahlungsausgleich 1 Bank of England 1 Bank of Japan 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 CESifo 1 Central Bank of Luxembourg 1
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Published in...
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IMF Staff Country Reports 199 IMF Working Papers 89 ECB Working Paper 34 Journal of financial stability 27 Journal of economic dynamics & control 24 Working paper series / European Central Bank 23 Discussion paper 21 Journal of banking & finance 18 NBER working paper series 18 International journal of central banking : IJCB 15 Bundesbank Discussion Paper 13 Staff Reports / Federal Reserve Bank of New York 13 Working paper / National Bureau of Economic Research, Inc. 13 Temi di discussione / Banca d'Italia 12 CEPR Discussion Papers 11 Finance and economics discussion series 11 Kiel Working Paper 10 Kiel Working Papers 10 NBER Working Paper 10 SAFE working paper 10 Staff reports / Federal Reserve Bank of New York 10 The journal of network theory in finance 10 Working paper 10 Working paper / Norges Bank 10 Discussion paper / Centre for Economic Policy Research 9 IMF Occasional Papers 9 MPRA Paper 9 Review of finance : journal of the European Finance Association 9 Working papers / Bank for International Settlements 9 BIS Working Paper 8 BIS quarterly review : international banking and financial market developments 8 Bank of Italy Temi di Discussione (Working Paper) 8 FEDS Working Paper 8 Federal Reserve Bank of Cleveland working paper series 8 Journal of financial economics 8 Kiel working paper 8 Working Paper Series / European Central Bank 8 Working paper series 8 Discussion papers / CEPR 7 Finmap working paper 7
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Source
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ECONIS (ZBW) 1,193 RePEc 521 EconStor 93 USB Cologne (EcoSocSci) 8 BASE 4 USB Cologne (business full texts) 3
Showing 1 - 50 of 1,822
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Liquidity, collateral quality and interest rate
Ahn, Jung-Hyun; Bignon, Vincent; Breton, Régis; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015183085
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Realized random graphs, with an application to the interbank network
Buccheri, Giuseppe; Mazzarisi, Piero - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339740
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CBDC and the operational framework of monetary policy
Abad, Jorge; Nuño, Galo; Thomas, Carlos - 2024
We analyze the impact of introducing a central bank-issued digital currency (CBDC) on the operational framework of monetary policy and the macroeconomy as a whole. To this end, we develop a New Keynesian model with heterogeneous banks, a frictional interbank market, a central bank with deposit...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014456302
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CBDC and the operational framework of monetary policy
Abad, Jorge; Nuño, Galo; Thomas, Carlos - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512326
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CBDC and the operational framework of monetary policy
Abad, Jorge; Nuño, Galo; Thomas, Carlos - 2023 - This version: September 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014414268
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Cross-country spillovers in interbank liquidity crises
Hasan, Mohammad Nurul; Singh, Rajesh Kumar - 2023 - This version: October 31, 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014444225
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Climate-induced liquidity crises : interbank exposures and macroprudential implications
D'Orazio, Paola; Reale, Jessica; Anh Duy Pham - 2023
Although climate-induced liquidity risks can cause significant disruptions and instabilities in the financial sector, they are frequently overlooked in current debates and policy discussions. This paper proposes a macro-financial agent-based integrated assessment model to investigate the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289473
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Assortative matching, interbank markets, and monetary policy
Bittner, Christian; Jamilov, Rustam; Saidi, Farzad - 2025
We develop a quantitative macroeconomic framework with heterogeneous financial intermediaries and active liquidity management. In the model, banks manage uninsured, idiosyncratic deposit withdrawal risk through an iterative over-the-counter interbank market with endogenous intensive and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192256
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US Treasury market default risk and global interbank liquidity risk
Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - In: Borsa Istanbul Review 25 (2025) 1, pp. 66-78
Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties including Canada and Australia. We use equivalent-country...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015334486
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Merchants of debt at the extreme overnight : re-considering monetary theories via rollover-induced interbank frictions
Reale, Jessica - In: Review of political economy 37 (2025) 1, pp. 165-182
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193626
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Interbank market and funding liquidity risk in a stock-flow consistent model
Reale, Jessica - In: Metroeconomica : international review of economics 73 (2022) 3, pp. 734-769
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013279922
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Monetary policy and liquidity management with an endogenous interbank network
Carpizo, Luiz; Hiller, Timo - 2022
This paper studies a central bank's optimal interest rate corridor choice in the presence of an endogenous interbank network. We first provide a characterization of the unique equilibrium of banks' liquidity holdings for any network of credit lines. Then, we endogenize the network and show that...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013440018
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Deposit competition, interbank market, and bank profit
Jiang, Bo; Tzavellas, Hector; Yang, Xiaoying - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-15
In this paper, we study how the interbank market could impact deposit competition and bank profits. We first document two stylized facts: the net interbank funding ratio is negatively correlated with net interest margin (NIM), as well as with the cost-to-income ratio (CIR). To rationalize these...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013273397
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Unsecured and secured funding
Di Filippo, Mario; Ranaldo, Angelo; Wrampelmeyer, Jan - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 651-662
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013167493
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The impact of CBDC on bank deposits and the interbank market
Hemingway, Benjamin - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013502498
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CBDC and the Operational Framework of Monetary Policy
Abad, Jorge; Nuño, Galo; Thomas, Carlos - 2024
We analyze the impact of introducing a central bank-issued digital currency (CBDC) on the operational framework of monetary policy and the macroeconomy as a whole. To this end, we develop a New Keynesian model with heterogeneous banks, a frictional interbank market, a central bank with deposit...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534454
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Contagion mechanism of liquidity risk in the interbank network
Chen, Naixi; Fan, Hong; Pang, Congyuan - In: Economic modelling 140 (2024), pp. 1-12
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190490
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Counterparty choice, maturity shifts and market freezes : lessons from the European interbank market
Saroyan, Susanna - In: Journal of economic dynamics & control 160 (2024), pp. 1-14
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014532482
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Interbank decisions and margins of stability : an agent-based stock-flow consistent approach
Reale, Jessica - In: Journal of economic dynamics & control 160 (2024), pp. 1-23
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014532514
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Liquidity, interbank network topology and bank capital
Ardekani, Aref Mahdavi - In: Review of accounting & finance 23 (2024) 1, pp. 40-58
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512209
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The transmission of non-banking liquidity shocks to the banking sector
Sarmiento, Miguel - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014518750
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Liquidity regulation, bank capital ratio, and interbank rate
Huang, Chao; Moreira, Fernando - In: Economics letters 242 (2024), pp. 1-5
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015079814
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The impact of CBDC on a deposit-dependent banking system
Vollmar, Steffen; Wening, Fabian - In: Journal of financial stability 73 (2024), pp. 1-17
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015081177
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CORRA : explaining the rise in volumes and resulting upward pressure
Plong, Boran; Maru, Neil - 2024 - Last updated: August 15, 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015098616
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US Dollar swaps after LIBOR
Heidorn, Thomas; Meier, Rebecca - 2024
The main focus of this paper is a comprehensive overview of the US$ reference rate reform, with a particular focus on its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future developments in a changing financial landscape. This paper...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014468854
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Interbank rate & monetary policy : evidence from dual banking system of developing countries
Rehman Shah, Syed M. Abdul; Helmi, Mohamad Husam; … - In: ISRA international journal of islamic finance : an … 16 (2024) 2, pp. 131-153
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191198
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CBDC and the operational framework of monetary policy
Abad, Jorge; Nuño, Galo; Thomas, Carlos - 2024
We analyze the impact of introducing a central bank-issued digital currency (CBDC) on the operational framework of monetary policy and the macroeconomy as a whole. To this end, we develop a New Keynesian model with heterogeneous banks, a frictional interbank market, a central bank with deposit...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014456296
Saved in:
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Essays on monetary policy, safe assets, and the repo market
Bechtel, Alexander - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012647998
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Network structure and fragmentation of the Argentinean interbank markets
Elosegui, Pedro; Forte, Federico D.; Montes-Rojas, Gabriel - 2021
This paper studies the network structure and fragmentation of the Argentine interbank market. Both the unsecured (CALL) and the secured (REPO) markets are examined. The aim of this study is to understand their actual fragmentation, as well as its potential implications for monetary policy and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012802027
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Climate-induced liquidity crises: interbank exposures and macroprudential implications
D'Orazio, Paola; Reale, Jessica - 2023
Although climate-induced liquidity risks can cause significant disruptions and instabilities in the financial sector, they are frequently overlooked in current debates and policy discussions. This paper proposes a macro-financial agent-based integrated assessment model to investigate the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014294753
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The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013530819
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Bank funding risk, reference rates, and credit supply
Cooperman, Harry; Duffie, Darrell; Luck, Stephan; Wang, … - 2023 - Revised February 2023
Corporate credit lines are drawn more heavily when funding markets are more stressed. This covariance elevates expected bank funding costs. We show that credit supply is dampened by the associated debtoverhang cost to bank shareholders. Until 2022, this impact was reduced by linking the interest...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013490630
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A network approach to interbank contagion risk in South Africa
Mananga, Pierre Nkou; Lin, Shiqiang; Zhang, Hairui - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014337911
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Connectivity, centralisation and 'robustness-yet-fragility' of interbank networks
Eboli, Mario; Ozel, Bulent; Teglio, Andrea; Toto, Andrea - In: Annals of finance 19 (2023) 2, pp. 169-200
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014326745
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Bank funding risk, reference rates, and credit supply
Cooperman, Harry R.; Duffie, Darrell; Yang, Yilin; … - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014246457
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Contingent capital with stock price triggers in interbank networks
Balter, Anne G.; Schweizer, Nikolaus; Vera, Juan C. - In: Mathematics of operations research 48 (2023) 1, pp. 520-543
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014312569
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The Norwegian overnight interbank market during the Covid pandemic
Akram, Qaisar Farooq; Findreng, Jon; Smith, Lyndsie - 2023
We analyse the behaviour of the Norwegian unsecured overnight interbank market in response to heightened uncertainty and the central bank's liquidity support measures following the Covid-19 pandemic. The liquidity measures enabled banks to fulfil their liquidity needs primarily through...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014314135
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Interbank asset-liability networks with fire sale management
Feinstein, Zachary; Hałaj, Grzegorz - 2023
Interconnectedness is an inherent feature of the modern financial system. While it contributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks' capitalization. This has recently been seen during the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014278677
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Bank Funding Risk, Reference Rates, and Credit Supply
Cooperman, Harry; Duffie, Darrell; Luck, Stephan; Wang, … - 2023
Corporate credit lines are drawn more heavily when funding markets are more stressed. This covariance elevates expected bank funding costs. We show that credit supply is inefficiently dampened by the associated debt-overhang cost to bank shareholders. Until 2022, this impact was reduced by...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258606
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Bank Funding Risk, Reference Rates, and Credit Supply
Cooperman, Harry; Duffie, Darrell; Luck, Stephan; Wang, … - 2023
Corporate credit lines are drawn more heavily when funding markets are more stressed. This covariance elevates expected bank funding costs. We show that credit supply is dampened by the associated debt-overhang cost to bank shareholders. Until 2022, this impact was reduced by linking the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258716
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Liquidity risk and funding cost
Bechtel, Alexander; Ranaldo, Angelo; Wrampelmeyer, Jan - In: Review of finance : journal of the European Finance … 27 (2023) 2, pp. 399-422
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014317804
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Banks of a feather : the informational advantage of being alike
Bednarek, Peter; Dinger, Valeriya; Schultz, Alison; … - 2023 - March 16, 2023
Banks lend more to banks that are similar to them. Using data from the German credit register and proprietary supervisory data on the quality of banks’ loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps to overcome information asymmetries in interbank...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014320321
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Interbank network and banks' credit supply
Covi, Giovanni; Gu, Xian - 2023
This paper examines how the interbank network structure influences banks’ credit supply to the real economy. Using the dynamic UK interbank networks based on the quarterly evolutions of bilateral exposures from 2014 to 2021, we find evidence of both risk-sharing effect through the interbank...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014254782
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The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets
Bachmair, Kilian - 2023
In 2008, first suspicions arose that the London Interbank Offered Rate (LIBOR) had been systematically manipulated by financial institutions involved with its fixing; in June 2012, several major international banks officially admitted to this. The regulatory response could not have been...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014255066
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Counterparty Choice, Maturity Shifts and Market Freezes : Lessons from the e-MID Interbank Market
Saroyan, Susanna - 2023
We explore the impact of relationship lending on the interbank debt maturity struc- ture of banks using data from the e-MID market covering both pre- and post-Lehman periods. We study the term structure and maturity shortening of interbank lending as an indicator of risk in times of stress. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014257010
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Interbank Asset-Liability Networks with Fire Sale Management
Halaj, Grzegorz; Feinstein, Zachary - 2023
Interconnectedness is an inherent feature of the modern financial system. While it contributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks' capitalization. This has recently been seen during the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258243
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Systemic cascades on inhomogeneous random financial networks
Hurd, T. R. - In: Mathematics and financial economics 17 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014226247
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Financial contagion within the interbank network
Mikropoulou, Christina D.; Vouldis, Angelos T. - 2023
The analysis of contagion in financial networks has primarily focused on transmission channels operating through direct linkages. This paper develops a model of financial contagion in the interbank market featuring both direct and indirect transmission mechanisms. The model is used to analyse...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014483684
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Interbank Asset-Liability Networks with Fire Sale Management
Feinstein, Zachary; Halaj, Grzegorz - 2023
Interconnectedness is an inherent feature of the modern financial system. While it con-tributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks’ capitalization. This has recently been seen during...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014351223
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Multivariate Stress Scenario Selection in Interbank Networks
Ahn, Dohyun; Kim, Kyoung-Kuk; Kwon, Eunji - 2023
Stress testing of financial systems has been increasingly important after several financial crises in recent years, thereby drawing keen attention to the choice of appropriate stress scenarios to effectively test the robustness of the systems. To this end, we consider the problem of identifying...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014350230
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