Blar i Norges Banks vitenarkiv på emneord "overnight interbank market"

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    • Identification of Interbank Loans and Interest Rates from Interbank Payments - a Reliability Assessment 

      Akram, Q. Farooq; Fevolden, Mats Bay; Smith, Lyndsie (Working Paper;8/2018, Working paper, 2018)
      We investigate the reliability of the 'Furfine filter' often used to identify interbank loans and interest rates from interbank payments settled at central banks. To this end, we have been granted access to records of all ...

    • Norwegian Interbank Market’s Response to Changes in Liquidity Policy 

      Akram, Q. Farooq; Findreng, Jon H. (Working Papers;7/2017, Working paper, 2017)
      We investigate pricing and activity in the Norwegian unsecured overnight interbank market in response to a shift in the central bank's liquidity policy. In October 2011, to encourage interbank trading, banks were allotted ...

    • The Norwegian overnight interbank market during the Covid pandemic 

      Akram, Q. Farooq; Findreng, Jon H.; Smith, Lyndsie (Working paper;8/2023, Working paper, 2023)
      We analyse the behaviour of the Norwegian unsecured overnight interbank market in response to heightened uncertainty and the central bank's liquidity support measures following the Covid-19 pandemic. The liquidity measures ...