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Книги з теми "Interbank markets"

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Автор: Grafiati

Опубліковано: 14 березня 2023

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1

Demiralp, Selva. Overnight interbank loan markets. Washington, D.C: Federal Reserve Board, 2004.

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2

Huh, Kyong, Benedicte Christensen, Peter Quirk, and Toshihiko Sasaki. Floating Exchange Rates in Developing Countries: Experience with Auction and Interbank Markets. Washington, D.C.: International Monetary Fund, 1987. http://dx.doi.org/10.5089/9780939934898.084.

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3

J, Quirk Peter, ed. Floating exchange rates in developing countries: Experience with auction and interbank markets. Washington, D.C: International Monetary Fund, 1987.

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4

Upper, Christian. Using counterfactual simulations to assess the danger of contagion in interbank markets. Basel, Switzerland: Bank for International Settlements, 2007.

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5

Fund, International Monetary. Floating Exchange Rates in Developing Countries: Experience with Auction and Interbank Markets. S.l: s.n, 1987.

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6

Fukuda, Shinʼichi. Market-specific and currency-specific risk during the global financial crisis: Evidence from the Interbank markets in Tokyo and London. Cambridge, MA: National Bureau of Economic Research, 2011.

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7

Fukuda, Shinʼichi. Market-specific and currency-specific risk during the global financial crisis: Evidence from the Interbank markets in Tokyo and London. Cambridge, MA: National Bureau of Economic Research, 2011.

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8

Spadafora, Francesco. Financial crises, moral hazard and the "speciality" of the international interbank market: Further evidence from the pricing of syndicated bank loans to emerging markets. Roma: Banca d'Italia, 2002.

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9

Wells, Simon. Financial interlinkages in the United Kingdom's interbank market and the risk of contagion. London: Bank of England, 2004.

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10

Prati, Alessandro. The overnight interbank market:evidence from the G-7 and the euro zone. [New York, N.Y.]: Federal Reserve Bank of New York, 2001.

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11

Dipchand, Cecil R. The interbank market in China. Halifax, N.S: Dalhousie University, 1993.

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12

Furfine, Craig. The interbank market during a crisis. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2001.

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13

Hurn, A. S. The term structure of interest rates in the London interbank market. Glasgow: Glasgow University, Department of Political Economy, 1994.

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14

Furfine, Craig. The price of risk at year-end: Evidence from interbank lending. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 1999.

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15

Wells, Simon J. Financial interlinkages in the United Kingdom's interbank market and the risk of contagion. London: Bank of England, 2004.

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16

Bernard, Henri. Information, liquidity and risk in the international interbank market: Implicit guarantees and private credit market failure. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 2000.

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17

Wood, Douglas. The United Kingdom overnight interbank market: A non-parametric nonlinear directional tracking model. Manchester: Manchester Business School, 1995.

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18

Association, British Bankers', ed. London Interbank Currency Options Market: Recommended terms and conditions for dealing on the London market : "LICOM terms". London: British Bankers' Association, 1985.

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19

Angelini, P. Are banks risk-averse?: A note on the timing of operations in the interbank market. [Roma]: Banca d'Italia, 1996.

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20

Angelini, Paolo. Are banks risk-averse?: A note on the timing of operations in the interbank market. Rome: Banca d'Italia, 1996.

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21

Áron, Gereben. The Interbank Money Market in Hungary: Lessons from the period between September 1998 and March 1999. Budapest: Secretariat of the National Bank of Hungary, 2000.

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22

Hurn, A. S. In search of time-varying term premia in the London interbank market: Economic rationale and empirical evidence. Glasgow: Glasgow University Department of Political Economy, 1993.

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23

Finance at the threshold: Rethinking the real and financial economies. Farnham: Gower, 2011.

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24

Operational issues related to the functioning of interbank foreign exchange markets. Washington, D.C: International Monetary Fund, 1994.

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25

Huh, Kyong Mo, Toshihiko Sasaki, Benedicte Vibe Christensen, and Peter J. Quirk. Floating Exchange Rates in Developing Countries: Experience with Auction and Interbank Markets. International Monetary Fund, 1987.

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26

Huh, Kyong Mo, Benedicte Vibe Christensen, and Peter J. Quirk. Floating Exchange Rates in Developing Countries: Experience with Auction and Interbank Markets. International Monetary Fund, 1987.

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27

Mcdonald, Calvin A., and Yin-Fun Lum. Operational Issues Related to the Functioning of Interbank Foreign Exchange Markets in Selected African Countries. International Monetary Fund, 1994.

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28

Mcdonald, Calvin A., and Yin-Fun Lum. Operational Issues Related to the Functioning of Interbank Foreign Exchange Markets in Selected African Countries. International Monetary Fund, 1994.

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29

Mcdonald, Calvin A., and Yin-Fun Lum. Operational Issues Related to the Functioning of Interbank Foreign Exchange Markets in Selected African Countries. International Monetary Fund, 1994.

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30

Huh, Kyung-Mo, T. Sasaki, Benedicte Vibe Christensen, and Peter J. Quirk. Floating Exchange Rates in Developing Countries: Experience With Auction and Interbank Markets (Ocassional Paper No. 53). Intl Monetary Fund, 1987.

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31

Soramäki, Kimmo. Computational Models of Financial Networks, Risk, and Regulatory Policies. Edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199844371.013.16.

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Анотація:

This chapter introduces the concept of financial networks and reviews research in three of the most active research areas of financial systems: interbank payment networks, interbank exposure networks, and asset correlation networks. The financial crisis of 2007-2008 revealed the intertwined nature of modern financial systems. A promising methodology for capturing and modeling connections in the financial system is provided by network theory. The intricate structure of linkages between financial institutions, among sectors of the economy, and across financial systems can conveniently be captured by using a network representation. Empirical research on describing existing networks is presented, as well as new modeling and simulation approaches for financial risk that take into account the complex structure of financial markets and infrastructures.

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32

Cowhey, Peter F., and Jonathan D. Aronson. Cybersecurity as a Governance Challenge. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190657932.003.0007.

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Chapter 7 concentrates on international issues pertaining to cybersecurity. It explains why predictable market incentives lead to unacceptable security risks if governments do not set guidelines. However, government actions face significant issues of international interdependence in creating security. The type of interdependence depends on the market structure and risk factors. The chapter illustrates how different structures of international governance and engagement of multistakeholder organizations have worked in regard to cybersecurity for the finance sector. One case involves the Society for Worldwide Interbank Financial Telecommunication, an unusual multistakeholder organization of international financial institutions that secures financial transfers across borders. The second case examines policy changes to combat cybercrimes tied to credit card transactions in the U.S. and EU markets and the role played by transatlantic financial institutions in working out the changes.

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33

Staff, International Monetary Fund. What Drives China's Interbank Market? International Monetary Fund, 2009.

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34

Fund, International Monetary. What Drives China's Interbank Market? International Monetary Fund, 2009.

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35

Staff, International Monetary Fund. What Drives China's Interbank Market? International Monetary Fund, 2009.

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36

Deb, Pragyan. Market Frictions, Interbank Linkages and Excessive Interconnections. International Monetary Fund, 2016.

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37

Deb, Pragyan. Market Frictions, Interbank Linkages and Excessive Interconnections. International Monetary Fund, 2016.

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38

Deb, Pragyan. Market Frictions, Interbank Linkages and Excessive Interconnections. International Monetary Fund, 2016.

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39

Boele, Georgette. Strategic Market Analysis: EUR/USD Interbank Market as Diversified Organization. Alan Guinn, 2002.

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40

Tillman, Robert. The Price Is Not Right. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198794974.003.0015.

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Анотація:

This chapter presents the argument that financialization, as a broad economic trend, has increased the opportunities for financial crime among firms both within and outside the financial services industry. The growth of the financial services industry, increasing dependence of many economies on financial services, increasing focus on share value by firms, and dramatic increases in compensation within the financial services industry have all contributed to increases in the frequency and scale of financial crime in recent years. To illustrate these trends, three case studies are reviewed: (1) the manipulation of electrical energy prices by investment bank subsidiaries; (2) the deliberate rigging of the London Interbank Offered Rate (Libor); and (3) the fixing of foreign exchange rates by investment bank traders. The case studies involve efforts by financial industry insiders to profit by manipulating the infrastructure of those markets, tinkering with the mechanisms by which prices and rates are set.

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41

Porter, Michael E. Interbrand Choice, Strategy, and Bilateral Market Power. Harvard University Press, 2013.

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42

Porter, Michael E. Interbrand Choice, Strategy, and Bilateral Market Power. Harvard University Press, 2013.

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43

Homburg, Stefan. Commercial Banks. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198807537.003.0007.

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Chapter 7 introduces commercial banks as creators of money and integrates them into the general equilibrium framework. The motivation to deviate from the standard approach that neglects commercial banks and entrusts all money creation to a central bank is twofold. First, apart from currency, central banks do not provide money directly but rather supply reserves that enable banks to create deposits. After the Great Recession, this transmission process staggered: increases in reserves outpaced increases in deposits. Any analysis of the monetary expansions starting in 2008 would remain incomplete and unsatisfactory unless it took account of this fact. Second, central banks normally control an overnight interbank interest rate that differs from the market interest rate on bonds. Considering an interbank market and its relationship with the bond market makes it possible to derive a term structure of interest rates. This is important because inverse term structures are good predictors for recessions.

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44

The Nationality structure of the international banking market and the role of interbank operations. Basle: Bank for International Settlements, Monetary and Economic Dept., 1985.

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45

Cherubini, Umberto, and Marco Bianchetti. FROM IBORS TO RFRS: IMPACTS ON BANKS PROCESSES AND PROCEDURES. AIFIRM, 2019. http://dx.doi.org/10.47473/2016ppa00016.

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The Inter-Bank Offered Rates (IBORs) have been referenced by a large volume and a broad range of financial products and have been widely used by the market players as benchmarks for an enormous number of market transactions in the last decades, since they have been introduced by the British Bankers’ Association in the ‘80s. The benchmarks are calculated through estimates carried out by contributor panel banks, and they reflect the offered rates for interbank unsecured wholesale deposits by measuring the cost of funding in the banking sector

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46

Budd, Christopher Houghton. Finance at the Threshold: Rethinking the Real and Financial Economies. Taylor & Francis Group, 2017.

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47

Kuenzler, Adrian. Summary of Results. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190698577.003.0008.

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The persuasive force of the accepted account’s property logic has driven antitrust and intellectual property law jurisprudence for at least the past three decades. It has been through the theory of trademark ownership and the commercial strategy of branding that these laws led the courts to comprehend markets as fundamentally bifurcated—as operating according to discrete types of interbrand and intrabrand competition—a division that had an effect far beyond the confines of trademark law and resonates today in the way government agencies and courts evaluate the emerging challenges of the networked economy along the previously introduced distinction between intertype and intratype competition. While the government in its appeal to the Supreme Court in ...

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48

Finance at the Threshold: Rethinking the Real and Financial Economies. Taylor & Francis Group, 2016.

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