WORKING PAPER SERIES NO 1350 / JUNE 2011: THE OPTIMAL WIDTH OF THE CENTRAL BANK STANDING FACILITIES CORRIDOR AND BANKS’ DAY-TO-DAY LIQUIDITY MANAGEMENT pdf
WORKING PAPER SERIES NO 1350 / JUNE 2011: THE OPTIMAL WIDTH OF THE CENTRAL BANK STANDING FACILITIES CORRIDOR AND BANKS’ DAY-TO-DAY LIQUIDITY MANAGEMENT pdf
... Bindseil and Juliusz Jabłecki THE OPTIMAL WIDTH OF THE CENTRAL BANK STANDING FACILITIES CORRIDOR AND BANKS’ DAY-TO-DAY LIQUIDITY MANAGEMENT 19ECB Working Paper Series No 1350 June 2011E(CSF2)=(iB− ... for the optimal width of the central bank corridorincrisisepisodes,inwhichinterbanktransactioncostsmayexceedthewidthofthecorridorsetby the central bank (regardless of whether the corridor width ... understand how the problem of the optimal width of the standing facilities corridor emerges in the context of daily liquidity management and normal market circumstances. To get the feel of an interbank...
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WORKING PAPER SERIES NO 1376 / SEPTEMBER 2011: THE PRICE OF LIQUIDITY THE EFFECTS OF MARKET CONDITIONS AND BANK CHARACTERISTICS pptx
... foreign banks, they are 2.84 bps and −0.15 bps; forLandesbanks, they are 2.83 bps and 0.50 bps; and for cooperative central banks, they are4.27 bps and 0.45 bps. Thus Landesbanks and cooperative central ... those of the authors and do not necessarily reflect those of the ECB. WORKING PAPER SERIES NO 1376 / SEPTEMBER 2011 THE PRICE OF LIQUIDITY THE EFFECTS OF MARKET CONDITIONS AND BANK CHARACTERISTICS ... at http :// ssrn.com/abstract_id=1605084.NOTE: This Working Paper should not be reported as representing the views of the European Central Bank (ECB). The views expressed are those of the authors...
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WORKING PAPER SERIES NO 1394 / NOVEMBER 2011: BANK RISK DURING THE FINANCIAL CRISIS DO BUSINESS MODELS MATTER? pot
... the views of the European Central Bank (ECB). The views expressed are those of the authors and do not necessarily reflect those of the ECB. WORKING PAPER SERIES NO 1394 / NOVEMBER 2011 BANK RISK ... regulation and research. I. The transformation of the financial system and its impact on business models and bank risk The evaluation, management and sharing of risk is one of the core features of the ... terms of the impact of the funding structure on bank risk, most of the earlier literature pointed to the benefits derived from the use of market financing. Banks can raise in the interbank markets...
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WORKING PAPER SERIES NO 1395 / NOVEMBER 2011: ON THE IMPORTANCE OF PRIOR RELATIONSHIPS IN BANK LOANS TO RETAIL CUSTOMERS pptx
... http :// ssrn.com/abstract_id=1572673.NOTE: This Working Paper should not be reported as representing the views of the European Central Bank (ECB). The views expressed are those of the authors and ... (iii) the usage of debit and credit cards, (iv) the existence of credit lines 10ECB Working Paper Series No 1395November 2011 and (v) the usage of credit lines. Second, we examine the impact of ... of the cases. If they are used, the usage ranges mostly between 20 % and 80% of the limit of the credit line. 18ECB Working Paper Series No 1395November 2011 The data set not only contains...
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Working PaPer SerieS no 1160 / FeBrUarY 2010: evidence For SUrveY maTTerS The eUro area Bank lending emPirical crediT and oUTPUT groWTh pptx
... models, the lending culture of the bank, the seniority and experience of loan officers, the banks’ hierarchy of decision-making, and so on. They thus include price and non-price terms and conditions ... demand matter for credit and output, but also bank loan supply factors, the balance sheet position of borrowers and the risk perception in the economy. 17ECB Working Paper Series No ... cases, no correction is needed and none is applied. Synthetic securitisations referenced to the bank s own loan portfolio do not need any correction of the loan series either, because no asset...
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WORKING PAPER SERIES NO 1332 / APRIL 2011: CENTRAL BANK COMMUNICATION ON FINANCIAL STABILITY docx
... in the underlying analytical tools, and on the other hand, that there has been a large increase in the number of central banks that publish FSRs. The frontrunners are the Bank of England, the ... variable, which takes the value of -1 for the lowest third of the distribution, a value of 0 for the middle part of the distribution, and the value of +1 for the upper third of the distribution. ... Riksbank, and Norges Bank (Norway’s central bank) , all of which started publication in 199 6/1 997. It is probably not a coincidence that these three central banks are typically also listed in the...
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WORKING PAPER SERIES NO. 351 / APRIL 2004: INTEREST RATE DETERMINATION IN THE INTERBANK MARKET pot
... first day there is no trading so the use of the standing facilities is exogenous and, therefore, independent of the size of the market groups. We see that the recourse to the standing facilities ... period as banks try to get their desired level of reserves. This larger trade happens both between banks and with the central bank through the use of the standing facilities. The paper is structured ... on the fact that no bank dominates the market. Banks are equal at the beginning of the maintenance period and they differ from each other in the path of the shocks that they receive over the...
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Working PaPer SerieS no 1273 / DeCeMBer 2010: intereSt rate effeCtS of DeMograPhiC ChangeS in a neW-keyneSian life-CyCle fraMeWork pptx
... Working Paper should not be reported as representing the views of the European Central Bank (ECB). The views expressed are those of the authors and do not necessarily reflect those of the ECB.2 ... 2008), the North American Summer Meeting of the Econometric Society (Pittsburgh, 2008) and the Meeting of the German Economic Association (Muenchen, 2007) for their comments. Part of this paper ... ozw+ ouw= (7)15ECB Working Paper Series No 1273December 2010 The aggregate stocks of the human capital of retirees and of workers follow the recursivelaw of motionskuw= guw+w(1...
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WORKING PAPER SERIES NO. 398 / OCTOBER 2004: MERGERS AND ACQUISITIONS AND BANK PERFORMANCE IN EUROPE THE ROLE OF STRATEGIC SIMILARITIES potx
... parallel strand of the literature uses event study methodology, and typically tries toascertain whether the announcement of the bank merger creates shareholder value(normally in the form of cumulated ... liquidity management via the asset side of the balance sheet has decreased itsimportance in favour of active liability liquidity management. Finally, banks’ strategy in terms of technology and ... 135-175.28ECB Working Paper Series No. 398October 2004In 2004 all publications will carry a motif taken from the €100 banknote.W ORKING PAPER SERIES NO. 398 / OCTOBER 2004MERGERS AND ACQUISITIONS AND BANK...
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WORKING PAPER SERIES NO 868 / FEBRUARY 2008: PURDAH ON THE RATIONALE FOR CENTRAL BANK SILENCE AROUND POLICY MEETINGS pptx
... http :// en.wikipedia.org/wiki/Purdah. Woodford, M. (2005). Central- Bank Communication and Policy Effectiveness. NBER Working Paper No. 11898, December 2005. 18ECB Working Paper Series No 868February ... in the old days reporters were not very knowledgeable, many of the current breed have MAs and PhDs in economics.” WORKING PAPER SERIES NO 868/FEBRUARY2008PURDAHON THE RATIONALE FOR CENTRAL ... 20y No purdah Note: The figure shows the EGARCH estimates for the effect of statements in the pre-FOMC purdah, the post-FOMC purdah, and outside the purdah on the conditional mean of the different...
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