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Frankfurt am Main, 60314
Germany
European Central Bank
Interest Rate Risk, Banking, Risk Management, Hedging
interest rate risk, banking, risk management, hedging
Transaction costs, OTC markets, multi-dealer platforms, relationship trading
Market interest rates, Credit default swap, Exchange markets, Interest parity, Currency swaps, Transaction costs, search frictions, information rents, RFQ platforms, RFQ, mid-price, counterparties, price adjustment, price discrimination
corporate hedging, dealer spreads, information rents, RFQ platforms
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corporate hedging, Dealer spreads, information rents, RFQ platforms
Rating Agencies, Credit Ratings, Conflicts of Interest, Prudential Regulation
rating agencies, credit ratings, conflicts of interest, prudential regulation
derivatives markets, OTC, financial networks
bank regulation; banks; financial structure; systemic risk
banks, financial structure, systemic risk, universal banks, bank regulation
ESBies, safe assets, sovereign debt, default, sovereign exposures, diabolic loop, tranching, pooling
bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets
Bank regulation, sovereign risk, systemic risk
bank regulation, sovereign risk, systemic risk
Financial stability, systemic risk, macroprudential policy, risk management
interbank market, resilience, structure, contagion
Interbank network, systemic risk, liquidity regulation, macroprudential policy
liquidity regulation, macroprudential policy, systemic risk
contagion, systemic risk, financial distress, liquidity shortages
Interbank markets, core-periphery, intermediation, financial networks, market microstructure
Europe, banking sector, vulnerability indicators, macro-prudential approach, emerging markets, macro stress test, deleveraging, foreign currency lending
European Safe Bonds, safe assets, sovereign risk
macroprudential regulation, economic policy, governance
