Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Florian Balke"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a24899548506a9bb05cc585c15f7d1c5
https://doi.org/10.2139/ssrn.4043569
https://doi.org/10.2139/ssrn.4043569
Publikováno v:
SSRN Electronic Journal.
We document how counterparty credit risk is priced in FX OTC derivatives. We employ a novel data-set of dealer-specific bid-ask quotes to analyze risk pricing using the decoupling of Swiss franc from the euro as an exogenous shock. First, the removal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27f7bcb3e072667eb4235eb55ba51e82
https://doi.org/10.2139/ssrn.3498958
https://doi.org/10.2139/ssrn.3498958
When banks are faced with a funding shortage in money market wholesale funding, they partly substitute by tapping other wholesale funding sources. Using auction-level data on large corporate deposits, we trace these substitution effects and their imp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ab0b5e6639a8f2108f70bef393dc39f
https://hdl.handle.net/10419/203578
https://hdl.handle.net/10419/203578
Autor:
Florian Balke, Mark Wahrenburg
Publikováno v:
SSRN Electronic Journal.
This study examines changes in market discipline in European corporate deposit markets in response to different crisis periods and regulatory initiatives in the European Union. We measure market discipline by investigating the risk sensitivity of uni
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd78415f89bf775033e905e36ece03a8
https://doi.org/10.2139/ssrn.3494263
https://doi.org/10.2139/ssrn.3494263
Autor:
Florian Balke
Publikováno v:
SSRN Electronic Journal.
I provide empirical evidence of how banks conceal their actual leverage risk on reporting days at the end of the quarter following the introduction of the leverage ratio (LR) public disclosure. Using a novel dataset of wholesale deposit transactions,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b654fe1fca9b4409d793db12472f769
https://doi.org/10.2139/ssrn.3352820
https://doi.org/10.2139/ssrn.3352820
Publikováno v:
SSRN Electronic Journal.
We uncover a new channel for spillovers of funding dry-ups. The 2016 US money market fund (MMF) reform exogenously reduced unsecured MMF funding for some banks. We use novel data to trace those banks to a platform for corporate deposit funding. We sh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b380bcf6765d51b8545f9f4cee089b26
https://doi.org/10.2139/ssrn.3450319
https://doi.org/10.2139/ssrn.3450319