This thesis presents three bank-related research studies inspired by some relevant events brought about by the recent subprime banking crisis. The first part of this work links banking-sector liquidity creation to both liquidity supply from central banks worldwide and international interbank liabilities, within a global macro-econometric framework. In the second part it is carried out a micro-econometric analysis on all global US banks with the intent to explain pre- and post-crisis dynamics in Net Inter-Office Accounts (NIOA). The last part of the thesis proposes a framework capable to model, among other things, inefficient policy interventions by a central banker during a crisis when an accurate assessment of the true solvency of a bank is unattainable.

Banks: selected investigations on the roles of liquidity, globalization and credit risk / D'Avino, Carmela. - (2011 Apr 04).

Banks: selected investigations on the roles of liquidity, globalization and credit risk

D'Avino, Carmela
2011-04-04

Abstract

This thesis presents three bank-related research studies inspired by some relevant events brought about by the recent subprime banking crisis. The first part of this work links banking-sector liquidity creation to both liquidity supply from central banks worldwide and international interbank liabilities, within a global macro-econometric framework. In the second part it is carried out a micro-econometric analysis on all global US banks with the intent to explain pre- and post-crisis dynamics in Net Inter-Office Accounts (NIOA). The last part of the thesis proposes a framework capable to model, among other things, inefficient policy interventions by a central banker during a crisis when an accurate assessment of the true solvency of a bank is unattainable.
4-apr-2011
22
Economia
Pelizzon, Loriana
File in questo prodotto:
File Dimensione Formato  
Thesis_D'Avino.pdf

accesso aperto

Tipologia: Tesi di dottorato
Dimensione 1.44 MB
Formato Adobe PDF
1.44 MB Adobe PDF Visualizza/Apri

I documenti in ARCA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10579/1053
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact