Search Results - subject:"Funding Liquidity Risk"

A dealer's funding liquidity risk and its money market trades in the 2007/08 crisis

Fecht, Falko; Reitz, Stefan; Weber, Patrick - In: Journal of financial stability 75 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015177157

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is subject to rollover risk. A bank's optimal borrowing trades off the benefit from investing additional funds into profitable assets with the cost of greater risk of a run by bank...

Persistent link: https://www.econbiz.de/10013465055

Funding liquidity risk and asset risk of Indonesian Islamic rural banks

Widarjono, Agus; Wijayanti, Diana; Suharto, Suharto - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-14

This study explores the influence of funding liquidity risk and several control variables on Islamic rural banks' asset … analysis. Our results confirm the funding liquidity risk increase Islamic banks' asset risk. Small Islamic banks encounter less … influence of funding liquidity risk on asset risk is higher for Islamic banks in developed areas than in less developed areas …

Persistent link: https://www.econbiz.de/10015074290

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

Persistent link: https://www.econbiz.de/10014374355

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is subject to rollover risk. A bank’s optimal borrowing trades off the benefit from investing additional funds into profitable assets with the cost of greater risk of a run by bank...

Persistent link: https://www.econbiz.de/10013460206

Funding liquidity risk and asset risk of Indonesian Islamic rural banks

Widarjono, Agus; Wijayanti, Diana; Suharto, Suharto - In: Cogent economics & finance 10 (2022) 1, pp. 1-14

This study explores the influence of funding liquidity risk and several control variables on Islamic rural banks’ asset … analysis. Our results confirm the funding liquidity risk increase Islamic banks’ asset risk. Small Islamic banks encounter less … influence of funding liquidity risk on asset risk is higher for Islamic banks in developed areas than in less developed areas …

Persistent link: https://www.econbiz.de/10013461059

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

Persistent link: https://www.econbiz.de/10013463279

Liquidity risk and funding cost

Bechtel, Alexander; Ranaldo, Angelo; Wrampelmeyer, Jan - 2019

We propose and test a new channel that links funding liquidity risk and interest rates in short-term funding markets … borrowers' funding liquidity risk that lead to systematic and persistent heterogeneity in funding costs. Our results have …

Persistent link: https://www.econbiz.de/10012050871

Breakdown of covered interest parity: Mystery or myth?

Wong, Alfred Y.; Zhang, Jiayue - 2018

The emergence and persistence of basis spreads in cross-currency basis swaps (CCBSs) since the global financial crisis have become a mystery in international finance, as they violate the longstanding principle of covered interest parity (CIP). We argue that the phenomenon is no mystery but...

Persistent link: https://www.econbiz.de/10011985485

Breakdown of covered interest parity : mystery or myth?

Wong, Alfred Y.; Zhang, Jiayue - 2018

Persistent link: https://www.econbiz.de/10011791979