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Displaying results 1 to 5 of 5.

  1. The Eurosystem's standing facilities in a general equilibrium model of the European interbank market
    Author: Tapking, Jens
    Published: 2002
    Publisher:  Dt. Bundesbank, Frankfurt am Main

    Location:
    Freie Universität Berlin, Universitätsbibliothek
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    Location:
    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
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    TU Berlin, Universitätsbibliothek
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    Brandenburgische Technische Universität Cottbus - Senftenberg, Universitätsbibliothek
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    Europa-Universität Viadrina, Universitätsbibliothek
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    Universität Potsdam, Universitätsbibliothek
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    Content information
    Source: Philologische Bibliothek, FU Berlin
    Language: English
    Media type: Book
    ISBN: 3935821239
    RVK Categories: QB 910 ; QK 300
    Series: Discussion paper / Economic Research Centre of the Deutsche Bundesbank ; 2002,20
    Subjects: Mitgliedsstaaten; Kreditwesen; Interbankgeschäft; Währungsunion
    Scope: 22 S.
  2. Multiple equilibrium overnight rates in a dynamic interbank market game
    Author: Tapking, Jens
    Published: 2003
    Publisher:  Dt. Bundesbank, Frankfurt am Main

    Location:
    Freie Universität Berlin, Universitätsbibliothek
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    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
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    TU Berlin, Universitätsbibliothek
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    Europa-Universität Viadrina, Universitätsbibliothek
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    Universität Potsdam, Universitätsbibliothek
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    Source: Philologische Bibliothek, FU Berlin
    Language: English
    Media type: Book
    ISBN: 393582145X
    RVK Categories: QB 910 ; QK 300
    Series: Discussion paper / Economic Research Centre of the Deutsche Bundesbank ; 2003,4
    Subjects: Cash Management; Interbankgeschäft; Transaktionsanalyse
    Scope: 34 S.
    Notes:

    Zsfassung in dt. Sprache
  3. Essays in market microstructure
    Author: Schaffner, Patrick
    Published: 2023

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    hdl: 20.500.14171/107741
    5247
    Subjects: Geldmarkt; Wertpapierpensionsgeschäft; Interbankgeschäft; Geldpolitik; EMIR; collateral; tiered reserves; quantitative easing; Basler Eigenkapitalvereinbarung (2010); Repurchase agreement; Eurogeldmarkt; Basel III; Basel 3; Repo
    Scope: 1 Online-Ressource (circa 115 Seiten), Illustrationen
    Notes:

    Dissertation, University of St.Gallen, 2022
  4. Asset prices, collateral, and unconventional monetary policy in a DSGE model
    Author: Hilberg, Björn; Hollmayr, Josef
    Published: 2013
    Publisher:  Dt. Bundesbank, Frankfurt am Main

    In this paper we set up a New-Keynesian model with a heterogenous banking sector to analyze liquidity problems on the interbank market. The presence of an interbank market is essential to consider a situation where an increased liquidity supply by... more

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 12 (2013,36)
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    Universitätsbibliothek Osnabrück
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    In this paper we set up a New-Keynesian model with a heterogenous banking sector to analyze liquidity problems on the interbank market. The presence of an interbank market is essential to consider a situation where an increased liquidity supply by the central bank is only partially passed on to the interbank market. Moreover, this framework allows us to examine the implications of an unconventional monetary policy tool modeled as a haircut rule applied to eligible assets in repurchase agreements (“Repos”) on the interbank market. We can show that this tool is suited to bring down the interest rate charged among banks on the interbank market. Furthermore an exogenous bubble process is modeled to evaluate the effects of the haircut rule for a central bank which decides to implement a “leaning-against-the- wind”-policy. Finally, we analyze the long-run consequences of reacting to asset price movements and examine the effects of different exit strategies. We find that the central bank can stabilize all variables at the cost of higher inflation and that macroeconomic volatility is smallest if the central bank communicates the exit date in advance and credibly commits to it.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783865589583
    Other identifier:
    hdl: 10419/85250
    RVK Categories: QB 910 ; QK 900
    Series: Discussion paper / Deutsche Bundesbank ; 36/2013
    Subjects: Interbankgeschäft; Liquiditätsrisiko; Neokeynesianismus; Modellierung;
    Scope: Online-Ressource (35, [5] S.), graph. Darst.
  5. Essays on monetary policy, safe assets, and the repo market
    Author: Bechtel, Alexander
    Published: 2021

    This dissertation analyzes topics related to unconventional monetary policy, safe assets, short-term funding, and the market for repurchase agreements. more

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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    This dissertation analyzes topics related to unconventional monetary policy, safe assets, short-term funding, and the market for repurchase agreements.

     
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    Dissertation no. 5091
    Subjects: Geldmarkt; Geldpolitik; Wertpapierpensionsgeschäft; Interbankgeschäft; liquidity risk; repos; interbank market; funding risk; sovereign-bank nexus; safe assets; quantitative easing; repurchase agreements; money market
    Scope: 1 Online-Ressource (circa 160 Seiten), Illustrationen
    Notes:

    Dissertation, University of St. Gallen, 2021