Solvency and wholesale funding cost interactions at UK banks
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DOI: 10.1016/j.jfs.2020.100799
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- Dent, Kieran & Hacioglu Hoke, Sinem & Panagiotopoulos, Apostolos, 2017. "Solvency and wholesale funding cost interactions at UK banks," Bank of England working papers 681, Bank of England.
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Cited by:
- Hacioglu Hoke, Sinem & Kapetanios, George, 2017. "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers 683, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023.
"Macro-Prudential Stress Test Models: A Survey,"
IMF Working Papers
2023/173, International Monetary Fund.
- Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023. "Macroprudential stress‑test models: a survey," Bank of England working papers 1037, Bank of England.
- Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon, 2022. "Bank solvency risk and funding cost interactions: Evidence from Korea," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022.
"Bank funding costs and solvency,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 931-963, July.
- Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.
- Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid, 2020. "Bank funding costs and solvency," Bank of England working papers 853, Bank of England.
- Vittoria Cerasi & Paola Galfrascoli, 2021. "Bail-in and Bank Funding Costs," Working Papers 472, University of Milano-Bicocca, Department of Economics, revised Jul 2021.
- Iñaki Aldasoro & Kyounghoon Park, 2018. "Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea," BIS Working Papers 738, Bank for International Settlements.
- Cerasi, Vittoria & Galfrascoli, Paola, 2023. "Bail-in and bank funding costs," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Gao, Haoyu & Li, Jinxuan & Wen, Huiyu, 2023. "Bank funding costs during the COVID-19 pandemic: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Gimber, Andrew & Rajan, Aniruddha, 2019. "Bank funding costs and capital structure," Bank of England working papers 805, Bank of England.
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More about this item
Keywords
Solvency; Funding cost; Leverage ratio; CDS premia; Panel threshold model; Panel smooth transition model;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
Statistics
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