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Displaying results 1 to 8 of 8.

  1. Bank characteristics and the interbank money market
    a distributional approach
    Author: Olmo, Jose; Iori, Giulia; Kapar, Burcu
    Published: 2014
    Publisher:  University of Southampton, School of Social Sciences, Economics Division, Southampton

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Discussion papers in economics and econometrics ; 1402
    Scope: Online-Ressource (52 S.)
  2. Macroprudential capital buffers in heterogeneous banking networks
    insights from an ABM with liquidity crises
    Author: Gurgone, Andrea; Iori, Giulia
    Published: October 2020
    Publisher:  Bamberg Economic Research Group, Bamberg University, Bamberg

    To date, macroprudential policy inspired by the Basel III package is applied irrespective of the network characteristics of the banking system. We study how the implementation of macroprudential policy in the form of additional capital requirements... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    To date, macroprudential policy inspired by the Basel III package is applied irrespective of the network characteristics of the banking system. We study how the implementation of macroprudential policy in the form of additional capital requirements conditional to systemic-risk measures of banks should regard the degree of heterogeneity of financial networks. We adopt a multi-agent approach describing an artificial economy with households, firms, and banks in which occasional liquidity crises emerge. We shape the configuration of the financial network to generate two polar worlds: one is characterized by few banks who lend most of the credit to the real sector while borrowing interbank liquidity. The other shows a higher degree of homogeneity. We focus on a capital buffer for SII and two buffers built on measures of systemic impact and vulnerability. The research suggests that the criteria for the identification of systemic-important banks may change with the network heterogeneity. Thus, capital buffers should be calibrated on the heterogeneity of the financial networks to stabilize the system, otherwise they may be ineffective. Therefore, we argue that prudential regulation should account for the characteristics of the banking networks and tune macroprudential tools accordingly.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783943153859
    Other identifier:
    hdl: 10419/226393
    Series: BERG working paper series ; no. 164 (October 2020)
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  3. Centralized vs decentralized markets
    the role of connectivity
    Author: Alfarano, Simone; Banal-Estañol, Albert; Camacho-Cuena, Eva; Iori, Giulia; Kapar, Burcu; Rahi, Rohit
    Published: January 2024
    Publisher:  Universitat Pompeu Fabra, Department of Economics and Business, Barcelona

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 574
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Economics working paper series ; no. 1877
    Subjects: Networks; heuristic learning; informational efficiency; experimental asset markets
    Scope: 1 Online-Ressource (circa 80 Seiten), Illustrationen
  4. Centralized vs decentralized markets
    the role of connectivity
    Author: Alfarano, Simone; Banal-Estañol, Albert; Camacho-Cuena, Eva; Iori, Giulia; Kapar, Burcu; Rahi, Rohit
    Published: January 2024
    Publisher:  [LSE Financial Markets Group], [London]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Discussion paper / [Financial Markets Group] ; no 901
    Paul Woolley Centre working paper ; no 98
    Subjects: Networks; heuristic learning; informational efficiency; experimental asset markets
    Scope: 1 Online-Ressource (circa 80 Seiten), Illustrationen
  5. Centralized vs decentralized markets
    the role of connectivity
    Author: Alfarano, Simone; Banal-Estañol, Albert; Camacho-Cuena, Eva; Iori, Giulia; Kapar, Burcu; Rahi, Rohit
    Published: [2024]
    Publisher:  BSE, Barcelona School of Economics, [Barcelona]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: BSE working paper ; 1420 (January 2024)
    Subjects: Networks; heuristic learning; informational efficiency; experimental asset markets
    Scope: 1 Online-Ressource (circa 80 Seiten), Illustrationen
  6. An analysis of systemic risk in alternative securities settlement architectures
    Author: Iori, Giulia
    Published: 2004
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 404
    ECB-CFS research network of capital markets and financial integration in Europe
    Subjects: Clearing; Wertpapierhandel; Risiko; Theorie
    Other subjects: (stw)Clearing; (stw)Wertpapierhandel; (stw)Risiko; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: 27 S., graph. Darst., 30 cm
    Notes:

    Auch im Internet unter den Adressen www.ecb.int und ssrn.com/abstract_id=601024 verfügbar
  7. An analysis of systemic risk in alternative securities settlement architectures
    Author: Iori, Giulia
    Published: 2004
    Publisher:  European Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    Signature:
    6 B 58007
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    Staats- und Universitätsbibliothek Bremen
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    bc 1389-404
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    Bundesverfassungsgericht, Bibliothek
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    XG 1345-404
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1225 (404)
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    Location:
    Universitätsbibliothek Mannheim
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    0910.0060.404
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    Universitätsbibliothek Rostock
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    ZB 7688 (404)
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    Universität Ulm, Kommunikations- und Informationszentrum, Bibliotheksservices
    Signature:
    HB 501/A1.404
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430
    Series: Working paper / European Central Bank ; 404
    Subjects: Clearing; Wertpapierhandel; Risiko; Theorie
    Scope: 27 S., graph. Darst.
    Notes:
  8. An analysis of systemic risk in alternative securities settlement architectures
    Author: Iori, Giulia
    Published: 2004
    Publisher:  European Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QM 430
    Series: Working paper / European Central Bank ; 404
    Subjects: Clearing; Wertpapierhandel; Risiko; Theorie
    Scope: 27 S., graph. Darst.
    Notes: