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Articles de revues sur le sujet « Interbank markets »

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Auteur : Grafiati
Publié le 14 mars 2023

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1

Tianyi, Ren, et Tajul Ariffin Masron. « A Case Study of Interbank Deposit Fund Market : Sustainable Emerging Markets in China ». Malaysian Journal of Social Sciences and Humanities (MJSSH) 7, no 7 (29 juillet 2022) : e001712. http://dx.doi.org/10.47405/mjssh.v7i7.1712.

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The first batch of interbank deposit funds was issued in China on December 3, 2021, and three batches of interbank deposit funds were issued in China as of May 2022, totaling 17 funds. As an emerging market, the interbank deposit fund market is a gap area of academic research. This paper analyzes the background of the development of the interbank deposit fund market in China, summarizes the current development of interbank deposit funds based on relevant data, introduces the specific profit model of interbank deposit funds, and explains their main advantages over short-dated bond funds and money funds. At the same time, this paper also discusses the main constraints faced by interbank depository funds, proposes corresponding solutions, and looks into the future development direction of China's interbank depository fund market. The above research plays a role in the sustainable development of the interbank depository fund market.
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Demiralp, Selva, Brian Preslopsky et William C. Whitesell. « Overnight Interbank Loan Markets ». Finance and Economics Discussion Series 2004, no 29 (mai 2004) : 1–51. http://dx.doi.org/10.17016/feds.2004.29.

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Demiralp, Selva, Brian Preslopsky et William Whitesell. « Overnight interbank loan markets ». Journal of Economics and Business 58, no 1 (janvier 2006) : 67–83. http://dx.doi.org/10.1016/j.jeconbus.2005.04.003.

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Tedeschi, Gabriele, Amin Mazloumian, Mauro Gallegati et Dirk Helbing. « Bankruptcy Cascades in Interbank Markets ». PLoS ONE 7, no 12 (31 décembre 2012) : e52749. http://dx.doi.org/10.1371/journal.pone.0052749.

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Karimi, Fariba, et Matthias Raddant. « Cascades in Real Interbank Markets ». Computational Economics 47, no 1 (5 novembre 2014) : 49–66. http://dx.doi.org/10.1007/s10614-014-9478-z.

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Alfarano, Simone, Daniel Fricke, Thomas Lux et Matthias Raddant. « Network Approaches to Interbank Markets : Foreword ». Computational Economics 47, no 1 (15 février 2015) : 1–2. http://dx.doi.org/10.1007/s10614-015-9495-6.

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Davis, Douglas D., Oleg Korenok et John P. Lightle. « An experimental examination of interbank markets ». Experimental Economics 22, no 4 (12 novembre 2018) : 954–79. http://dx.doi.org/10.1007/s10683-018-9595-y.

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Stolbov, Mikhail. « How are interbank and sovereign debt markets linked ? Evidence from 14 OECD countries, the Euro area and Russia ». Panoeconomicus 61, no 3 (2014) : 331–48. http://dx.doi.org/10.2298/pan1403331s.

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The paper explores causal linkages between interbank and sovereign bond markets in 14 OECD countries, the Euro area and Russia during the 2008-2009 crisis and post-crisis period. The analysis has been carried out for individual countries and in a multivariate framework. It enables to identify systemically important countries in both markets. The USA, Switzerland, Australia, South Korea and Russia are of particular significance in the interbank lending market. Switzerland, the UK, Poland, Australia and Canada play a pivotal role in the public debt market. The analysis under the multivariate framework reveals substantial heterogeneity in the network structure of both markets. Only 12% of causal relationships coincide, which may fuel financial contagion. Volatility spillovers underlie the causal linkages. They are estimated by means of dynamic volatility indices based on rolling correlation matrices and help identify the transformation of the international banking turmoil into the sovereign debt crisis.
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COHEN-COLE, ETHAN, ELEONORA PATACCHINI et YVES ZENOU. « Static and dynamic networks in interbank markets ». Network Science 3, no 1 (12 février 2015) : 98–123. http://dx.doi.org/10.1017/nws.2015.1.

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AbstractThis paper proposes a model of network interactions in the interbank market. Our innovation is to model systemic risk in the interbank network as the propagation of incentives or strategic behavior rather than the propagation of losses after default. Transmission in our model is not based on default. Instead, we explain bank profitability based on competition incentives and the outcome of a strategic game. As competitors' lending decisions change, banks adjust their own decisions as a result: generating a “transmission” of shocks through the system. We provide a unique equilibrium characterization of a static model, and embed this model into a full dynamic model of network formation. We also determine the key bank, which is the bank that is crucial for the stability of the financial network.
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Siklos, Pierre L., et Martin Stefan. « Exchange rate shocks in multicurrency interbank markets ». Journal of Financial Stability 55 (août 2021) : 100888. http://dx.doi.org/10.1016/j.jfs.2021.100888.

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Brandi, Giuseppe, Riccardo Di Clemente et Giulio Cimini. « Epidemics of liquidity shortages in interbank markets ». Physica A : Statistical Mechanics and its Applications 507 (octobre 2018) : 255–67. http://dx.doi.org/10.1016/j.physa.2018.05.104.

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Mallick, Indrajit. « Inefficiency of bilateral bargaining in interbank markets ». International Review of Economics & ; Finance 13, no 1 (janvier 2004) : 43–55. http://dx.doi.org/10.1016/s1059-0560(03)00037-6.

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Freixas, Xavier, Antoine Martin et David Skeie. « Bank Liquidity, Interbank Markets, and Monetary Policy ». Review of Financial Studies 24, no 8 (3 avril 2011) : 2656–92. http://dx.doi.org/10.1093/rfs/hhr018.

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Ribeiro, Pedro Pires, et José Dias Curto. « Volatility spillover effects in interbank money markets ». Review of World Economics 153, no 1 (26 septembre 2016) : 105–36. http://dx.doi.org/10.1007/s10290-016-0268-7.

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15

Green, Christopher, Ye Bai, Victor Murinde, Kethi Ngoka, Isaya Maana et Samuel Tiriongo. « Overnight interbank markets and the determination of the interbank rate : A selective survey ». International Review of Financial Analysis 44 (mars 2016) : 149–61. http://dx.doi.org/10.1016/j.irfa.2016.01.014.

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Verga, Giovanni, et Nicoleta Vasilcovschi. « ROMANIAN INTERBANK INTEREST RATES AND CENTRAL BANK’S MONETARY POLICY ». Scientific Annals of Economics and Business 66, no 4 (2019) : 487–506. http://dx.doi.org/10.47743/saeb-2019-0042.

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Interbank rates are affected by the monetary policy of a country and represent a link to other financial and credit markets. In 2007, Romania became a member of the European Union and its central bank, the National Bank of Romania (NBR), joined the European System of Central Banks (ESCB) but not the Eurosystem. This paper analyses the role of the central bank and the use of its instruments concerning interbank rates. The research evaluates the influence of the Romanian Central Bank on interbank rates and shows that the policy rate and bank liquidity are among the main determinants of interbank rate movements. It is also presented that the NBR’s deposit and lending rates can limit the free movements of the interbank rate of interest. This research confirms that interbank interest rates influence bank rates strongly. The methodology used in this research includes cointegration, dynamic econometric measurement and analyses with Granger causality. Our research uses mainly ROBID and ROBOR of different maturities, showing that the influence of the Romanian Central Bank (NBR) on the interbank rate is strong, while the influence of the ECB and Fed is weak.
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Djukic, Djordje, et Malisa Djukic. « The influence of interbank money market stress levels on credit markets during the postcrisis period in the US and the Euro area ». Ekonomski anali 56, no 189 (2011) : 7–26. http://dx.doi.org/10.2298/eka1189007d.

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Despite the anti-crisis measures in the US and the euro area that were the policy response to the global financial crisis in 2007 and 2008, the stress on the interbank money market was still present in 2009 and 2010. The increasing inflationary pressures will require an increase in the ECB key interest rate in the second half of 2011. The over indebted euro area countries will have to raise funds by issuing and selling bonds with high yields. Taking into account such an environment, in this paper we analyze the relevant interbank money market stress indicators during 2010 and the beginning of 2011, in order to estimate the effects of money markets interest rate movements on credit market interest rates, primarily in the euro area, during the post-crisis period.
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18

Demertzidis, Anastasios, et Vahidin Jeleskovic. « Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID ». Journal of Risk and Financial Management 14, no 5 (8 mai 2021) : 212. http://dx.doi.org/10.3390/jrfm14050212.

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This paper introduces a major novelty: the empirical estimation of spot intraday yield curves based on tick-by-tick data on the Italian electronic interbank credit market (e-MID). To analyze the consequences of the recent financial crisis, we split the data into four periods, which include events before, during, and after the recent financial crisis starting in 2007. Our first result is that, from a practical point of view, the intraday yield curve can be modeled by standard models for yield curves providing advantages for intraday trading on intraday interbank credit markets. Moreover, the estimates show that the systematic dynamics in the intraday yield curves during the turmoil were highly noticeable, resulting in a significantly better goodness-of-fit. Based on this fact, we infer that investors in the interbank credit market base their investment decisions on the effects of the intraday dynamics of intraday interest rates more intensively during a financial crisis. Therefore, the systematic impact on the e-MID appears to be stronger and econometric modeling of the intraday interest rate curve becomes even more attractive during a turmoil.
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19

Bianchi, Javier, et Saki Bigio. « Banks, Liquidity Management, and Monetary Policy ». Econometrica 90, no 1 (2022) : 391–454. http://dx.doi.org/10.3982/ecta16599.

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We develop a tractable model of banks' liquidity management with an over‐the‐counter interbank market to study the credit channel of monetary policy. Deposits circulate randomly across banks and must be settled with reserves. We show how monetary policy affects the banking system by altering the trade‐off between profiting from lending and incurring greater liquidity risk. We present two applications of the theory, one involving the connection between the implementation of monetary policy and the pass‐through to lending rates, and another considering a quantitative decomposition behind the collapse in bank lending during the 2008 financial crisis. Our analysis underscores the importance of liquidity frictions and the functioning of interbank markets for the conduct of monetary policy.
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20

Cimini, Giulio, et Matteo Serri. « Entangling Credit and Funding Shocks in Interbank Markets ». PLOS ONE 11, no 8 (25 août 2016) : e0161642. http://dx.doi.org/10.1371/journal.pone.0161642.

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21

Cañón, Carlos, et Paula Margaretic. « Correlated bank runs, interbank markets and reserve requirements ». Journal of Banking & ; Finance 49 (décembre 2014) : 515–33. http://dx.doi.org/10.1016/j.jbankfin.2014.03.040.

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22

in ’t Veld, Daan, et Iman van Lelyveld. « Finding the core : Network structure in interbank markets ». Journal of Banking & ; Finance 49 (décembre 2014) : 27–40. http://dx.doi.org/10.1016/j.jbankfin.2014.08.006.

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23

Alvarez, Sebastian. « The Mexican debt crisis redux : international interbank markets and financial crisis, 1977–1982 ». Financial History Review 22, no 1 (avril 2015) : 79–105. http://dx.doi.org/10.1017/s0968565015000049.

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The international banking crisis that began in 2007 has brought the relationship between international banking activities and financial crises to the forefront. The growing reliance on foreign interbank funding by domestic banks has been recognized as a crucial factor in explaining the banking and sovereign debt crisis currently affecting several peripheral European countries. This article shows that the link between financial crisis and international interbank lending is not a new phenomenon; a similar trend can be observed in the Mexican banking sector during the run-up to its 1982 debt crisis. I explore the international activities of Mexican commercial banks in the years preceding the country's default and demonstrate that they became involved in international lending which was funded largely through heavy short-term interbank foreign borrowing. I provide new archival evidence which shows that in intermediating foreign finance with local public and private borrowers, Mexican banks incurred maturity, interest rate and currency mismatches and dangerously increased their risk position. This article provides insights for understanding the Mexican debt crisis as closely intertwined with problems in the domestic banking sector, which were, in turn, linked to its involvement in the international financial system.
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Yu, Jiannan, et Jinlou Zhao. « Computing a Complex Network Hierarchical Structure for Financial Market Networks on the Basis of the Hybrid Heuristic Algorithm ». Mathematical Problems in Engineering 2020 (19 octobre 2020) : 1–11. http://dx.doi.org/10.1155/2020/2598580.

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The recent empirical studies showed that money center networks in interbank markets are more robust and stable. Therefore, the research on layered financial networks is a key part of the systemic risk management. Various methods have been proposed in prior studies to find optimal partitioning of interbank networks into core and periphery subsets. However, these methods that have been adopted with approximation methods, in general, do not guarantee optimal bipartition. In this paper, a genetic simulated annealing algorithm is presented to detect a hierarchical structure in interbank networks as a hybrid heuristic algorithm, while its effects are also analyzed. The optimization of the error score for the core-periphery model is mathematically developed firstly as an improved expression of the optimization function, which incorporates the genetic algorithm into a simulated annealing algorithm to guarantee the optimal bipartition and to jump from a local optimization. The results of this algorithm are finally verified by empirical analysis of interbank networks; and, through the immunity strategy under the risk diffusion model, the significance of core-periphery structure to risk management is verified.
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Elosegui, Pedro, Federico D. Forte et Gabriel Montes-Rojas. « Network structure and fragmentation of the Argentinean interbank markets ». Latin American Journal of Central Banking 3, no 3 (septembre 2022) : 100066. http://dx.doi.org/10.1016/j.latcb.2022.100066.

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Suzuki, Tomoya, Tohru Ikeguchi et Masuo Suzuki. « A model of complex behavior of interbank exchange markets ». Physica A : Statistical Mechanics and its Applications 337, no 1-2 (juin 2004) : 196–218. http://dx.doi.org/10.1016/j.physa.2004.01.036.

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27

Bessembinder, Hendrik. « Bid-ask spreads in the interbank foreign exchange markets ». Journal of Financial Economics 35, no 3 (juin 1994) : 317–48. http://dx.doi.org/10.1016/0304-405x(94)90036-1.

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Matsuoka, Tarishi. « Imperfect interbank markets and the lender of last resort ». Journal of Economic Dynamics and Control 36, no 11 (novembre 2012) : 1673–87. http://dx.doi.org/10.1016/j.jedc.2012.05.003.

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Cheng, Andy Wui Wing, et Iris Wing Han Yip. « China’s Macroeconomic Fundamentals on Stock Market Volatility : Evidence from Shanghai and Hong Kong ». Review of Pacific Basin Financial Markets and Policies 20, no 02 (18 mai 2017) : 1750014. http://dx.doi.org/10.1142/s021909151750014x.

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This paper examines the effect of Chinese macroeconomic variables, the industrial production growth rate, the producer price index, the 3-month short-term Shanghai Interbank Offer Rate and the consumer price index, on the volatility of the Shanghai and Hong Kong stock markets. We apply the generalized autoregressive conditional heteroskedastic mixed data sampling model for the study. Our empirical findings on various indexes and enterprises in the Shanghai and Hong Kong markets show that Chinese macroeconomic variables have a greater power to explain the volatility in Hong Kong than in Shanghai. They also contribute significantly to Hong Kong’s market volatility.
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Yang, Baochen, Zijian Wu et Yunpeng Su. « The Determinants of the Nondefaultable Spreads of Corporate Bonds : Evidence from China ». Discrete Dynamics in Nature and Society 2021 (1 juillet 2021) : 1–21. http://dx.doi.org/10.1155/2021/5595099.

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This study investigates the factors impacting the price difference between the interbank market and the exchange market for the same bond using a large transaction dataset from July 2006 to June 2016 in China. We find that market liquidity and macrofactors mainly affect the price difference between the two markets for the same bond. And individual bond liquidity explains only a small part of the price difference. We also find that the interaction between liquidity and credit risk is an important factor affecting the price difference, and the effect is greater during financial crisis.
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Liu, Kerry. « Some Preliminary Evidence on China’s New Monetary Policy Tool : The Standing Lending Facility ». Review of Economics 70, no 2 (25 septembre 2019) : 137–55. http://dx.doi.org/10.1515/roe-2019-0013.

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Abstract In 2013, China’s central bank introduced the standing lending facility to manage the volatility of interbank market rates. This study is the first of its kind in the academic literature by examining the effect of this new monetary policy tool. Based on monthly data between December 2015–November 2018, the empirical results show that the standing lending facility operations can significantly reduce the volatility of overnight SHIBOR, an important policy rate in the Chinese financial markets.
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Alqaralleh, Huthaifa, Ahmad Al-Majali et Abeer Alsarayrh. « Analyzing the Dynamics Between Macroeconomic Variables and the Stock Indexes of Emerging Markets, Using Non-linear Methods ». International Journal of Financial Research 12, no 3 (21 janvier 2021) : 193. http://dx.doi.org/10.5430/ijfr.v12n3p193.

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This study empirically considers five emerging markets from January 1995 to July 2019 to see whether nonlinearity helps to investigate responses to macroeconomic shocks in stock prices. With Vector Smooth Transition Regression, it uses real effective exchange rates, interbank interest rates, industrial production indices, and stock market returns. It confirms that nonlinearity in emerging markets may stem from their susceptibility to high volatility arising from political and geopolitical turnovers or global financial liquidity. It highlights significant differences in the asymmetric patterns. Some emerging markets respond asymmetrically to macro-variables, while others suggest that stock returns adjust from high or low towards the middle ground. Policy-makers seeking acceptable, accessible, sustainable and replicable actions that help stakeholders to invest may get help from our study to understand the properties of emerging markets central to each country’s economic activity.
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Acharya, Viral V., Denis Gromb et Tanju Yorulmazer. « Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking ». American Economic Journal : Macroeconomics 4, no 2 (1 avril 2012) : 184–217. http://dx.doi.org/10.1257/mac.4.2.184.

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We study interbank lending and asset sales markets in which banks with surplus liquidity have market power vis-à-vis banks needing liquidity, frictions arise in lending due to moral hazard, and assets are bank-specific. Surplus banks ration lending and instead purchase assets from needy banks, an inefficiency more acute during financial crises. A central bank acting as a lender-of-last-resort can ameliorate this inefficiency provided it is prepared to extend potentially loss-making loans or is better informed than outside markets, as might be the case if it also performs a supervisory role. This rationale for central banking finds support in historical episodes. (JEL E58, G01, G21, G28, L13, N21)
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Yoldas, Emre, et Zeynep Senyuz. « Financial stress and equilibrium dynamics in term interbank funding markets ». Journal of Financial Stability 34 (février 2018) : 136–49. http://dx.doi.org/10.1016/j.jfs.2018.01.002.

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Philippas, Dionisis, Yiannis Koutelidakis et Alexandros Leontitsis. « Insights into European interbank network contagion ». Managerial Finance 41, no 8 (10 août 2015) : 754–72. http://dx.doi.org/10.1108/mf-03-2014-0095.

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Purpose – The purpose of this paper is to analyse the importance of interbank connections and shocks on banks’ capital ratios to financial stability by looking at a network comprising a large number of European and UK banks. Design/methodology/approach – The authors model interbank contagion using insights from the Susceptible Infected Recovered model. The authors construct scale-free networks with preferential attachment and growth, applying simulated interbank data to capture the size and scale of connections in the network. The authors proceed to shock these networks per country and perform Monte Carlo simulations to calculate mean total losses and duration of infection. Finally, the authors examine the effects of contagion in terms of Core Tier 1 Capital Ratios for the affected banking systems. Findings – The authors find that shocks in smaller banking systems may cause smaller overall losses but tend to persist longer, leading to important policy implications for crisis containment. Originality/value – The authors infer the interbank domestic and cross-border exposures of banks employing an iterative proportional fitting procedure, called the RAS algorithm. The authors use an extend sample of 169 European banks, that also captures effects on the UK as well as the Eurozone interbank markets. Finally, the authors provide evidence of the contagion effect on each bank by allowing heterogeneity. The authors compare the bank’s relative financial strength with the contagion effect which is modelled by the number and the volume of bilateral connections.
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Zappa, Paola, et Duy Q. Vu. « Markets as networks evolving step by step : Relational Event Models for the interbank market ». Physica A : Statistical Mechanics and its Applications 565 (mars 2021) : 125557. http://dx.doi.org/10.1016/j.physa.2020.125557.

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Polovina, Nereida, et Ken Peasnell. « The effects of different modes of foreign bank entry in the Turkish banking sector during the 2007–2009 Global financial crisis ». Quantitative Finance and Economics 7, no 1 (2023) : 19–49. http://dx.doi.org/10.3934/qfe.2023002.

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<abstract> <p>This paper provides insights on how foreign bank entry modes (acquisition vs. greenfield investment) in an emerging market (Turkey) influenced bank strategies during the 2007–2009 global financial crisis. Using a comprehensive dataset comprising twenty-nine accounting variables from Turkish banks' financial statements during 2005–2010, we find important differences between foreign-acquired banks and foreign bank branches in lending and sourcing funds. We find that foreign bank branches continued to support international trade by issuing import loans during 2007–2009 global financial crisis, whereas foreign-acquired banks focused on issuing consumer and credit card loans. In terms of bank sourcing funds, we find that foreign-acquired banks were able to continue to use foreign currency deposits of Turkish residents and local interbank funding including participation (Islamic) banks. Foreign bank branches, on the other hand, relied on sourcing funds from international interbank funding and foreign currency deposits of residents abroad, which led to the necessity for them to change their strategies because of funding shortage in international markets. Our results show that the presence of foreign banks in Turkish banking sector enabled the continuity of bank lending activities in host market during the turmoil of 2007–2009 global financial crisis. Our findings on foreign bank entry mode provide new evidence and have important implications for both policy makers and practitioners in emerging markets.</p> </abstract>
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Allen, Jason, Ali Hortaçsu et Jakub Kastl. « Crisis Management in Canada : Analyzing Default Risk and Liquidity Demand during Financial Stress ». American Economic Journal : Microeconomics 13, no 2 (1 mai 2021) : 243–75. http://dx.doi.org/10.1257/mic.20160287.

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Using detailed information from the Canadian interbank payments system and liquidity-providing facilities, we find that despite sustained increases in market-rate spreads, the increase in banks’ willingness to pay for liquidity during the 2008–2009 financial crisis was short-lived. Our study suggests that high-frequency distress indicators based on demand for liquidity offered by central banks can be complementary, and perhaps even superior, to market-based indicators, especially during times and in markets where uncertainty in the economic environment may lead to lack of meaningful information in prices due to absence of trading. (JEL E42, E58, G01, G21, G28, H12)
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Davies, Dick, David Hillier, Andrew Marshall et King Fui Cheah. « Pricing Interest Rate Swaps in Malaysia ». Review of Pacific Basin Financial Markets and Policies 07, no 04 (décembre 2004) : 493–507. http://dx.doi.org/10.1142/s0219091504000251.

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This paper compares the theoretical price of interest rate swaps implied from the yield curve with the actual Kuala Lumpur Interbank Offer Rates used for swap resets in the Malaysian swap market for both semi-annual and annual interest rate swaps between 1996 and 2002. As far as we are aware no previous paper has considered pricing swaps in a less established derivative markets. Our empirical results indicate significant and persistent differences between the theoretical implied price and the actual reset price for both swaps over the sample period. This finding has implications for traders and banks in pricing swaps in Malaysia and more generally for pricing swaps in less established or illiquid markets or where capital controls have been introduced.
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González, Camilo, Luisa Silva, Carmiña Vargas et Andrés M. Velasco. « Uncertainty in the Money Supply Mechanism and Interbank Markets in Colombia ». Ensayos sobre Política Económica 32, no 73 (2014) : 36–49. http://dx.doi.org/10.1016/s0120-4483(14)70018-1.

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Upper, Christian. « Simulation methods to assess the danger of contagion in interbank markets ». Journal of Financial Stability 7, no 3 (août 2011) : 111–25. http://dx.doi.org/10.1016/j.jfs.2010.12.001.

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42

Lakdawala, Aeimit, Raoul Minetti et María Pía Olivero. « Interbank markets and bank bailout policies amid a sovereign debt crisis ». Journal of Economic Dynamics and Control 93 (août 2018) : 131–53. http://dx.doi.org/10.1016/j.jedc.2018.01.035.

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Hryckiewicz, Aneta, et Lukasz Kozlowski. « The consequences of liquidity imbalance : When net lenders leave interbank markets ». Journal of Financial Stability 36 (juin 2018) : 82–97. http://dx.doi.org/10.1016/j.jfs.2018.02.002.

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Batubara, Maryam, Purnama Ramadani Silalahi , Muhammad Al Fazri, Aulia Monica et Sakinah Sakinah. « Pasar Uang Berdasarkan Prinsip Syariah di Indonesia ». VISA : Journal of Vision and Ideas 2, no 1 (7 février 2022) : 110–18. http://dx.doi.org/10.47467/visa.v2i1.952.

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The money market is a gathering place between parties who have excess assets and individuals who experience a lack of assets, the system is by exchanging temporary assets into certain assets with developments in less than one year. In the money market, the application actually involves revenue to create profit. Therefore, progress is needed in the exchange of currency markets using the Qur'an and Hadith as a premise. Also currently there is a sharia money market and has received the legitimacy of the National Sharia Council (DSN) fatwa No. 37 concerning the interbank money market with sharia standards as an answer to the need for exchange rates, especially for Muslim community groups. Keywords: Money market, Islamic money market, DSN-MUI fatwa.
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Batubara, Maryam, Purnama Ramadani Silalahi , Muhammad Al Fazri, Aulia Monica et Sakinah Sakinah. « Pasar Uang Berdasarkan Prinsip Syariah di Indonesia ». VISA : Journal of Vision and Ideas 2, no 2 (7 février 2022) : 110–18. http://dx.doi.org/10.47467/visa.v2i2.952.

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The money market is a gathering place between parties who have excess assets and individuals who experience a lack of assets, the system is by exchanging temporary assets into certain assets with developments in less than one year. In the money market, the application actually involves revenue to create profit. Therefore, progress is needed in the exchange of currency markets using the Qur'an and Hadith as a premise. Also currently there is a sharia money market and has received the legitimacy of the National Sharia Council (DSN) fatwa No. 37 concerning the interbank money market with sharia standards as an answer to the need for exchange rates, especially for Muslim community groups. Keywords: Money market, Islamic money market, DSN-MUI fatwa.
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Bruno, Brunella, Enrico Onali et Klaus Schaeck. « Market Reaction to Bank Liquidity Regulation ». Journal of Financial and Quantitative Analysis 53, no 2 (4 mars 2018) : 899–935. http://dx.doi.org/10.1017/s0022109017001089.

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We measure market reactions to announcements concerning liquidity regulation, a key innovation in the Basel framework. Our initial results show that liquidity regulation attracts negative abnormal returns. However, the price responses are less pronounced when coinciding announcements concerning capital regulation are backed out, suggesting that markets do not consider liquidity regulation to be binding. Bank- and country-specific characteristics also matter. Liquid balance sheets and high charter values increase abnormal returns whereas smaller long-term funding mismatches reduce abnormal returns. Banks located in countries with large government debt and tight interbank conditions or with prior domestic liquidity regulation display lower abnormal returns.
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Rossetti, Nara, Marcelo Seido Nagano et Jorge Luis Faria Meirelles. « A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries ». Journal of Economics, Finance and Administrative Science 22, no 42 (12 juin 2017) : 99–128. http://dx.doi.org/10.1108/jefas-02-2017-0033.

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Purpose This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December 2011 by examining the interbank interest rates from each market. Design/methodology/approach To the volatility of interest rates returns, the study used models of auto-regressive conditional heteroscedasticity, autoregressive conditional heteroscedasticity (ARCH), generalized autoregressive conditional heteroscedasticity (GARCH), exponential generalized autoregressive conditional heteroscedasticity (EGARCH), threshold generalized autoregressive conditional heteroscedasticity (TGARCH) and periodic generalized autoregressive conditional heteroscedasticity (PGARCH), and a combination of these with autoregressive integrated moving average (ARIMA) models, checking which of these processes were more efficient in capturing volatility of interest rates of each of the sample countries. Findings The results suggest that for most markets, studied volatility is best modelled by asymmetric GARCH processes – in this case the EGARCH – demonstrating that bad news leads to a higher increase in the volatility of these markets than good news. In addition, the causes of increased volatility seem to be more associated with events occurring internally in each country, as changes in macroeconomic policies, than the overall external events. Originality/value It is expected that this study has contributed to a better understanding of the volatility of interest rates and the main factors affecting this market.
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Allen, Franklin, Aneta Hryckiewicz, Oskar Kowalewski et Günseli Tümer-Alkan. « Transmission of financial shocks in loan and deposit markets : Role of interbank borrowing and market monitoring ». Journal of Financial Stability 15 (décembre 2014) : 112–26. http://dx.doi.org/10.1016/j.jfs.2014.09.005.

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FREIXAS, XAVIER, et JOSÉ JORGE. « The Role of Interbank Markets in Monetary Policy : A Model with Rationing ». Journal of Money, Credit and Banking 40, no 6 (septembre 2008) : 1151–76. http://dx.doi.org/10.1111/j.1538-4616.2008.00152.x.

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Acharya, Viral V., et Ouarda Merrouche. « Precautionary Hoarding of Liquidity and Interbank Markets : Evidence from the Subprime Crisis* ». Review of Finance 17, no 1 (28 juin 2012) : 107–60. http://dx.doi.org/10.1093/rof/rfs022.

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