Interbank lending, credit risk premia and collateral
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- Florian Heider & Marie Hoerova, 2009. "Interbank Lending, Credit-Risk Premia, and Collateral," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 5-43, December.
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More about this item
Keywords
collateral; credit risk; financial crisis; interbank market; liquidity;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2009-11-21 (Banking)
- NEP-CBA-2009-11-21 (Central Banking)
- NEP-MON-2009-11-21 (Monetary Economics)
- NEP-RMG-2009-11-21 (Risk Management)
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