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Inter-bank Market and Liquidity Distribution during the Great Financial Crisis: The e-MID Case

In: New Issues in Financial and Credit Markets

Author

Listed:
  • Gianfranco A. Vento
  • Pasquale Ganga

Abstract

For many years, the unsecured inter-bank market has been considered the archetype of an efficient market. The participants are all professionals, and consequently they are supposed to be adequately equipped to assess the risks related to market participation. The efficiency of the inter-bank market worldwide is also confirmed by the high number of participants, the significant degree of market breadth and depth, and the narrow bid-ask spreads.

Suggested Citation

  • Gianfranco A. Vento & Pasquale Ganga, 2010. "Inter-bank Market and Liquidity Distribution during the Great Financial Crisis: The e-MID Case," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Franco Fiordelisi & Philip Molyneux & Daniele Previati (ed.), New Issues in Financial and Credit Markets, chapter 6, pages 82-98, Palgrave Macmillan.
    • Handle: RePEc:pal:pmschp:978-0-230-30218-1_7
    DOI: 10.1057/9780230302181_7
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    Cited by:

    1. Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012. "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series 57_12, Rimini Centre for Economic Analysis.
    2. Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 207-250, August.

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