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  • Search: subject_exact:"Bankengeldmarkt"
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Year of publication
Subjects
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Interbank market 241 Interbankenmarkt 241 Financial crisis 44 Finanzkrise 44 Geldpolitik 44 Monetary policy 44 Bank liquidity 41 Bankenliquidität 41 Theorie 36 Theory 36 Geldmarkt 33 Liquidity 32 Liquidität 32 Money market 32 USA 27 United States 27 Systemic risk 25 Ansteckungseffekt 24 Contagion effect 24 Systemrisiko 24 Yield curve 24 Zinsstruktur 24 Central bank 20 Credit risk 20 Kreditrisiko 20 LIBOR 20 Zentralbank 20 Interest rate 19 Zins 19 Bankenkrise 18 Banking crisis 18 Welt 16 World 16 interbank market 15 EU countries 12 EU-Staaten 12 Eurozone 12 Euro area 11 Bank 10 Bank lending 10
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Online availability
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Free 106 Undetermined 11
Type of publication
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Book / Working Paper 142 Article 99
Type of publication (narrower categories)
All
Graue Literatur 123 Non-commercial literature 123 Arbeitspapier 105 Working Paper 105 Article in journal 84 Aufsatz in Zeitschriften 84 Hochschulschrift 18 Article in book 16 Aufsatz im Buch 16 Dissertation 16 Thesis 16 Collection of articles of several authors 8 Sammelwerk 8 Collection of articles written by one author 5 Sammlung 5 Commentary 2 Kommentar 2 Amtsdruckschrift 1 Government document 1 Handbook 1 Handbuch 1
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Language
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English 223 German 6 Polish 3 Italian 2 Portuguese 2 French 1 Norwegian 1 Russian 1 Spanish 1 Turkish 1
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Persons
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Lux, Thomas 9 Alter, Adrian 5 Christophersen, Casper 5 Craig, Ben R. 5 Montagna, Mattia 5 Raupach, Peter 5 Akram, Qaisar Farooq 4 Bräuning, Falk 4 Carlson, Mark 4 Fecht, Falko 4 Lešanovská, Jitka 4 Wheelock, David C. 4 Abbassi, Puriya 3 Afonso, Gara 3 Ennis, Huberto M. 3 Hauck, Achim 3 Heider, Florian 3 Hoerova, Marie 3 Lagos, Ricardo 3 Mitchener, Kris 3 Neyer, Ulrike 3 Richardson, Gary 3 Stenfors, Alexis 3 Tabak, Benjamin Miranda 3 Alexius, Annika 2 Bianchetti, Marco 2 Birenstam, Helene 2 Boissay, Frédéric 2 Bucher, Monika 2 Castiglionesi, Fabio 2 Chiu, Jonathan 2 Dubecq, Simon 2 Duffie, Darrell 2 Eklund, Johanna 2 Engler, Philipp 2 Forss Sandahl, Johannes 2 Garcia de Andoain, Carlos 2 Garratt, Rod 2 Georg, Co-Pierre 2 Gertler, Mark 2
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Institutions
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Bank of England 1 Central Bank of Nigeria 1 Christian-Albrechts-Universität zu Kiel 1 City of London 1 UBS AG 1 Verlag Dr. Kovač 1
Published in...
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Working paper 15 Discussion paper 9 International journal of central banking : IJCB 6 Discussion paper / Centre for Economic Policy Research 5 Kiel working paper 5 BIS quarterly review : international banking and financial market developments 4 Journal of banking & finance 4 Temi di discussione / Banca d'Italia 4 Working paper series 4 BOFIT discussion papers 3 Bank of Finland research discussion papers 3 Borradores de economía 3 Finmap working paper 3 IMF working papers 3 Interest rate modelling after the financial crisis 3 Journal of economic dynamics & control 3 Journal of international financial markets, institutions & money 3 Riksbank studies 3 The journal of financial market infrastructures 3 The review of financial studies 3 Tinbergen Institute research series 3 Trabalhos para discussão / Banco Central do Brasil 3 Working paper series / Czech National Bank 3 Working papers 3 Asia-Pacific journal of financial studies 2 Bank of Japan working paper series 2 Computational economics 2 DICE discussion paper 2 Discussion papers 2 Economic systems 2 Finance and economics discussion series 2 Hankey and Bagehot : origins of modern central banking 2 International review of financial analysis 2 Journal of financial economics 2 Journal of financial stability 2 Journal of investment management : JOIM 2 Materiały i studia : zeszyt Nr 2 Staff reports 2 The journal of economic perspectives : EP : a journal of the American Economic Association 2 Working paper / Federal Reserve Bank of Minneapolis 2
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Sources
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ECONIS (ZBW) 241
Showing 1 - 50 of 241
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From window guidance to interbank rates : tracing the transition of monetary policy in Japan and China
Angrick, Stefan; Yoshino, Naoyuki - 2018
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The role of counterparty risk and asymmetric information in the interbank market
Cappelletti, Giuseppe; Guazzarotti, Giovanni - 2017
We study the effect of counterparty risk on the ability of Italian banks to access the foreign unsecured interbank market during the sovereign debt crisis in the second half of 2011. With the onset of the crisis, interest rates in the Italian interbank market soared and foreign lending decreased...
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Interbank market frictions and unconventional policy in a currency union
Swarbrick, Jonathan; Blattner, Tobias - 2017
In this paper we show how interbank market frictions can play an important role in propagating and enhancing the effects of shocks in a currency union, and discuss the efficacy of two unconventional policy measures; multi-period central bank refinance operations and large scale asset purchases....
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Financial integration and liquidity crises
Castiglionesi, Fabio; Feriozzi, Fabio; Lorenzoni, Guido - 2017
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On the distribution of links in financial networks : structural heterogeneity and functional form
Lux, Thomas - 2017
We investigate the distribution of links in three large data-sets, one of these covering interbank loans in the electronic trading platform e-MID, the other two covering a large part of the loans of banks to non-financial companies in the Spanish and Japanese economies, respectively. In contrast...
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Monetary policy and cross-border interbank market fragmentation : lessons from the crisi
Blattner, Tobias S.; Swarbrick, Jonathan M. - 2017
We present a two-country model with an enhanced banking sector featuring risky lending and cross-border interbank market frictions. We find that (i) the strength of the financial accelerator, when applied to banks operating under uncertainty in an interbank market, will critically depend on the...
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Interest on reserves and arbitrage in post-crisis money markets
Keating, Thomas; Macchiavelli, Marco - 2017
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Network contagion and interbank amplification during the Great Depression
Mitchener, Kris; Richardson, Gary - 2016
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Banking, business cycles and corporate bond markets in the context of financial stability and European integration
Gruber, Alexander - 2016
Diese Dissertation besteht aus fünf Kapiteln, die alle von den spannenden und intensiven Diskussionen inspiriert sind, welche die politische und ökonomische Agenda der letzten Jahre so eindrücklich geprägt haben. Sie umspannt das Themengebiet europäische Bankenregulierung und deren Effekte...
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Pricing the Norwegian interbank market : the effects of liquidity and implicit government support
Akram, Qaisar Farooq; Christophersen, Casper - 2016
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Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken : eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor
Günther, Susanne - 2016
Eine Gruppe vglw. kleiner Banken mit homogenem Geschäftsmodell ist theoretisch fähig, systemische Risiken freizusetzen. Ein Präventionsmechanismus kann hierbei Marktdisziplinierung sein, der dann irrelevant erscheint, wenn Kreditinstitute nicht auf allgemeinen Interbankenmärkten aktiv sind....
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Liquidity and counterparty risks tradeoff in money market networks
León, Carlos; Sarmiento, Miguel - 2016
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Short-term liquidity contagion in the interbank market
León, Carlos; Martínez, Constanza; Cepeda L., Freddy - 2016 - Early version, also known as pre-print
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Wholesale banking and bank runs in macroeconomic modeling of financial crises
Gertler, Mark; Kiyotaki, Nobuhiro; Prestipino, Andrea - 2016
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Establishing Shari’ah compliant central bank liquidity facilities
Bank of England - 2016
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Assessing the role of interbank network structure in business and financial cycle analysis
Gnabo, Jean-Yves; Scholtes, Nicolas K. - 2016
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The formation of a core-periphery structure in heterogeneous financial networks
Leij, Marco van der; Veld, Daan in 't; Hommes, Cars H. - 2016
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Did the founding of the Federal Reserve affect the vulnerability of the interbank system to contagion risk?
Carlson, Mark; Wheelock, David C. - 2016
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Relationships in the interbank market
Chiu, Jonathan; Monnet, Cyril - 2016
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Assessing the role of interbank network structure in business and financial cycle analysis
Gnabo, Jean-Yves; Scholtes, Nicolas K. - 2016
We develop a DSGE model incorporating a banking sector comprising 4 banks connected in a stylised network representing their interbank exposures. The micro-founded framework allows inter alia for endogenous bank defaults and bank capital requirements. In addition, we introduce a central bank who...
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Relationships in the interbank market
Chiu, Jonathan; Monnet, Cyril - 2016
The market for central bank reserves is mainly over-the-counter and exhibits a core-periphery network structure. This paper develops a model of relationship lending in the unsecured interbank market. In equilibrium, a tiered lending network arises endogenously as banks choose to build...
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Who can better monitor a bank than another bank? : mechanisms of discipline in the Mexican interbank market
Tovar-García, Edgar Demetrio - In: Revista de métodos cuantitativos para la economía y … 21 (2016), pp. 205-229
Basel III proposes market discipline (banking disclosure requirements) as a key instrument to achieve soundness in the banking system. Consequently, it is necessary to test the presence of responses to bank risk on the part of the economic agents. This article empirically studies the mechanisms...
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Relationship lending in the interbank market and the price of liquidity
Bräuning, Falk; Fecht, Falko - 2016 - This version: July 14, 2016
We empirically investigate the effect that relationship lending has on the availability and pricing of interbank liquidity. Our analysis is based on a daily panel of unsecured overnight loans between 1,079 distinct German bank pairs from March 2006 to November 2007, a period that includes the...
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Payments and Central Bank policy
Korsgaard, Søren - 2016 - 1. edition
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Did the founding of the Federal Reserve affect the vulnerability of the interbank system to systemic risk?
Carlson, Mark; Wheelock, David C. - 2016 - Draft: July 18, 2016
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Networks and lending conditions : Empirical evidence from the Swiss franc money markets
Schumacher, Silvio - 2016
This paper provides an empirical analysis of the network characteristics of two interrelated interbank money markets and their impact on overall market conditions. Based on transaction data from the unsecured and secured Swiss franc money markets, the trading network structures are assessed...
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Intraday volatility, trading volume and trading intensity in the interbank market e-MID
Engler, Markus; Jeleskovic, Vahidin - 2016
We apply a multivariate multiplicative error model (MMEM) and investigate effects in the simultaneous processes of high-frequency return volatilities, trading volume, and trading intensities on the Italien Electronic Interbank Credit Market (e-MID). Analysing five minutes data from the Italian...
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Did the founding of the Federal Reserve affect the vulnerability of the interbank system to systemic risk?
Carlson, Mark; Wheelock, David C. - 2016 - Draft: July 18, 2016
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Crisis transmission in the global banking network
Hale, Galina; Kapan, Tümer; Minoiu, Camelia - 2016
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Die "Too Big to Fail"-Problematik : quantitative Regulierung zur Reduzierung der Interbankenverflechtung und damit systemischen Risikos
Riedel, Robby - 2016
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Confidence cycles and liquidity hoarding
Audzei, Volha - 2016
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Centrality-based capital allocations
Alter, Adrian; Craig, Ben R.; Raupach, Peter - 2015
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Centrality-based capital allocations
Alter, Adrian; Craig, Ben R.; Raupach, Peter - 2015
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....
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Stationarity and persistence of the term premia in the Polish money market
Markun, Michał; Mospan, Anna - 2015
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Essays on arbitrage pricing theory and systemic risk modeling
Ibraimi, Meriton - 2015
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The short-term Danish interbank market before, during and after the financial crisis
Abildgren, Kim (contributor);  … - 2015
The short-term Danish interbank market before, during and after the financial crisis The paper studies the microstructure of the short-term uncollateralised Danish interbank market before, during and after the financial crisis. The financial crisis in 2008 was followed by a slowdown in trading...
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Interbank markets and banking crises : new evidence on the establishment and impact of the Federal Reserve
Carlson, Mark; Wheelock, David C. - 2015
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Interest on reserves, interbank lending, and monetary policy
Williamson, Stephen D. - 2015
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Essays in empirical banking
Bai, Yiyi - 2015
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Testing information diffusion in the decentralized unsecured market for euro funds
Rainone, Edoardo - 2015
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Libor and Euribor : from normal banking practice to manipulation to the potential for reform
Lopes, Daniel Seabra - In: The Routledge companion to banking regulation and reform, (pp. 225-239). 2017
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Barometer of fear : an insider's account of rogue trading and the greatest banking scandal in history
Stenfors, Alexis - 2017
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L'organisation des marchés financiers en République démocratique du Congo : pour l'instauration d'une bourse des valeurs mobilières
Nyembo Tampakanya, Jean Paul - 2017
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Centrality-based capital allocations
Alter, Adrian; Craig, Ben R.; Raupach, Peter - 2014
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Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya (contributor); Bräuning, Falk (contributor) - 2014 - This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
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A network view on interbank market freezes
Gabrieli, Silvia; Georg, Co-Pierre - 2014 - This version: December 2014
We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all interbank loans settled via the Eurosystem’s payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty...
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Bank size, risk diversification and money markets
Rodríguez, Hugo - 2014
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How to measure the unsecured money market? : the Eurosystem's implementation and validation using TARGET2 data
Arciero, Luca; Heijmans, Ronald; Heuver, Richard; … - 2014
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Do private signals of a bank’s creditworthiness predict the bank’s CDS price? : evidence from the Eurosystem's overnight loan rates
Tölö, Eero; Jokivuolle, Esa; Virén, Matti E. E. - 2014
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Frictions in the interbank market and uncertain liquidity needs : implications for monetary policy implementation
Bucher, Monika; Hauck, Achim; Neyer, Ulrike - 2014
This paper shows that depending on the distribution of banks' uncertain liquidity needs and on how monetary policy is implemented, frictions in the interbank market may reinforce the effectiveness of monetary policy. The frictions imply that with its lending and deposit facilities the central...
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