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Identification of interbank loans and interest rates from interbank payments : a reliability assessment

Akram, Qaisar Farooq; Fevolden, Mats B.; Smith, Lyndsie - In: The journal of financial market infrastructures 8 (2019) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10012373188

Utviklingen av det Norske betalingssystemet i perioden 1945-2010, med særlig vekt på Norges Banks rolle

Haare, Harald; Solheim, Jon A. - 2011

Persistent link: https://www.econbiz.de/10010197257

The rise of national central banks' TARGET balances in the euro area : a comment

Terzi, Andrea - In: European journal of economics and economic policies : … 16 (2019) 2, pp. 161-168

Persistent link: https://www.econbiz.de/10012133111

Implementing monetary policy in a fragmented monetary union

Miklos, Vari - 2014

Persistent link: https://www.econbiz.de/10010489040

Norwegian interbank market's response to changes in liquidity policy

Akram, Qaisar Farooq; Findreng, Jon - In: Journal of banking & finance 125 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012819744

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

Findreng, Jon - 2021

Bilateral payment flows between banks may provide private information about a borrowing bank's liquidity position. This paper analyses whether private information on the bilateral payment flow of central bank reserves foster peer monitoring or whether the information is used to reduce search...

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

The Norwegian overnight interbank market during the Covid pandemic

Akram, Qaisar Farooq; Findreng, Jon; Smith, Lyndsie - 2023

We analyse the behaviour of the Norwegian unsecured overnight interbank market in response to heightened uncertainty and the central bank's liquidity support measures following the Covid-19 pandemic. The liquidity measures enabled banks to fulfil their liquidity needs primarily through...

Persistent link: https://www.econbiz.de/10014314135

Unintended consequences of regulating central clearing

D'Erasmo, Pablo N.; Erol, Selman; Ordoñez, Guillermo - 2025

Persistent link: https://www.econbiz.de/10015445548

Clearing Risks in OTC Derivatives Markets : The CCP-Bank Nexus

Faruqui, Umar - 2019

Systemically important banks and central counterparties (CCPs) interact in highly concentrated over-the-counter (OTC) derivatives markets. We outline the CCP-bank nexus to think about the endogenous interactions between banks and CCPs in periods of stress. As these interactions could potentially...

Persistent link: https://www.econbiz.de/10012894859

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities

Feinstein, Zachary - 2017

We quantify the sensitivity of the Eisenberg-Noe clearing vector to estimation errors in the bilateral liabilities of a … financial system. The interbank liabilities matrix is a crucial input to the computation of the clearing vector. However, in … is rarely available. As a result, the clearing vector may suffer from estimation errors in the liabilities matrix. We …

Persistent link: https://www.econbiz.de/10012948255