Analysis of the risk transmission mechanism of monetary policy in the monetary and financial service sectors from the perspective of asset-liability management. [PDF]
PLoS One, 2023 Ma X, Ji M.
europepmc +1 more source
The Topology of Danish Interbank Money Flows
This paper presents the first topological analysis of Danish money market flows. We analyze the structure of two networks with different types of transactions.
Morten Linnemann Bech +1 more
core
Behind the money market: clearing and settling money market instruments [PDF]
Payment systems ; Money ...
David L. Mengle
core +4 more sources
COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. [PDF]
Econ Anal Policy, 2023 Behera H, Gunadi I, Rath BN.
europepmc +1 more source
The Interbank Money Market Past and Future Trends [PDF]
This paper analyses the development of the three segments of the interbank money markets in Hungary and the euro area: unsecured lending/deposit transactions, sale and repurchase agreements (repos) and FX swaps. Reviewing the experiences of some eurozone
Csaba Balogh, Péter Gábriel
core
Interest on reserves, helicopter money and new monetary policy. [PDF]
PLoS One, 2021 Ngotran D.
europepmc +1 more source
The effect of the interbank network structure on contagion and common shocks [PDF]
This paper proposes a dynamic multi-agent model of a banking system with central bank. Banks optimize a portfolio of risky investments and riskless excess reserves according to their risk, return, and liquidity preferences.
Georg, Co-Pierre
core
Interbank Contagion in the Dutch Banking Sector [PDF]
We investigate interlinkages and contagion risks in the Dutch interbank market. Based on several data sources, including the answers of banks to a questionnaire, we estimate the exposures in the interbank market at bank level. Next, we perform a scenario
Lelyveld, Iman van, Liedorp, Franka
core
Application of Neural Network with Autocorrelation in Long-Term Forecasting of Systemic Financial Risk. [PDF]
Comput Intell Neurosci, 2022 Zhang J, Chen L.
europepmc +1 more source
Liquidity, Interbank Market, and Capital Formation [PDF]
This paper presents a monetary model that links interbank markets to capital accumulation and growth. The purpose of this paper is to study how interbank markets affect real economic activities, and to find the monetary policy implications.
Tarishi Matsuoka
core