Browsing Arbeidsnotater / Working Papers by Author "Smith, Lyndsie"
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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 ... -
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 ...