The impact of sovereign credit risk on bank funding conditions
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- Type
- preprint
- Published
- 2011-04-01
- Cited by
- 252
- References
- 48
- Access
- Open access
- OpenAlex
- https://openalex.org/W1800827015
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:166718967
Keywords
Business, Sovereign default, Credit risk, Government debt, Financial system
References
- MARKET AND FUNDING LIqUIDITy STRESS TESTING OF THE LUxEMbOURG bANKING SECTOR
- The Tri-Party Repo Market before the 2010 Reforms
- The Value of the “Too Big to Fail” Big Bank Subsidy
- Too Big to Fail: Inside the Battle to Save Wall Street
- The Collateral Frameworks of the Eurosystem, the Federal Reserve System and the Bank of England and the Financial Market Turmoil
- The Systemic Regulation of Credit Rating Agencies and Rated Markets
- Developments in Repo Markets During the Financial Turmoil
- The Pricing of Government-Guaranteed Bank Bonds
- Marking-to-Market Government Guarantees to Financial Systems: An Empirical Analysis of Europe
- From Bear Stearns to Anglo Irish: How Eurozone Sovereign Spreads Related to Financial Sector Vulnerability
- Accountancy and empire. The British legacy of professional organization
- The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09
- Sovereign Default Risk and Bank Fragility in Financially Integrated Economies
- Marking-to-market government guarantees to financial systems – Theory and evidence for Europe
- Banking and Sovereign Risk in the Euro Area
- A Case Study of a Currency Crisis: The Russian Default of 1998
- Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
- Euro Area Sovereign Risk During the Crisis
- An Assessment of Financial Sector Rescue Programmes
- Sovereign Default, Domestic Banks, and Financial Institutions
Cited by
- Macroprudential policies in EMEs: theory and practice
- Sovereign Collateral as a Trojan Horse: Why Do We Need an LCR+
- Long-Term Bank Funding Cost: Does Sovereign Matter?
- Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans
- Short-Selling Bans and Contagion Risk
- Contagion across Eurozone’s sovereign spreads and the Core-Periphery divide
- Shall We Keep Early Diers Alive
- Macroeconomic Interdependencies During Financial Crises
- Wpływ kryzysu zadłużenia publicznego na kondycję sektorów bankowych państw strefy euro
- The impact of reduced credit availability on corporate investment : an analysis of Portuguese non-financial corporations
- The Power of Collateral: The ECB and Bank Funding Strategies in Crisis
- Is Collateral Becoming Scarce? Evidence for the euro area
- The Conflict Relation Between the Sovereign Debt of the Euro Area Countries and the Common Monetary Policy As a Potential Source For Geopolitical Changes
- Endogenous financial risk : The seventh international conference of the NBB
- Measurement and analysis of implicit guarantees for bank debt: OECD survey results
- Are banks affected by their holdings of government debt? Bruegel Working Paper 2012/07, 26 March 2012
- The Impact of Sovereign Debt Exposure on Bank Lending: Evidence from the European Debt Crisis
- Are defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective
- The Effect of Debt Ceiling Announcements on the Banking Industry's Stock Returns: An Event Study Approach
- Sovereign Ratings and Their Asymmetric Response to Fundamentals
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