Search Results - subject:"Interbank market"

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/10013279922

The impact of CBDC on bank deposits and the interbank market

Hemingway, Benjamin - 2022

Persistent link: https://www.econbiz.de/10013502498

Monetary policy and liquidity management with an endogenous interbank network

Carpizo, Luiz Guilherme; 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/10013440018

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 … with the cost-to-income ratio (CIR). To rationalize these two facts, we embed the interbank market into a BLP model … interbank market will lead to a decline in NIM and bank profits. Our results indicate that the interbank market can facilitate …

Persistent link: https://www.econbiz.de/10013273397

Systemic liquidity contagion in the European interbank market

Macchiati, Valentina; Brandi, Giuseppe; Di Matteo, Tiziana - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 443-474

Persistent link: https://www.econbiz.de/10013271944

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 …

Persistent link: https://www.econbiz.de/10012802027

Essays on monetary policy, safe assets, and the repo market

Bechtel, Alexander - 2021

Persistent link: https://www.econbiz.de/10012647998

Peer M´monitoring vs. search costs in the interbank market : evidence from payment flow data in Norway

Findreng, Jon H. - 2021

whether the information is used to reduce search costs in the unsecured interbank market. In the former, banks with outflows …' assessment of the pros and cons of a centralized versus a decentralized interbank market. …

Persistent link: https://www.econbiz.de/10012544439

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/10013490630

The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets

Bachmair, Kilian - 2023

Persistent link: https://www.econbiz.de/10013530819

1
2
3
4
5
6
7
8
9
10
Next
Last