• Lending Growth, Non-Performing Loans and Loan Losses 

      Kvisgaard, Vera; Vale, Bent (Staff Memo;8/2018, Working paper, 2018)
      At macro level, large loan losses for banks have often been preceded by periods of high lending growth. We analyse at bank level whether high loan growth also leads to more problem loans later on. The analysis is carried ...
    • Letting the Anchor Go: Monetary Policy in Neutral Norway During World War I 

      Værholm, Monica; Øksendal, Lars Fredrik (Working Papers;28/2010, Working paper, 2010)
      Introduction: For later generations, August 1914 has become a watershed in monetary history. In a matter of days, the belligerent and neutral countries of Europe alike suspended the gold standard. The international monetary ...
    • Life-Cycle Patterns of Interest Rate Markups in Small Firm Finance 

      Kim, Moshe; Kristiansen, Eirik Gaard; Vale, Bent (Working Papers;4/2007, Working paper, 2007)
      We derive empirical implications from a stylized theoretical model of bankborrower relationships. Banks’ interest rate markups are predicted to follow a life-cycle pattern over the borrowing firms’ age. Due to endogenous ...
    • Likviditet og finansiering av banker under krisehåndtering 

      Hægeland, Torbjørn (Others, 2019)
    • Likviditet og knapphet i det norske statsobligasjonsmarkedet 

      Hein, Jesper Bull (Journal article, 2003)
      Prisingen i et velfungerende statsobligasjonsmarked inneholder informasjon av verdi for markedsaktørene. Artikkelen beskriver likviditeten og knappheten i det norske statsobligasjonsmarkedet og betydningen den begrensede ...
    • Likviditeten i det norske sertifikat- og obligasjonsmarkedet i første halvår 2020 

      Ukjent forfatter (Norges Bank Memo;3/2020, Report, 2020)
      Utbruddet av koronavirus og pandemien som fulgte, bidro til betydelig uro i norske finansmarkeder i mars 2020. Markedslikviditeten i det norske sertifikat- og obligasjonsmarkedet ble i en periode markert dårligere. Norges ...
    • Likviditeten i det norske statsobligasjonsmarkedet 

      Evjen, Snorre; Grønvold, Marte; Gundersen, Karianne (Staff Memo;1/2017, Working paper, 2017)
      Statsgjeldsforvaltningen i Norge har som mål å låne til lavest mulig kostnader. God likviditet i statsobligasjonsmarkedet vil bidra til lavere lånekostnader for staten. I denne analysen ser vi på flere indikatorer som fra ...
    • Likviditetsindikatorer for det norske statsobligasjonsmarkedet 

      Opheim, Vetle Øye (Staff Memo;8/2019, Working paper, 2019)
      Statsgjeldsforvaltningen i Norges Bank har som mål å dekke statens lånebehov til lavest mulig kostnader. Samtidig skal forvaltningen søke å opprettholde en rentekurve opp til 10 år. Likviditeten i markedet har betydning ...
    • Likviditetskrisen høsten 2008 

      Sundvall, Nora (Staff Memo;16/2011, Working paper, 2011)
      Etter konkursen i Lehman Brothers 15. september 2008 ble omsetningen i internasjonale pengemarkeder sterkt redusert. Banker i omtrent alle land fikk betydelige problemer med finansieringen av sine porteføljer. I dette ...
    • Likviditetsstyringen i Norge og utviklingen i bankenes likviditet 

      Hoff, Erna (Staff Memo;10/2010, Working paper, 2010)
      Det operative målet for pengepolitikken er lav og stabil inflasjon med en årsvekst i konsumprisene som over tid er nær 2,5 prosent. Hovedstyret i Norges Bank bestemmer styringsrenten, som er renten bankene får på sine ...
    • Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period 

      Næs, Randi; Ødegaard, Bernt Arne (Working Papers;11/2007, Working paper, 2007)
      We use data on actual holding periods for all investors in a stock market over a 10 year period to investigate the links between holding periods, liquidity, and asset returns. Microstructure measures of liquidity are shown ...
    • Liquidity and funding for banks under resolution 

      Hægeland, Torbjørn (Others, 2019)
    • Liquidity and Supply in the Norwegian Government Bond Market 

      Hein, Jesper Bull (Journal article, 2003)
      The Norwegian government issues debt in the bond and bill market. Market prices for these instruments contain information about market expectations concerning the required real rate of return and inflation. The quality of ...
    • Liquidity and the Business Cycle 

      Næs, Randi; Skjeltorp, Johannes A.; Ødegaard, Bernt Arne (Working Papers;11/2008, Working paper, 2008)
      We show evidence of a contemporaneous relation between stock market liquidity and the business cycle. Stock market liquidity worsen when the economy is slowing down, and this effect is most pronounced for small firms. Using ...
    • Liquidity at risk: Joint stress testing of solvency and liquidity 

      Cont, Rama; Kotlicki, Artur; Valderrama, Laura (Working Paper;11/2019, Working paper, 2019)
      The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests are often applied in parallel to solvency stress tests, based on scenarios which may ...
    • Liquidity at the Oslo Stock Exchange 

      Næs, Randi; Skjeltorp, Johannes A.; Ødegaard, Bernt Arne (Working Papers;9/2008, Working paper, 2008)
      We analyze the relationship between the long term development in liquidity at the Oslo Stock Exchange and the Norwegian economy for the period 1980 to 2007. We calculate different liquidity measures that captures various ...
    • Liquidity in the Foreign Exchange Market for EUR/NOK 

      Lund, Kathrine (Aktuell Kommentar;3/2011, Others, 2011)
      In this Commentary we will take a closer look at liquidity conditions in the market for the EUR/NOK. We assess the relationship between liquidity conditions and the spot exchange rate and look at liquidity conditions in ...
    • Liquidity in the Norwegian bond and certificate market in the first half of 2020 

      Ukjent forfatter (Norges Bank Papers;3/2020, Report, 2020)
      The coronavirus outbreak and the pandemic that followed contributed to considerable volatility in Norwegian financial markets in March 2020. For a period, liquidity in the Norwegian bond and certificate market deteriorated ...
    • Liquidity indicators for the Norwegian government bond market 

      Opheim, Vetle Øye (Staff Memo;8/2019, Working paper, 2019)
      An objective of Norges Bank Government Debt Management is to meet the government’s borrowing requirement at the lowest possible cost. At the same time, Government Debt Management shall seek to maintain a yield curve out ...