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Liquidity stress-tester : do Basel III and unconventional monetary policy work?

End, Jan-Willem van den - In: Applied financial economics 22 (2012) 13/15, pp. 1233-1257

Persistent link: https://www.econbiz.de/10009625378

Liquidity stress-tester: do Basel III and unconventional monetary policy work?

End, Jan-Willem van den - 2010

Persistent link: https://www.econbiz.de/10008758061

Liquidity stress-tester : a model for stress-testing banks' liquidity risk

End, Jan-Willem van den - In: CESifo economic studies : CESifo, a joint initiative of … 56 (2010) 1, pp. 38-69

This article presents a stress-testing model for liquidity risks of banks. It takes into account the first- and second-round (feedback) effects of shocks, induced by reactions of heterogeneous banks, and reputation effects. The impact on liquidity buffers and the probability of a liquidity...

Persistent link: https://www.econbiz.de/10003944301

Liquidity stress-tester : a macro model for stress-testing banks' liquidity risk

End, Jan-Willem van den - 2008

Persistent link: https://www.econbiz.de/10003704555

Robust monetary policy under shock uncertainty

Carceller del Arco, Mario; End, Jan-Willem van den - 2023

Persistent link: https://www.econbiz.de/10014380801

Banks’ responses to funding liquidity shocks : lending adjustment, liquidity hoarding and fire sales

Haan, Leo de; End, Jan-Willem van den - In: Journal of international financial markets, … 26 (2013), pp. 152-174

Persistent link: https://www.econbiz.de/10010234929

Lenders on the storm of wholesale funding shocks : saved by the central bank?

Haan, Leo de; End, Jan-Willem van den; Vermeulen, Philip - 2015

Persistent link: https://www.econbiz.de/10010468548

Lenders on the storm of wholesale funding shocks: Saved by the central bank?

Haan, Leo de; Vermeulen, Philip; End, Jan-Willem van den - 2016

Persistent link: https://www.econbiz.de/10011448911

Lenders on the storm of wholesale funding shocks : saved by the central bank?

Haan, Leo de; End, Jan-Willem van den; Vermeulen, Philip - In: Applied economics 49 (2017) 46, pp. 4679-4703

Persistent link: https://www.econbiz.de/10011844769

Lenders on the Storm of Wholesale Funding Shocks : Saved by the Central Bank?

de Haan, Leo - 2016

We provide empirical evidence on banks' responses to shocks in wholesale funding, using data of 181 euro area banks over the period August 2007 to June 2013. Banks' adjustments of loan volumes and lending rates in response to funding liquidity shocks are analysed in a panel VAR framework. The...

Persistent link: https://www.econbiz.de/10012998237