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Structural Distortions in the Euro Interbank Market : The Role of ‘Key Players’ During the Recent Market Turmoil

Liberati, Caterina - 2013

We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in the Electronic Market for Interbank Deposits (e-Mid)...

Persistent link: https://www.econbiz.de/10013090572

Structural distortions in the Euro interbank market : the role of 'key players' during the recent market turmoil

Liberati, Caterina; Marzo, Massimiliano; Zagaglia, Paolo; … - 2012 - This version: July 21, 2012

Persistent link: https://www.econbiz.de/10011731506

Networks of Counterparties in the Centrally Cleared Eu-Wide Interest Rate Derivatives Market

Fiedor, Pawel; Lapschies, Sarah; Orszaghova, Lucia - 2021

looking at counterparty relations within both direct (house) clearing and client clearing. Since the majority of the gross … notional is transferred within central counterparties and their clearing members, client clearing is often neglected in the … literature, despite its significance in terms of net exposures. We find that the client clearing structure is very strongly …

Persistent link: https://www.econbiz.de/10013248958

Monetary policy, financial regulation and financial stability : a comparison between the Fed and the ECB

Schnabl, Gunther; Sonnenberg, Nils - 2020

The paper analyses in light of Austrian and Keynesian economic theory the impact of conventional and unconventional monetary policies as therapies for financial crises. It compares the financial market stabilization measures of the Federal Reserve System and the European System of Central Banks...

Persistent link: https://www.econbiz.de/10012197673

Brexit and the implications for financial services : edited by Patricia Jackson, introduced by Morten Balling, Ernest Gnan and Patricia Jackson; contributions by Franklin Allen, John Armour, Morten Balling, Anthony Belchambers, Jon Danielsson, Ernest Gnan, Charles Grant, Piers Haben, Patricia Jackson, Robert Macrae, Eva Micheler, Menno Middeldorp, Peter Praet, Kathleen Tyson

Jackson, Patricia; Balling, Morten; Gnan, Ernest; … - Conference on "Brexit and the Implications for …; … - 2017

On 23rd February 2017, SUERF and EY organized a conference on "Brexit and the Implications for Financial Services" at EY's offices, Churchill Place, Canary Wharf, London. While the outcome of the Brexit negotiations remains highly uncertain, the conference discussed the burning questions for...

Persistent link: https://www.econbiz.de/10011712197

Central clearing counterparties' recovery and resolution : where do we stand in the European Union?

Peters, Marc; Wollny, Heinrich - In: Journal of securities operations & custody 11 (2019) 2, pp. 98-111

Persistent link: https://www.econbiz.de/10012028557

Competition in the News Industry : Fighting Aggregators with Versions and Links

Calzada, Joan; Ordonez-Calafi, Guillem - 2016

We analyze the linking and versioning strategies of a media firm when facing competition from blogs, search engines and news aggregators. First, we show that when the publisher competes against a blog it is less likely to release a fighting version if this generates signi ficant spillovers for...

Persistent link: https://www.econbiz.de/10014164574

Multiplex Interbank Networks and Systemic Importance - An Application to European Data

Aldasoro, Iñaki - 2017

Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks' balance sheets is more complex than the single-layer-of-exposure approach suggests. We use data on exposures between large European banks, broken down by both maturity and...

Persistent link: https://www.econbiz.de/10012965828

European Government Bond Dynamics and Stability Policies : Taming Contagion Risks

Schwendner, Peter - 2017

From 2004 to 2015, the market perception of the sovereign risks of the Euro area government bonds experienced several different phases, reflected in a clear time structure of the correlation matrix between the yield changes. "Core" and "peripheral" bonds cluster in a bloc-like structure, but the...

Persistent link: https://www.econbiz.de/10012971807

Transmission Channels of Systemic Risk and Contagion in the European Financial Network

Paltalidis, Nikos - 2017

We investigate systemic risk and how financial contagion propagates within the euro area banking system by employing the Maximum Entropy method. The study captures multiple snapshots of a dynamic financial network and uses counterfactual simulations to propagate shocks emerging from three...

Persistent link: https://www.econbiz.de/10012972798