create a website

Central Clearing and Systemic Liquidity Risk. (2020). Paulson, Anna ; Nesmith, Travis ; King, Thomas ; Prono, Todd.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2020-09.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 65

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint. (2021). Prepuk, Andrea ; Muratov-Szabo, Kira ; Friesz, Melinda ; Varadi, Kata.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:8:p:148-:d:617590.

    Full description at Econpapers || Download paper

  2. Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio.
    In: BIS Working Papers.
    RePEc:bis:biswps:972.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ” Press Release, URL http://secure-area.lchclearnet.com/media_centre/ press_releases/2008-10-08.asp.
    Paper not yet in RePEc: Add citation now
  2. Acharya, Viral V., and Ouarda Merrouche. 2012, “Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis.” Rev. Finan., 17(1): 107–160. doi:10.1093/rof/rfs022.
    Paper not yet in RePEc: Add citation now
  3. Adrian, Tobias, and Hyun Song Shin. 2008, “Liquidity, Monetary Policy, and Financial Cycles. ” Curr. Issues Econ. Financ., 14(1): 1–7, URL https://www.newyorkfed.org/research/ current_issues/ci14-1.html.

  4. Adrian, Tobias, and Hyun Song Shin. 2010, “Liquidity and Leverage.” J. Finan. Intermediation, 19(3): 418–437. doi:10.1016/j.jfi.2008.12.002. Risk Transfer Mechanisms and Financial Stability.

  5. Alfranseder, Emanuel, Paweł Fiedor, Sarah Lapschies, Lucia Orszaghova, and Paweł Sobolewski. 2018, “Indicators for the Monitoring of Central Counterparties in the EU.” Technical Report 14, European Systemic Risk Board, European System of Financial Supervision, URL https://www.esrb.europa.eu/pub/pdf/occasional/esrb.op14.en.pdf. Occasional Paper Series.
    Paper not yet in RePEc: Add citation now
  6. Amini, Hamed, Rama Cont, and Andreea Minca. 2016, “Resilience to Contagion in Financial Networks.” Math. Finance, 26(2): 329–365. doi:10.1111/mafi.12051.

  7. Anderson, Edward, Fernando Cerezetti, and Mark Manning. 2020, “Supervisory Stress Testing for CCPs: A Macro-prudential, Two-tier Approach.” J. Finan. Market Infrastructures, 8(1): 1–25. doi:10.21314/JFMI.2019.115.
    Paper not yet in RePEc: Add citation now
  8. Armakolla, Angela, and Jean Paul Laurent. 2017, “CCP Resilience and Clearing Membership.” doi:10.2139/ssrn.2625579. Available at SSRN.
    Paper not yet in RePEc: Add citation now
  9. Ashcraft, Adam, James Mcandrews, and David Skeie. 2011, “Precautionary Reserves and the Interbank Market.” J. Money Credit Bank., 43(s2): 311–348. doi:10.1111/j.1538-4616.2011.00438.x. Bai, Jennie, Arvind Krishnamurthy, and Charles-Henri Weymuller. 2018, “Measuring Liquidity Mismatch in the Banking Sector.” J. Finance, 73(1): 51–93. doi:10.1111/jofi.12591.

  10. Barker, Russell, Andrew Dickinson, Alex Lipton, and Rajeev Virmani. 2017, “Systemic Risks in CCP Networks.” Risk, 91–97, URL http://www.risk.net/cutting-edge/banking/ 2479766/systemic-risks-in-ccp-networks.
    Paper not yet in RePEc: Add citation now
  11. BCBS-IOSCO. 2015, Margin Requirements for Non-centrally Cleared Derivatives. URL https:// www.bis.org/bcbs/publ/d317.pdf.
    Paper not yet in RePEc: Add citation now
  12. BCBS. 2019, Leverage Ratio Treatment of Client Cleared Derivatives. URL https://www.bis.org/ bcbs/publ/d467.htm.
    Paper not yet in RePEc: Add citation now
  13. Berger, Allen N., and Christa H.S. Bouwman. 2017, “Bank Liquidity Creation, Monetary Policy, and Financial Crises.” J. Finan. Stab., 30: 139–155. doi:10.1016/j.jfs.2017.05.001.

  14. Bernanke, Ben S. 1990, “Clearing and Settlement during the Crash.” Rev. Finan. Stud., 3(1): 133–151, URL http://www.jstor.org/stable/2961962.

  15. Berrospide, Jose. 2013, “Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation.” Technical Report 3, Federal Reserve Board, URL https:// www.federalreserve.gov/pubs/feds/2013/201303/201303abs.html. Finance and Economics Discussion Series.
    Paper not yet in RePEc: Add citation now
  16. Borio, Claudio, Mathias Drehmann, and Kostas Tsatsaronis. 2014, “Stress-testing Macro Stress Testing: Does It Live up to Expectations?” J. Finan. Stab., 12: 3–15.

  17. Brunnermeier, Markus K. 2009, “Deciphering the Liquidity and Credit Crunch 2007–2008.” J.

  18. Carnegie-Rochester Conference Series on Public Policy: Distress in Credit Markets: Theory, Empirics, and Policy November 14-15, 2008.
    Paper not yet in RePEc: Add citation now
  19. CENTRAL CLEARING AND SYSTEMIC LIQUIDITY RISK 35 Bignon, Vincent, and Guillaume Vuillemey. 2018, “The Failure of a Clearinghouse: Empirical Evidence.” Rev. Finance, 1–30. doi:10.1093/rof/rfy039. Forthcoming.
    Paper not yet in RePEc: Add citation now
  20. CENTRAL CLEARING AND SYSTEMIC LIQUIDITY RISK 37 Heller, Daniel, and Nicholas Vause. 2012, “Collateral Requirements for Mandatory Central Clearing of Over-the-counter Derivatives.” Technical Report 373, BIS Working Papers, URL http://www.bis.org/publ/work373.pdf.
    Paper not yet in RePEc: Add citation now
  21. CFTC. 2016, Supervisory Stress Test of Clearinghouses. URL https://www.cftc.gov/ sites/default/files/idc/groups/public/@newsroom/documents/file/ dcr_ecl1017.pdf.
    Paper not yet in RePEc: Add citation now
  22. CFTC. 2017, Evaluation of Clearinghouse Liquidity. URL https://www.cftc.gov/ sites/default/files/idc/groups/public/@newsroom/documents/file/ dcr_ecl1017.pdf. Chicago Board Options Exchange, “CBOE Volatility Index: VIX [VIXCLS].” retrieved from FRED, Federal Reserve Bank of St. Louis, URL https://fred.stlouisfed.org/series/ VIXCLS. Clarus CCPView. Clarus Financial Technology Ltd., URL https:// ccpview.clarusft.com.
    Paper not yet in RePEc: Add citation now
  23. Cont, Rama. 2017, “Central Clearing and Risk Transformation.” Working Paper 3, Norges Bank, URL https://www.norges-bank.no/en/news-events/news-publications/ Papers/Working-Papers/2017/32017/. Norges Bank Research.
    Paper not yet in RePEc: Add citation now
  24. CPMI-IOSCO. 2012, Principles for Financial Market Infrastructures. URL http://www.bis.org/ cpmi/publ/d101.htm.
    Paper not yet in RePEc: Add citation now
  25. CPMI-IOSCO. 2014, Recovery of Financial Market Infrastructures. URL https://www.bis.org/ cpmi/publ/d121.htm.
    Paper not yet in RePEc: Add citation now
  26. CPMI-IOSCO. 2015, Public Quantitative Disclosure Standards for Central Counterparties (CCPs). URL https://www.bis.org/cpmi/publ/d125.htm.
    Paper not yet in RePEc: Add citation now
  27. CPMI-IOSCO. 2016, Resilience and Recovery of Central Counterparties (CCPs): Further Guidance on the PFMI. URL http://www.bis.org/cpmi/publ/d101.htm.
    Paper not yet in RePEc: Add citation now
  28. CPMI-IOSCO. 2017, Framework for Supervisory Stress Testing of Central Counterparties (CCPs). URL http://www.bis.org/cpmi/publ/d161.htm.
    Paper not yet in RePEc: Add citation now
  29. Culp, Christopher L. 2010, “OTC-Cleared Derivatives: Benefits, Costs, and Implications of the ’Dodd-Frank Wall Street Reform and Consumer Protection Act’.” J. Appl. Finance, 20(2): 1–27, URL https://ssrn.com/abstract=2693059.
    Paper not yet in RePEc: Add citation now
  30. Drehmann, Mathias. 2008, “Stress Tests: Objectives, Challenges And Modelling Choices.” Riksbank Econ. Rev., (2): 60–92, URL http://archive.riksbank.se/Upload/ Dokument_riksbank/Kat_publicerat/PoV_sve/eng/2008/er2008_2_ny.pdf.
    Paper not yet in RePEc: Add citation now
  31. Duffie, Darrell. 2014, “Financial Market Infrastructure: Too Important to Fail.” In Across the Great Divide: New Perspectives on the Financial Crisis, eds. John B. Taylor and Martin Neil Baily, 251–257, Hoover Institution Press, URL https://www.hoover.org/sites/default/ files/across-the-great-divide-ch11.pdf.

  32. Econ., 115(3): 471–485. doi:10.1016/j.jfineco.2014.11.006. Haver Analytics. Haver Analytics, URL http://www.haver.com/our_data.html.
    Paper not yet in RePEc: Add citation now
  33. ESMA. 2018a, EU-wide CCP Stress Test 2017. URL http://firds.esma.europa.eu/webst/ ESMA70-151-1154%20EU-wide%20CCP%20Stress%20Test%202017%20Report.pdf.
    Paper not yet in RePEc: Add citation now
  34. ESMA. 2018b, Guidelines on EMIR Anti-Procyclicality Margin Measures for Central Counterparties. URL https://www.esma.europa.eu/sites/default/files/library/esma70-1511293_final_report_on_guidelines_on_ccp_apc_margin_measures. pdf.
    Paper not yet in RePEc: Add citation now
  35. Faruqui, Umar, Wenqian Huang, and Előd Takáts. 2018, “Clearing Risks in OTC and Derivatives Markets: The CCP-Bank Nexus.” BIS Quart. Rev., 73–90, URL https://www.bis.org/ publ/qtrpdf/r_qt1812h.htm.

  36. Fernandes, Marcelo, Deniz Igan, and Marcelo Pinheiro. 2017, “March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?” J. Bank. Financ. doi:10.1016/j.jbankfin. 2017.11.005. In press.

  37. Finan. Market Infrastructures, 6(4): 41–54. doi:10.21314/JFMI.2018.098. Valukas, Anton R., “Report of Examiner, United States Bankruptcy Court, Southern District of New York, in re. Lehman Brothers Holdings, Inc., et al., Chapter 11 case no. 08-13555.” Jenner & Block LLP, URL https://web.stanford.edu/~jbulow/Lehmandocs/menu.html. (Examiner’s Report).
    Paper not yet in RePEc: Add citation now
  38. Finan. Services Res., 18(2): 157–171. doi:10.1023/A:1026534619637. LCH.Clearnet, “$9 Trillion Lehman OTC Interest Rate Swap Default Successfully Resolved.
    Paper not yet in RePEc: Add citation now
  39. FSB. 2017a, Analysis of Central Clearing Interdependencies. URL http://www.fsb.org/wpcontent /uploads/P050717-2.pdf.
    Paper not yet in RePEc: Add citation now
  40. FSB. 2017b, Review of OTC Derivatives Market Reforms: Effectiveness and Broader Effects of the Reforms. URL http://www.fsb.org/wp-content/uploads/P290617-1.pdf.
    Paper not yet in RePEc: Add citation now
  41. FSB. 2018a, Analysis of Central Clearing Interdependencies. URL http://www.fsb.org/wpcontent /uploads/P090818.pdf.
    Paper not yet in RePEc: Add citation now
  42. FSB. 2018b, Incentives to Centrally Clear Over-the-Counter (OTC) Derivatives: A Post-Implementation Evaluation of the Effects of the G20 Financial Regulatory Reforms. URL http://www.fsb.org/2018/11/ incentives-to-centrally-clear-over-the-counter-otc-derivatives-2/.
    Paper not yet in RePEc: Add citation now
  43. Gibson, Rajna, and Carsten Murawski. 2013, “Margining in Derivatives Markets and the Stability of the Banking Sector.” J. Bank. Financ., 37(4): 1119–1132. doi:10.1016/j.jbankfin. 2012.10.005.

  44. Glasserman, Paul, and Qi Wu. 2018, “Persistence and Procyclicality in Margin Requirements.” Manage. Sci., 64(12): 5705–5724. doi:10.1287/mnsc.2017.2915.
    Paper not yet in RePEc: Add citation now
  45. Heath, Alexandra, Gerard Kelly, Mark Manning, Sheri Markose, and Ali Rais Shaghaghi. 2016, “CCPs and Network Stability in OTC Derivatives Markets.” J. Finan. Stab., 27: 217–233. doi:10.1016/j.jfs.2015.12.004. Heber, Gerd, Asger Lunde, Neil Shephard, and Kevin K. Sheppard, “Oxford-Man Institute’s realized library.” University of Oxford, URL https://realized.oxfordman.

  46. Heider, Florian, Marie Hoerova, and Cornelia Holthausen. 2015, “Liquidity Hoarding and Interbank Market Rates: The Role of Counterparty Risk.” J. Finan. Econ., 118(2): 336–354. doi:10.1016/j.jfineco.2015.07.002.

  47. Houllier, Melanie, and David Murphy. 2017, “Initial Margin Model Sensitivity Analysis and Volatility Estimation.” J. Finan. Market Infrastructures, 5(4): 77–103. doi:10.21314/JFMI.2017.078.
    Paper not yet in RePEc: Add citation now
  48. Huber, Peter J. 1981, Robust Statistics. Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons, Hoboken, NJ.
    Paper not yet in RePEc: Add citation now
  49. Ippolito, Filippo, José-Luis Peydró, Andrea Polo, and Enrico Sette. 2016, “Double Bank Runs and Liquidity Risk Management.” J. Finan. Econ., 122(1): 135–154. doi:10.1016/j.jfineco.2015.11.004.

  50. Ivashina, Victoria, and David Scharfstein. 2010, “Bank Lending during the Financial Crisis of 2008.” J. Finan. Econ., 97(3): 319–338. doi:10.1016/j.jfineco.2009.12.001. The 2007-8 financial crisis: Lessons from corporate finance.

  51. Iyer, Rajkamal, José-Luis Peydró, Samuel da Rocha-Lopes, and Antoinette Schoar. 2014, “Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007–2009 Crisis.” Rev. Finan. Stud., 27(1): 347–372. doi:10.1093/rfs/hht056.

  52. Kashyap, Anil K., Raghuram Rajan, and Jeremy C. Stein. 2002, “Banks As Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit-taking.” J. Finance, 57(1): 33–73. doi:10.1111/1540-6261.00415.

  53. Kiff, John, Randall Dodd, Alessandro Gullo, Elias Kazarian, Isaac Lustgarten, Christine Sampic, and Manmohan Singh. 2010, “Making Over-the-Counter Derivatives Safer: The Role of Central Counterparties.” In Global Financial Stability Report: Meeting New Challenges to Stability and Building a Safer System, chapter 3, 1–27, International Monetary Fund, URL https: //www.imf.org/external/pubs/ft/gfsr/2010/01/pdf/chap3.pdf.
    Paper not yet in RePEc: Add citation now
  54. Kroszner, Randall S. 1999, “Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearinghouses and Recent Over-The-Counter Innovations.” J. Money Credit Bank., 31(3): 596–618. doi:10.2307/2601077.

  55. Kroszner, Randall S. 2000, “Lessons from Financial Crises: The Role of Clearinghouses.” J.

  56. Lewandowska, Olga, and Florian Glaser. 2017, “The Recent Crises and Central Counterparty Risk Practices in the Light of Procyclicality: Empirical Evidence.” J. Finan. Market Infrastructures, 5(3): 1–24. doi:10.21314/JFMI.2017.072.
    Paper not yet in RePEc: Add citation now
  57. Madigan, Peter, Duncan Wood, and Lukas Becker. 2016, “LCH under scrutiny after outsized Brexit margin calls.” Risk, URL https://www.risk.net/risk-management/2474560/ lch-under-scrutiny-after-outsized-brexit-margin-calls.
    Paper not yet in RePEc: Add citation now
  58. Manning, Mark Jozsef, and David Hughes. 2016, “Central Counterparties and Banks: Vive La Difference.” J. Finan. Market Infrastructures, 4(3): 1–24. doi:10.21314/JFMI.2016.058.
    Paper not yet in RePEc: Add citation now
  59. Maruyama, Atsushi, and Fernando Cerezetti. 2019, “Central Counterparty Antiprocyclicality Tools: A Closer Assessment.” J Finan Market Infrastructures, 7(4): 1–25.
    Paper not yet in RePEc: Add citation now
  60. Murphy, David, Michalis Vasios, and Nick Vause. 2014, “An Investigation into the Procyclicality of Risk-Based Initial Margin Models.” Technical report, Bank of England, URL https://www.bankofengland.co.uk/-/media/boe/files/financial-stabilitypaper /2014/an-investigation-into-the-procyclicality-of-risk-basedinitial -margin-models.pdf. Financial Stability Paper No. 29.

  61. Murphy, David. 2013, OTC Derivatives: Bilateral Trading and Central Clearing. Global Financial Markets, Palgrave Macmillan. doi:10.1057/9781137293862.
    Paper not yet in RePEc: Add citation now
  62. Petrella, Giovanni, and Andrea Resti. 2013, “Supervisors As Information Producers: Do Stress Tests Reduce Bank Opaqueness?” J. Bank. Financ., 37(12): 5406–5420. doi:10.1016/j.jbankfin. 2013.01.005.

  63. Presidential Task Force on Market Mechanisms. 1988, Report of the Presidential Task Force on Market Mechanisms. Nicholas Brady (Chairman).
    Paper not yet in RePEc: Add citation now
  64. Raykov, Radoslav. 2012, “Reducing Margin Procyclicality at Central Counterparties.” J. Finan.
    Paper not yet in RePEc: Add citation now
  65. Sidanius, Che, and Filip Zikes. 2012, “OTC Derivatives Reform and Collateral Demand Impact.” Technical report, Bank of England, URL https://www.bankofengland.co.uk/ financial-stability-paper/2012/otc-derivatives-reform-and-collateraldemand -impact. Financial Stability Paper No. 18.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR. (2021). Suryanto, Tulus ; Ekananda, Mahjus.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:4:p:162-:d:666813.

    Full description at Econpapers || Download paper

  2. Spanish Economic-Financial Crisis: Social and Academic Interest. (2020). Araujo, Arthur Filipe ; Fraiz-Brea, Jose Antonio ; Araujo-Vila, Noelia.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:16:y:2020:i:2:d:10.1007_s41549-020-00045-z.

    Full description at Econpapers || Download paper

  3. Money and credit during normal times and house price booms: evidence from time-frequency analysis. (2020). Ryczkowski, Maciej.
    In: Empirica.
    RePEc:kap:empiri:v:47:y:2020:i:4:d:10.1007_s10663-019-09457-2.

    Full description at Econpapers || Download paper

  4. Measuring banks’ liquidity risk: An option-pricing approach. (2020). Zhang, Jinqing ; Bian, Yun ; He, Liang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302778.

    Full description at Econpapers || Download paper

  5. International Shadow Banking and Macroprudential Policy. (2019). Johnson, Christopher .
    In: 2019 Meeting Papers.
    RePEc:red:sed019:780.

    Full description at Econpapers || Download paper

  6. Does monetary policy influence banks’ risk weights under the internal ratings-based approach?. (2019). Malovana, Simona ; Bro, Vaclav ; Kolcunova, Dominika.
    In: Economic Systems.
    RePEc:eee:ecosys:v:43:y:2019:i:2:10.

    Full description at Econpapers || Download paper

  7. Banks leverage Procyclicality: Does Currency Diversification Matter?. (2017). Violon, Aurélien ; Pedrono, Justine.
    In: Working Papers.
    RePEc:cii:cepidt:2017-09.

    Full description at Econpapers || Download paper

  8. Banking Leverage Procyclicality: a Theoretical Model Introducing Currency Diversification. (2017). Pedrono, Justine.
    In: Working Papers.
    RePEc:cii:cepidt:2017-06.

    Full description at Econpapers || Download paper

  9. Banks Leverage Procyclicality: Does US Dollar Diversification Really Matter?. (2016). Pedrono, Justine ; Violon, Aurelien.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01216658.

    Full description at Econpapers || Download paper

  10. What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

    Full description at Econpapers || Download paper

  11. The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej pro. (2015). Olszak, Małgorzata.
    In: Problemy Zarzadzania.
    RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:72-96.

    Full description at Econpapers || Download paper

  12. Banking Leverage Procyclicality: A Theoretical Model Introducing Currency Diversification. (2015). Pedrono, Justine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01203758.

    Full description at Econpapers || Download paper

  13. Risk aversion and monetary policy in a global context. (2015). Nave, Juan M ; Ruiz, Javier .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:14-35.

    Full description at Econpapers || Download paper

  14. Bank Leverage: Does Currency Diversification Really Matter?. (2015). Violon, Aurélien ; Pedrono, Justine.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1543.

    Full description at Econpapers || Download paper

  15. Banking Leverage with Currency Diversification. (2015). Pedrono, Justine.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1539.

    Full description at Econpapers || Download paper

  16. Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns. (2014). MORANA, CLAUDIO.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:64-79.

    Full description at Econpapers || Download paper

  17. Market Procyclicality and Systemic Risk. (2013). Tasca, Paolo ; battiston, stefano.
    In: MPRA Paper.
    RePEc:pra:mprapa:45156.

    Full description at Econpapers || Download paper

  18. Global Macroeconomic and Financial Supervision: Where Next?. (2013). Charles A. E. Goodhart, ; Charles A. E. Goodhart, .
    In: NBER Chapters.
    RePEc:nbr:nberch:12599.

    Full description at Econpapers || Download paper

  19. Liquidity and asset prices: a VECM approach. (2012). acs, Attila .
    In: MPRA Paper.
    RePEc:pra:mprapa:40331.

    Full description at Econpapers || Download paper

  20. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:4:p:236-251.

    Full description at Econpapers || Download paper

  21. Global Macroeconomic and Financial Supervision: Where Next?. (2011). Goodhart, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17682.

    Full description at Econpapers || Download paper

  22. Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach. (2010). Herz, Bernhard ; Drescher, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:27384.

    Full description at Econpapers || Download paper

  23. Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre.
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2010-033.

    Full description at Econpapers || Download paper

  24. Does monetary policy lose effectiveness during a credit crunch?. (2010). Bijapur, Mohan .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:56617.

    Full description at Econpapers || Download paper

  25. Does monetary policy lose effectiveness during a credit crunch?. (2010). Bijapur, Mohan .
    In: Economics Letters.
    RePEc:eee:ecolet:v:106:y:2010:i:1:p:42-44.

    Full description at Econpapers || Download paper

  26. Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector. (2010). Nadal De Simone, Francisco ; Stragiotti, Franco .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp045.

    Full description at Econpapers || Download paper

  27. Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008. (2009). Taylor, Alan ; Schularick, Moritz.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15512.

    Full description at Econpapers || Download paper

  28. Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure. (2009). Spiegel, Mark ; Rose, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15358.

    Full description at Econpapers || Download paper

  29. International Interest-Rate Risk Premia in Affine Term Structure Models. (2009). Geiger, Felix.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:316.

    Full description at Econpapers || Download paper

  30. A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks. (2009). Hui, Cho-Hoi ; Wong, Eric.
    In: Working Papers.
    RePEc:hkg:wpaper:0906.

    Full description at Econpapers || Download paper

  31. Cross-country causes and consequences of the 2008 crisis: international linkages and American exposure. (2009). Spiegel, Mark ; Rose, Andrew ; AndrewK. Rose, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2009-18.

    Full description at Econpapers || Download paper

  32. Causes of the Financial Crisis: An Assessment using UK Data. (2009). Milas, Costas ; Martin, Christopher.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:15961.

    Full description at Econpapers || Download paper

  33. Liquidity (risk) concepts: definitions and interactions. (2009). Nikolaou, Kleopatra .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091008.

    Full description at Econpapers || Download paper

  34. When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour. (2009). End, Jan Willem ; van den End, Jan Willem ; Tabbae, Mostafa .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:230.

    Full description at Econpapers || Download paper

  35. Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008. (2009). Taylor, Alan ; Schularick, Moritz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7570.

    Full description at Econpapers || Download paper

  36. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:544.

    Full description at Econpapers || Download paper

  37. Securitization of Mortgage Debt, Asset Prices and International Risk Sharing. (2009). Nitschka, Thomas ; Hoffmann, Mathias.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2527.

    Full description at Econpapers || Download paper

  38. The Banking Crisis - A Rational Interpretation. (2009). Minford, A. Patrick.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2009/10.

    Full description at Econpapers || Download paper

  39. Funding liquidity risk in a quantitative model of systemic stability. (2009). Willison, Matthew ; Sterne, Gabriel ; Mora, Nada ; Kapadia, Sujit ; Eklund, Bruno ; Alessandri, Piergiorgio ; Aikman, David ; Gai, Prasanna ; Martin, Elizabeth .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0372.

    Full description at Econpapers || Download paper

  40. Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:284.

    Full description at Econpapers || Download paper

  41. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

    Full description at Econpapers || Download paper

  42. Change and Constancy in the Financial System: Implications for Financial Distress and Policy. (2007). Borio, Claudio.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2007-02.

    Full description at Econpapers || Download paper

  43. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models. (2007). Shiller, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13558.

    Full description at Econpapers || Download paper

  44. The Broad Yen Carry Trade. (2007). Shin, Hyun Song ; Hattori, Masazumi.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:07-e-19.

    Full description at Econpapers || Download paper

  45. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models. (2007). Shiller, Robert.
    In: Working Papers.
    RePEc:ecl:yaleco:29.

    Full description at Econpapers || Download paper

  46. Liquidity shocks and asset price boom/bust cycles. (2007). Detken, Carsten ; Adalid, Ramon.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007732.

    Full description at Econpapers || Download paper

  47. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models. (2007). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1632.

    Full description at Econpapers || Download paper

  48. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6309.

    Full description at Econpapers || Download paper

  49. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models. (2007). Shiller, Robert.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001682.

    Full description at Econpapers || Download paper

  50. Change and constancy in the financial system: implications for financial distress and policy. (2007). BORIO, Claudio ; Claudio E. V. Borio, .
    In: BIS Working Papers.
    RePEc:bis:biswps:237.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-24 02:38:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy