This study empirically investigates the relationship between banking integration and liquidity management. To measure … stress are more likely to face increased funding costs, create reduced liquidity, and originate declined small business loans … and mortgages. Those banks with more partners are shown to have a lower liquidity coverage ratio, suggesting that business …

liquidity costs at default, margin requirements need to increase superlinearly in position size. However, convex margin … sufficient condition for the existence of an equilibrium is that the two CCPs agree on liquidity costs, and we characterize all …

We describe methods for measuring liquidity provision that can be applied to real-time gross settlement payment systems …. Using data from CHAPS, the UK large-value payment system, we find that smaller banks tend to provide more liquidity than … larger banks, relative to their payment flows. We use a Gini coefficient to measure these variations in liquidity provision …

In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the … to meet its liquidity demand. We use quarterly data of bilateral interbank credit exposures between all German banks from …'s willingness to pay for liquidity since they had variable rate tenders with a “pay-your-bid” price. Controlling for bank …