Essays about: "bank withdrawals"

Showing result 1 - 5 of 7 essays containing the words bank withdrawals.

  1. 1. Forecasting the outflow from non-maturity deposits using astressed seasonal autoregressive Monte Carlo simulation

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Carl Gyllberg; [2022]
    Keywords : ;

    Abstract : Non-maturity deposits (NMD) are saving accounts without a predefined maturity, whichmeans that depositors can withdraw or deposit any amount freely. On the other hand,banks have an option to freely alter deposit rates. READ MORE

  3. 2. An Empirical Study on the Reversal Interest Rate

    University essay from KTH/Matematisk statistik

    Author : Pontus Berglund; Daniel Kamangar; [2020]
    Keywords : reversal interest rate; effective lower bound; negative interest rates; monetary policy transmission; interest rate pass-through; bank lending;

    Abstract : Previous research suggests that a policy interest rate cut below the reversal interest rate reverses the intended effect of monetary policy and becomes contractionary for lending. This paper is an empirical investigation into whether the reversal interest rate was breached in the Swedish negative interest rate environment between February 2015 and July 2016. READ MORE

  4. 3. Consumer bank runs in a world of central bank backed digital currency

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Emil Sjölander; Jakob Qvick; [2018]
    Keywords : financial stability; bank run; experiments; CBDC; e-krona;

    Abstract : This exploratory paper is intended to improve understanding of the potential effects of the implementation of E-krona or similar CBDC's, with emphasis on financial stability. Our proposed experiment measures the impact of instant or delayed withdrawals in a modified Diamond-Dybvig setup, where participants are exposed to changes in liquidity of their bank. READ MORE

  5. 4. The Diamond–Dybvig model of bank runs as a coordination game

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Bo Yuan; [2016]
    Keywords : bank runs; coordination games;

    Abstract : A bank run occurs when a large number of customers withdraw their deposits from a financial institution at the same time. This can destabilise the bank to the point where it runs out of cash and thus faces sudden bankruptcy. As more people withdraw their deposits, the likelihood of bankruptcy increases, thus triggering further withdrawals. READ MORE

  6. 5. CAN LOW RISK IN THE SWEDISH BANKING SECTOR PAY IN THE LONG RUN?

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Christer Bartholdi; [2013]
    Keywords : Business and Economics;

    Abstract : Banks are normally heavily indebted with equity levels of 5-10 percent of total assets or even lower. The assets consist mainly of short-term and long-term loans, funded by deposits which can be withdrawn at short notice. READ MORE