J Shida - Journal of International Money and Finance, 2023 - Elsevier
This paper provides evidence on the drivers of demand at government bond auctions using data on more than 600 German federal government bond auctions between 2005 and 2022 …
M Baltzer, K Schlepper, C Speck - 2022 - papers.ssrn.com
The Eurosystem's asset purchase programmes reduced the free float of German Bunds. Market participants feared impaired market functioning in the Bund market and monetary …
D Dimitrov, S van Wijnbergen - 2023 - papers.ssrn.com
We use market-based estimates of systemic risk and a structural framework for credit risk assessment to address the problem of regulating banks' macroprudential capital buffers. We …
B Hardy, S Zhu - BIS Quarterly Review, 2023 - bis.org
This feature examines international banks' deposit funding–traditional deposits, repos and interbank lending 1. We lay out a framework to interpret the observed evolution in the level …
BM McGuire, A Schrimpf, HS Shin, J Sobrun… - BIS Quarterly …, 2023 - bis.org
This feature examines international banks' deposit funding–traditional deposits, repos and interbank lending. We lay out a framework to interpret the observed evolution in the level …
D Gong, H Huizinga, T Li, J Zhu - Journal of Empirical Finance, 2023 - Elsevier
After the removal of geographic restrictions on branching in 2006, China's city commercial banks (CCBs) can apply for permission to branch outside their province. This paper shows …
JP Junttila, JM Tauriainen - Available at SSRN 4418687, 2023 - papers.ssrn.com
Abstract In the new Benchmark Determination Methodology (BDM), the calculation of Euro Interbank Offered Rates (EURIBOR) should be based on fully comprehensive euro …
A downside of the digital economy is that banks are prone to experiencing data breaches resulting from, for example, cyberattacks, system glitches, and employee negligence. We …
Azon pénzügyi intézmények, amelyek rendszerszintű jelentőségük (Systemically Important Institution–SII) miatt számíthatnak az állami védőhálóra, profitmaximalizálásuk során …