US Dollar Money Market Funds and Non-US Banks

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Breaking Free of the Triple Coincidence in International Finance (2016, background): “Baba et al (2009) estimate that European banks sourced $1 trillion from US dollar money market funds in mid-2008, amounting to about an eighth of their overall dollar funding.”
Deviations from Covered Interest Rate Parity (2018, unknown): “Deviations from Covered Interest Rate Parity”
Four stories of quantitative easing (2013, background): “9 Baba, McCauley, and Ramaswamy (2009) detail these programs.”
The US Dollar Shortage in Global Banking and the International Policy Response (2009, unknown): “…to convert (primarily) domestic currency funding into dollars.22 If we assume that these banks’ liabilities to money market funds (roughly $1 trillion, Baba et al (2009)) are also short-term liabilities, then the estimate of their US dollar funding gap in mid-2007 would be $2.0–2.2 trillion.”
Global imbalances and the financial crisis: products of common causes (2009, background): “27 See Baba et al. (2009). 28 Asset swapping leading to gross flows may be motivated by many factors beside regulatory arbitrage, of course, ranging from risk-sharing opportunities to differences in risk aversion. The U.S. external portfolio as a whole has tended to be short on (dollar) bonds and lo”