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This PDF is a selection from a published volume from... National Bureau of Economic Research
This PDF is a selection from a published volume from... National Bureau of Economic Research

... public entities, and other recipients, including individuals and businesses. In addition to direct international flows, bank claims include the fair value of interest rate, foreign exchange, equity, commodity, and other derivative contracts. Banks provide some details on time remaining to maturity o ...
Germany
Germany

... because of structurally low net interest margins and pressure from protracted low interest rates, but it was supported last year by a favorable domestic and regional macro-financial environment (Figures 6 and 7). Improvements in capital adequacy continued and, pending the results of the ECB Comprehe ...
Do You Really Understand Rates of Return?
Do You Really Understand Rates of Return?

... But if we run a simulation for a very long period of future years using these assumptions, what do we expect to be the long-run annualized rate of return? The answer is that over a long time period, the rate of return will converge to (that is, it is eventually almost certain5 to be) the geometric a ...
an indication of a `credit-fuelled` burst that was `fictitious`.
an indication of a `credit-fuelled` burst that was `fictitious`.

... commercial capital below). Another important area covers the workers in the more specifically financial sphere, providing services in the exchange between different agents of titles to the ownership (and use) of money and capital. This includes banks and other financial companies, real estate agents ...
Risks Underlying Islamic Modes of Financing
Risks Underlying Islamic Modes of Financing

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Network Risk and Key Players: A Structural Analysis of
Network Risk and Key Players: A Structural Analysis of

... risks. We consider the network of all member banks in the CHAPS (which consists of 11 banks) and their liquidity holding decisions. These banks play a key role in the sterling payment system since they make payments both on their own behalf and on behalf of banks that are not direct members of CHAPS ...
Shadow Fed Funds Rate
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Secured Lending and Borrowers` Riskiness
Secured Lending and Borrowers` Riskiness

... efficient when there is a larger fraction of loans that are made on a secured basis. Moreover, if banks find it less expensive to require guarantees than to monitor projects, it is possible that investors that cannot provide them will not be financed, even if the NPV of their investment is positive. ...
ETF managed portfolio assets expected to
ETF managed portfolio assets expected to

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Access to finance remains a key constraint, particularly for SMEs
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Present Bank Regulation in Burma
Present Bank Regulation in Burma

... institutions. Five seem to dominate - the aforementioned AWB, Yoma Bank, Myanmar May Flower Bank, Kanbawza Bank and Myawaddy Bank. The AWB and Yoma Bank both claim to be the largest (with 39 and 43 branches respectively) but, at the current market exchange rate, neither exceeds $US 200 million in as ...
Overview of Credit Policy and Loan Characteristics
Overview of Credit Policy and Loan Characteristics

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portfolio objective
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Applicable analyst/Author disclosure, and any additional information
Applicable analyst/Author disclosure, and any additional information

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Submission to the Treasury on the exposure draft of amendments to
Submission to the Treasury on the exposure draft of amendments to

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... both before and after the failure of Lehman brothers under the turmoil across the euro/dollar (EUR/USD), Swiss franc/dollar (CHF/USD), and sterling/dollar (GBP/USD) currency pairs. We examine the degree to which the common as well as idiosyncratic factors underlying deviations from short-term CIP ob ...
LECTURE 12: “FRICTIONAL FINANCE”
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characteristics of financial instruments and a description of risk
characteristics of financial instruments and a description of risk

... The risk associated with the possibility of system failures, personnel or procedural problems, as well as the intended actions of persons representing the parties to the transaction or third parties, aimed at obtaining illegitimate benefits. This risk may affect directly or indirectly the parties to ...
Richmond ETF update
Richmond ETF update

... The ETF attributes section on the first page contains a number of metrics that professional investors use to value individual securities against a market or index average. These metrics can also be used to value and compare funds to the market by taking the average of all the securities held in the ...
How close are we to the end of the credit cycle?
How close are we to the end of the credit cycle?

... credit over time, which has a direct impact on the behaviour of firms, their ability to invest, and in turn the well-being of the economy. The key measure by which we can identify the conditions and cost of accessing credit by firms is credit spreads, the extra compensation that an investor receives ...
CAPM is CRAP, or, The Dead Parrot lives
CAPM is CRAP, or, The Dead Parrot lives

... impression of being prisoners to their own operations rather than controlling them... They are promising performance on the upside and the downside that is not practical to achieve. So in a world devoid of market index benchmarks what should be we doing? The answer, I think, is to focus upon the tot ...
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Interbank lending market

The interbank lending market is a market in which banks extend loans to one another for a specified term. Most interbank loans are for maturities of one week or less, the majority being overnight. Such loans are made at the interbank rate (also called the overnight rate if the term of the loan is overnight). Low transaction volume in this market was a major contributing factor to the financial crisis of 2007.Banks are required to hold an adequate amount of liquid assets, such as cash, to manage any potential bank runs by clients. If a bank cannot meet these liquidity requirements, it will need to borrow money in the interbank market to cover the shortfall. Some banks, on the other hand, have excess liquid assets above and beyond the liquidity requirements. These banks will lend money in the interbank market, receiving interest on the assets.The interbank rate is the rate of interest charged on short-term loans between banks. Banks borrow and lend money in the interbank lending market in order to manage liquidity and satisfy regulations such as reserve requirements. The interest rate charged depends on the availability of money in the market, on prevailing rates and on the specific terms of the contract, such as term length. There is a wide range of published interbank rates, including the federal funds rate (USA), the LIBOR (UK) and the Euribor (Eurozone).
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