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dc.contributor.authorAkram, Q. Farooq
dc.contributor.authorChristophersen, Casper
dc.description.abstractWe investigate whether overnight interbank loans and interest rates can be reliably inferred at the market and bank level from central banks' interbank payments data. We identify overnight loans and interest rates among interbank payments for 11 banks in Norway and compare them with the actual overnight loans and interest rates reported daily by these banks to the Norwegian central bank since October 2011. We find that interbank payments can provide reliable information about overnight lending and overnight interest rates at the market level, and even at the bank level, for relatively small overnight lenders and large overnight lenders that mostly lend on their own behalf.nb_NO
dc.publisherNorges Banknb_NO
dc.relation.ispartofseriesWorking Papers;26/2013
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internasjonal*
dc.subjectJEL: G21nb_NO
dc.subjectJEL: E42nb_NO
dc.subjectJEL: E43nb_NO
dc.subjectovernight interbank ratesnb_NO
dc.subjectinterbank paymentsnb_NO
dc.titleInferring Interbank Loans and Interest Rates from Interbank Payments - an Evaluationnb_NO
dc.typeWorking papernb_NO
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212nb_NO

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Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal