Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos
Year of publication: |
2019
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Authors: | Dufour, Alfonso ; Marra, Miriam ; Sangiorgi, Ivan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 107.2019, p. 1-26
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Subject: | Bond collateral | Central counterparty clearing | Counteparty credit risk | Funding liquidity | Intraday repo rate | Repurchase agreement | Repo-Geschäft | Repo transactions | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Clearing | Financial clearing | Wertpapierhandel | Securities trading | Finanzmarktregulierung | Financial market regulation | Derivat | Derivative | OTC-Handel | OTC market | Finanzmarkt | Financial market |
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