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Relevant bibliographies by topics / Interbank markets

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Dissertations / Theses

Academic literature on the topic 'Interbank markets'

Author: Grafiati

Published: 14 March 2023

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Dissertations / Theses on the topic "Interbank markets"

1

Garvin, Nicholas. "Essays on liquidity, stress and interventions in interbank markets." Doctoral thesis, Universitat Pompeu Fabra, 2018. http://hdl.handle.net/10803/663095.

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This dissertation comprises three chapters on banking system liquidity. The first chapter models various policies for injecting liquidity into banks during a cri-sis. Liquidity injections through secured lending, relative to unsecured lending or bank-debt guarantees, can better disincentivise liquidity risk taking while also mitigating ex-post capital losses, in part by limiting fire selling of securities. Asset purchases cannot credibly disincentivise liquidity risk taking. The second chapter uses Australian loan-level data to compare secured and unsecured interbank lend-ing markets during th

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2

Xu, Zhuoran. "Identifying systemic risk in interbank markets by applying network theory." Thesis, University of Bath, 2016. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.687384.

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Risk assessment on interbank networks has drawn attention from researchers since the 2007 Subprime mortgage crisis. The lack of data for interbank transactions, which are usually not disclosed unless required by regulatory bodies, is one of the most critical difficulties to this research. A remedy to this issue is the dense reconstruction of interbank networks by using balance sheet data. The Maximum-Entropy estimation has been adopted by literature, however, this method produces networks with unrealistic properties: too dense in terms of having too many links. One alternative is sparse recons

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3

Issa, George. "Three Essays on the Microstructure of Over-the-Counter Interbank Markets." Thesis, The University of Sydney, 2018. http://hdl.handle.net/2123/18150.

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This thesis consists of three essays, with each comprised of an empirical analysis of microstructural issues in over-the-counter interbank markets. It uses a confidential transaction-level database from the Australian fixed-income market that is comprehensive in scope, covering virtually all cash trades and repurchase agreements across multiple asset classes over an extended 7.5-year period. To exploit this wide scope, the essays are framed to investigate issues that have both a strong policy import (given the prominence of over-the-counter and collateral markets during the Global Financial Cr

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4

Hinterschweiger, Marc. "Three essays on the transmission of monetary policy, non-linearities, and interbank markets." Diss., Ludwig-Maximilians-Universität München, 2013. http://nbn-resolving.de/urn:nbn:de:bvb:19-163793.

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5

Temizsoy, Asena. "The effects of crisis on the interbank markets and sovereign risk : empirical investigations." Thesis, City University London, 2016. http://openaccess.city.ac.uk/15184/.

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The 2007-2008 global financial turmoil is the most severe crisis since the Great Depression. Starting with the sub-prime defaults in the United States, it quickly spills over into other markets leading to the collapses of many financial institutions, worldwide banks bailouts, downturns in asset prices and also to sovereign debt crises. The aim of this thesis is to empirically investigate the repercussions of this financial crisis on interbank market and sovereign risk. In Chapter one, we empirically explore the effect of bank lending relationships in the interbank market. We use data from the

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6

Georg, Pierre Georg [Verfasser], Markus [Akademischer Betreuer] Pasche, and Andreas [Akademischer Betreuer] Freytag. "Systemic risk in interbank markets / Pierre Georg Georg. Gutachter: Markus Pasche ; Andreas Freytag." Jena : Thüringer Universitäts- und Landesbibliothek Jena, 2012. http://d-nb.info/1019969709/34.

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7

DEGHI, ANDREA. "Essays on Interbank Formation and the Implications of Financial Structure." Doctoral thesis, Università di Siena, 2017. http://hdl.handle.net/11365/1009240.

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As the events of the 2007 Crisis unfolded, it was clear that the failure or even rumors about the failure of one single institution could trigger freezes in numerous capital markets and widespread default in other financial institutions. How this was brought about, however, was everything but clear. Ten years later, as we stand today, the literature has progressed but many questions remain unresolved. The first question at hand is of course how banks were related and how these bilateral relationships were able to act as a passage of contagion. On the liability side, borrowing between banks pr

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8

Kapar, B. "The effects of 2007-2008 crisis on the CDS and the interbank markets : empirical investigations." Thesis, City University London, 2013. http://openaccess.city.ac.uk/2958/.

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The global crisis of 2007-2008 is the most severe crisis since the Great Depression in the financial markets. Starting with the subprime defaults in the United States, it quickly spills over into other markets leading to the collapses of many financial institutions, bail-outs of banks worldwide and downturns in asset prices. The aim of this thesis is to investigate the repercussions of this crisis on CDS and interbank market and provide empirical evidence on the changes in the pricing of CDS contracts and interbank deposits. Chapter 2 discusses the determinants of CDS spread changes on Europea

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9

Hinterschweiger, Marc [Verfasser], and Gerhard [Akademischer Betreuer] Illing. "Three essays on the transmission of monetary policy, non-linearities, and interbank markets / Marc Hinterschweiger. Betreuer: Gerhard Illing." München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2013. http://d-nb.info/1046502964/34.

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10

Ozel, Bulent. "Designing scalable and stock-flow-consistent agent-based models: Policy scenarios and experiments on housing markets, monetary unions and interbank networks." Doctoral thesis, Universitat Jaume I, 2019. http://hdl.handle.net/10803/666909.

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The recent debates in economics, following the 2008 crisis, have pointed out a necessity for micro-founded macroeconomic modelling approaches for policy analyses. Agent based models have been adopted to address two underlining aspects of a micro-founded macroeconomic approach. This dissertation as a whole is an effort at fulfilling this necessity. It is composed of a number of interrelated studies. Specific research questions are raised around the debates on monetary unions, housing markets and interbank networks. The overall objective in these works is to be able to address policy question

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