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

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 19 ECB Working Paper Series No 1350 June 2011 E(CSF 2 )=(i B − ... for the optimal width of the central bank corridorincrisisepisodes,inwhichinterbanktransactioncostsmayexceedthewidthofthecorridors...
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WORKING PAPER SERIES NO 1376 / SEPTEMBER 2011: THE PRICE OF LIQUIDITY THE EFFECTS OF MARKET CONDITIONS AND BANK CHARACTERISTICS pptx

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; for Landesbanks, they are 2.83 bps and 0.50 bps; and for cooperative central banks, they are 4.27 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...
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WORKING PAPER SERIES NO 1394 / NOVEMBER 2011: BANK RISK DURING THE FINANCIAL CRISIS DO BUSINESS MODELS MATTER? pot

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, managem...
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WORKING PAPER SERIES NO 1395 / NOVEMBER 2011: ON THE IMPORTANCE OF PRIOR RELATIONSHIPS IN BANK LOANS TO RETAIL CUSTOMERS pptx

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 10 ECB Working Paper Series No 1395 November 2011 and (v) the usage...
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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

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....
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WORKING PAPER SERIES NO 1332 / APRIL 2011: CENTRAL BANK COMMUNICATION ON FINANCIAL STABILITY docx

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...
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WORKING PAPER SERIES NO. 351 / APRIL 2004: INTEREST RATE DETERMINATION IN THE INTERBANK MARKET pot

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...
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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 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) f...
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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

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 to ascertain 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 its importance in favour of active liability liquidity management. Finally, ban...
Ngày tải lên : 06/03/2014, 09:22
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WORKING PAPER SERIES NO 868 / FEBRUARY 2008: PURDAH ON THE RATIONALE FOR CENTRAL BANK SILENCE AROUND POLICY MEETINGS pptx

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. 18 ECB Working Paper Series No 868 February ... 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/FE...
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