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Global financial crisis has shown the importance of understanding the structure of interbank relations. In this study, we investigate the network relations based on interbank exposures in Türkiye. We estimate several network statistics and document how the network relations have changed over...
Persistent link: https://www.econbiz.de/10013471203
The paper proposes a game of weighted network formation in which each agent has a limited resource to form links of possibly different intensities with other agents and to use for private purposes. We show that every equilibrium is either "reciprocal" or "non-reciprocal". In a reciprocal...
Persistent link: https://www.econbiz.de/10012415548
that in 1990-2021, the United States, the United Kingdom, Germany, Canada, and France occupied the most central place in …
Persistent link: https://www.econbiz.de/10014476877
Payment systems are fundamental pillars of countries’ economic stability and financial systems. Central banks use them to promote safe and efficient electronic payments. As such, central banks have developed various tools to control and monitor inherent risks such as systemic risk, liquidity...
Persistent link: https://www.econbiz.de/10012659017
The objective of this research is to examine the inter-bank network of clients as a channel for credit risk … banking network channel. There were different models of bank behaviour, from a group of banks that fully aligned their risk …
Persistent link: https://www.econbiz.de/10013407507
Treasury bonds (REPO-T) and the other based on the operations collateralized by Central Bank (CB) securities (REPO-CB). The …
Persistent link: https://www.econbiz.de/10013393419
shock to bank capital at the macro level. The framework looks at how fire sales of common asset holdings can lead to …
Persistent link: https://www.econbiz.de/10012240728
decreases with size, number of bank branches, management to staff ratio, and loan to asset ratio. In addition, we identified …
Persistent link: https://www.econbiz.de/10012617389
We explore Lithuanian credit register data and two bank closures to provide a novel estimate of firms' bank …-switching costs and a novel identification of the hold-up problem. We show that when a distressed bank's closure forced firms to …' reputational concerns, a healthy bank's closure revealed no overcharging. To policy-makers, our results suggest potential benefits …
Persistent link: https://www.econbiz.de/10012544446
This paper studies the links between competition in the lending market and spreads of bank loans in Brazil. Evidence … interest rates as the bank-firm relationship duration increases. Both results are stronger for micro and small firms than for …
Persistent link: https://www.econbiz.de/10012256418