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Banking on Deposits: Maturity Transformation without Interest Rate Risk
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Cited by:
- Molyneux, Philip & Pancotto, Livia & Reghezza, Alessio & Rodriguez d'Acri, Costanza, 2022.
"Interest rate risk and monetary policy normalisation in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 124(C).
- Reghezza, Alessio & Rodriguez d’Acri, Costanza & Pancotto, Livia & Molyneux, Philip, 2020. "Interest rate risk and monetary policy normalisation in the euro area," Working Paper Series 2496, European Central Bank.
- Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023.
"Contagion Effects of the Silicon Valley Bank Run,"
NBER Working Papers
31772, National Bureau of Economic Research, Inc.
- Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," Koç University-TUSIAD Economic Research Forum Working Papers 2307, Koc University-TUSIAD Economic Research Forum.
- Dong Beom Choi & Paul Goldsmith-Pinkham & Tanju Yorulmazer, 2023. "Contagion Effects of the Silicon Valley Bank Run," Papers 2308.06642, arXiv.org, revised Oct 2023.
- Christopher J. Waller, 2023. "Climate Change and Financial Stability: A speech at At the IE University – Banco de España – Federal Reserve Bank of St. Louis Conference Current Challenges in Economics and Finance, Madrid, Spain May," Speech 96152, Board of Governors of the Federal Reserve System (U.S.).
- Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob De Haan, 2021. "Low Interest Rates and Banks' Interest Margins: Does Deposit Market Concentration Matter?," Bank of Israel Working Papers 2021.16, Bank of Israel.
- Claußen, Catharina & Platte, Daniel, 2023. "Evaluating the validity of regulatory interest rate risk measures – a simulation approach," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022.
"Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges,"
Staff Reports
1003, Federal Reserve Bank of New York.
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Finance and Economics Discussion Series 2022-006, Board of Governors of the Federal Reserve System (U.S.).
- Schelling, Tan & Towbin, Pascal, 2022. "What lies beneath—Negative interest rates and bank lending," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- Sebastian Doerr & Gazi Kabas & Steven Ongena, 2020.
"Population Aging and Bank Risk-Taking,"
Swiss Finance Institute Research Paper Series
20-62, Swiss Finance Institute.
- Sebastian Doerr & Gazi Kabas & Steven Ongena, 2022. "Population aging and bank risk-taking," BIS Working Papers 1050, Bank for International Settlements.
- Doerr, Sebastian & Kabas, Gazi & Ongena, Steven, 2022. "Population aging and bank risk-taking," MPRA Paper 112426, University Library of Munich, Germany.
- Pascal Paul, 2022. "When the Fed Raises Rates, Are Banks Less Profitable?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(35), pages 1-06, December.
- Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022.
"The economics of central bank digital currency,"
Working Paper Series
2713, European Central Bank.
- Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022. "The economics of central bank digital currency," CEPR Discussion Papers 17617, C.E.P.R. Discussion Papers.
- Axelle Arquié, 2023. "Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors," Working Papers 2023-09, CEPII research center.
- Carletti, Elena & De Marco, Filippo & Ioannidou, Vasso & Sette, Enrico, 2021.
"Banks as patient lenders: Evidence from a tax reform,"
Journal of Financial Economics, Elsevier, vol. 141(1), pages 6-26.
- Elena Carletti & Filippo De Marco & Vasso Ioannidou & Enrico Sette, 2019. "Banks as Patient Lenders: Evidence from a Tax Reform," BAFFI CAREFIN Working Papers 19110, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Ioannidou, Vasso & Carletti, Elena & De Marco, Filippo & Sette, Enrico, 2019. "Banks as Patient Lenders: Evidence from a Tax Reform," CEPR Discussion Papers 13722, C.E.P.R. Discussion Papers.
- Kuvshinov, Dmitry & Richter, Björn & Zimmermann, Kaspar, 2022. "The shifts and the shocks: bank risk, leverage, and the macroeconomy," Working Paper Series 2672, European Central Bank.
- Paul, Pascal, 2023.
"Banks, maturity transformation, and monetary policy,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Pascal Paul, 2020. "Banks, Maturity Transformation, and Monetary Policy," Working Paper Series 2020-07, Federal Reserve Bank of San Francisco.
- Caetité, Alex Nery & Sousa, Almir Ferreira de & Savoia, José Roberto Ferreira & Bucchi, Wadico Waldir & Garcia, Fabio Gallo, 2022. "Does the deposit channel of monetary policy work in a high-interest rate environment?," Journal of Banking & Finance, Elsevier, vol. 145(C).
- Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2022.
"Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation,"
Journal of Finance, American Finance Association, vol. 77(4), pages 2093-2141, August.
- Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2020. "Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation," NBER Working Papers 27258, National Bureau of Economic Research, Inc.
- Khetan, Umang & Neamțu, Ioana & Sen, Ishita, 2023. "The market for sharing interest rate risk: quantities behind prices," Bank of England working papers 1031, Bank of England.
- Li, Lei & Loutskina, Elena & Strahan, Philip E., 2023. "Deposit market power, funding stability and long-term credit," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 14-30.
- Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & Polo, Andrea & Presbitero, Andrea F. & Sette, Enrico, 2022.
"Expansionary yet different: Credit supply and real effects of negative interest rate policy,"
Journal of Financial Economics, Elsevier, vol. 146(2), pages 754-778.
- Polo, Andrea & Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & , & Sette, Enrico, 2019. "Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy," CEPR Discussion Papers 14233, C.E.P.R. Discussion Papers.
- Bottero, Margherita & Minoiu, Camelia & Peydró, José-Luis & Polo, Andrea & Presbitero, Andrea & Sette, Enrico, 2020. "Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy," EconStor Preprints 216807, ZBW - Leibniz Information Centre for Economics, revised 2020.
- Margherita Bottero & Camelia Minoiu & José-Luis Peydró & Andrea Polo & Andrea F. Presbitero & Enrico Sette, 2019. "Expansionary yet different: credit supply and real effects of negative interest rate policy," Economics Working Papers 1649, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2020.
- Margherita Bottero & Enrico Sette, 2020. "Expansionary yet different: credit supply and real effects of negative interest rate policy," Temi di discussione (Economic working papers) 1269, Bank of Italy, Economic Research and International Relations Area.
- Margherita Bottero & Camelia Minoiu & José-Luis Peydró & Andrea Polo & Andrea F. Presbitero & Enrico Sette, 2019. "Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy," Working Papers 1090, Barcelona School of Economics.
- Camelia Minoiu & Andrés Schneider & Min Wei, 2023.
"Why Does the Yield Curve Predict GDP Growth? The Role of Banks,"
FRB Atlanta Working Paper
2023-14, Federal Reserve Bank of Atlanta.
- Camelia Minoiu & Andrés Schneider & Min Wei, 2023. "Why Does the Yield Curve Predict GDP Growth? The Role of Banks," Finance and Economics Discussion Series 2023-049, Board of Governors of the Federal Reserve System (U.S.).
- Hanson, Samuel & Malkhozov, Aytek & Venter, Gyuri, 2022. "Demand-supply imbalance risk and long-term swap spreads," LSE Research Online Documents on Economics 118868, London School of Economics and Political Science, LSE Library.
- Dirk Niepelt, 2022. "Money and Banking with Reserves and CBDC," Diskussionsschriften dp2212, Universitaet Bern, Departement Volkswirtschaft.
- Pavanini, Nicola & Braggion, Fabio & Manconi, Alberto & Zhu, Haikun, 2022. "The Value of Financial Intermediation: Evidence from Online Debt Crowdfunding," CEPR Discussion Papers 14740, C.E.P.R. Discussion Papers.
- Constantin Bürgi & Bo Jiang, 2022. "Monetary Policy, Funding Cost and Banks’ Risk-Taking: Evidence from the United States," CESifo Working Paper Series 9995, CESifo.
- Biswas, Sonny & Koufopoulos, Kostas, 2022. "Bank capital structure and regulation: Overcoming and embracing adverse selection," Journal of Financial Economics, Elsevier, vol. 143(3), pages 973-992.
- Michelangeli, Valentina & Piersanti, Fabio Massimo, 2023.
"Interdependence between assets and liabilities in the banking system: Changes in the last two decades,"
Finance Research Letters, Elsevier, vol. 58(PA).
- Valentina Michelangeli & Fabio Massimo Piersanti, 2023. "Interdependence between assets and liabilities in the banking system: changes in the last two decades," Questioni di Economia e Finanza (Occasional Papers) 752, Bank of Italy, Economic Research and International Relations Area.
- Alkis Georgiadis-Harris & Maxi Guennewig, 2023. "Bank Resolution, Deposit Insurance, and Fragility," CRC TR 224 Discussion Paper Series crctr224_2023_477, University of Bonn and University of Mannheim, Germany.
- Edgar Löw & Marc Erkelenz, 2022. "Long and Short‐term Investments by European Banks – Trends Since the IASB Published IFRS 9," Australian Accounting Review, CPA Australia, vol. 32(4), pages 440-459, December.
- Kirti, Divya, 2022.
"What are reference rates for?,"
Journal of Banking & Finance, Elsevier, vol. 144(C).
- Mr. Divya Kirti, 2017. "What Are Reference Rates For?," IMF Working Papers 2017/013, International Monetary Fund.
- Jermann, Urban & Xiang, Haotian, 2023. "Dynamic banking with non-maturing deposits," Journal of Economic Theory, Elsevier, vol. 209(C).
- David Rivero & Hugo Rodríguez Mendizábal, 2021. "Banking and Inside Money: Revisiting the Efficiency of Deposit Contracts," Working Papers 1265, Barcelona School of Economics.
- Emily Greenwald & Sam Schulhofer-Wohl & Josh Younger, 2023. "Deposit Convexity, Monetary Policy and Financial Stability," Working Papers 2315, Federal Reserve Bank of Dallas.
- Bats, Joost V. & Giuliodori, Massimo & Houben, Aerdt C.F.J., 2023.
"Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Joost Bats & Massimo Giuliodori & Aerdt Houben, 2020. "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Working Papers 694, DNB.
- Guiso, Luigi & Pozzi, Andrea & Tsoy, Anton & Gambacorta, Leonardo & Mistrulli, Paolo Emilio, 2022.
"The cost of steering in financial markets: Evidence from the mortgage market,"
Journal of Financial Economics, Elsevier, vol. 143(3), pages 1209-1226.
- Pozzi, Andrea & Mistrulli, Paolo Emilio & Guiso, Luigi & Tsoy, Anton & Gambacorta, Leonardo, 2018. "The Cost of Steering in Financial Markets: Evidence from the Mortgage Market," CEPR Discussion Papers 12115, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli & Andrea Pozzi & Anton Tsoy, 2019. "The Cost of Steering in Financial Markets: Evidence from the Mortgage Market," Temi di discussione (Economic working papers) 1252, Bank of Italy, Economic Research and International Relations Area.
- Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli & Andrea Pozzi & Anton Tsoy, 2019. "The cost of steering in financial markets: evidence from the mortgage market," BIS Working Papers 835, Bank for International Settlements.
- Cave, Joshua & Keasey, Kevin & Mascia, Danilo V., 2022. "Bank branch deposit competitiveness and deposit growth: Granular data and a new measure of competitiveness," Economics Letters, Elsevier, vol. 210(C).
- Fudulache, Adina-Elena & Goetz, Martin R., 2023. "Long-term deposit funding and demand for central bank funds: Evidence from targeted longer-term refinancing operations," Discussion Papers 12/2023, Deutsche Bundesbank.
- Grant Rosenberger & Peter Zimmerman, 2024. "Interest Rate Risk at US Credit Unions," Working Papers 24-03, Federal Reserve Bank of Cleveland.
- Ampudia, Miguel & Van den Heuvel, Skander J., 2022.
"Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates,"
Journal of Monetary Economics, Elsevier, vol. 130(C), pages 49-67.
- Miguel Ampudia & Skander J. van den Heuvel, 2019. "Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates," Finance and Economics Discussion Series 2019-064, Board of Governors of the Federal Reserve System (U.S.).
- Döttling, Robin, 2023. "Bank Capital Regulation in a Zero Interest Environment," OSF Preprints 9dxzf, Center for Open Science.
- Constantin Bürgi & Bo Jiang, 2023. "Monetary policy, funding cost and banks’ risk-taking: evidence from the USA," Empirical Economics, Springer, vol. 65(3), pages 1129-1148, September.
- Baldwin, Kenneth & Alhalboni, Maryam, 2023. "A value-based measure of market power for the participatory deposits of Islamic banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
- Schelling, Tan & Towbin, Pascal, 2021.
"Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment,"
CEPR Discussion Papers
16191, C.E.P.R. Discussion Papers.
- Dr. Andreas Fuster & Tan Schelling & Dr. Pascal Towbin, 2021. "Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment," Working Papers 2021-10, Swiss National Bank.
- Isha Agarwal & Malin Hu & Raluca Roman & Keling Zheng, 2023. "Lending by Servicing: Monetary Policy Transmission Through Shadow Banks," Working Papers 23-14, Federal Reserve Bank of Philadelphia.
- Present, Thomas & Simoens, Mathieu & Vander Vennet, Rudi, 2023. "European bank margins at the zero lower bound," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Itamar Drechsler, 2023. "Comment on "Aggregate Lending and Modern Financial Intermediation: Why Bank Balance Sheet Models Are Miscalibrated" 2," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, National Bureau of Economic Research, Inc.
- Chris Acker & W. Blake Marsh & Padma Sharma, 2024. "Bank Deposit Rates Haven't Kept Pace with Yields on Other Investments, but Depositors Are Staying Anyway," Economic Bulletin, Federal Reserve Bank of Kansas City, pages 1-4, February.
- Kristy Jansen, 2023. "Long-term Investors, Demand Shifts, and Yields," Working Papers 769, DNB.
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2023.
"Long-term bank lending and the transfer of aggregate risk,"
Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2020. "Long-term bank lending and the transfer of aggregate risk," IHS Working Paper Series 13, Institute for Advanced Studies.
- Manasa Gopal & Philipp Schnabl, 2022. "The Rise of Finance Companies and FinTech Lenders in Small Business Lending," Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 4859-4901.
- Drechsler, Itamar & Savov, Alexi & Schnabl, Philipp, 2022. "How monetary policy shaped the housing boom," Journal of Financial Economics, Elsevier, vol. 144(3), pages 992-1021.
- Gruenthaler, Thomas & Lorenz, Friedrich & Meyerhof, Paul, 2022. "Option-based intermediary leverage," Journal of Banking & Finance, Elsevier, vol. 145(C).
- Carletti, Elena & Leonello, Agnese & Marquez, Robert, 2024. "Market power in banking," Working Paper Series 2886, European Central Bank.
- Isabel Gödl-Hanisch, 2023. "Bank Concentration and Monetary Policy Pass-Through," CESifo Working Paper Series 10378, CESifo.
- Kirill Anikeev & Vadim Grishchenko, 2023. "Russian Real Economy and Financial Sector Under the Structural Transformation: Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 126-144, December.
- Yen Teik Lee & Gary L. Caton & Edward N. Gamble & Francis Kerins, 2023. "Dodd–Frank's impact on community‐bank investment models: A Bayesian structural time series analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 537-554, March.
- repec:ecb:ecbdps:202220 is not listed on IDEAS
- Jorien Freriks & Jan Kakes, 2021. "Bank interest rate margins in a negative interest rate environment," Working Papers 721, DNB.
- Cramer, Kim Fe & Koont, Naz, 2021. "Peer effects in deposit markets," LSE Research Online Documents on Economics 119192, London School of Economics and Political Science, LSE Library.
- Porcellacchia, Davide, 2021. "Low rates and bank stability: the risk of a tipping point," Research Bulletin, European Central Bank, vol. 88.