Collateral management involves the efficient monitoring and allocation of assets to mitigate credit risk in financial … collateral management, namely to collateralize as much as possible a set of transactions given a limited asset portfolio. In …-world problems often preclude direct resolution through conventional MILP solvers. In addition, each collateral adjustment movement …

This paper studies whether Eurosystem collateral eligibility played a role in the portfolio choices of euro area asset …

Eurosystem against non-HQLA collateral. This paper quantifies the extent of this liquidity transformation and finds that on … pledged vs new collateral, and the second approach compares the liquidity profile of the pool of pledged securities with banks …' total eligible securities holdings. Both approaches show that banks use their least liquid assets as collateral first and …

We construct the first measure of collateral re-use at the bank and bond level for the European repo market using a … than liquidity and profit from the repo rate spread. Yet, dealers also re-use collateral to source liquidity which exposes … them to collateral runs. Our results contribute to the policy debate on trade-offs between shock absorption and financial …

. We present evidence consistent with banks’ IT adoption spurring entrepreneurship through a collateral channel …’ ability to determine collateral values, in particular when collateral appraisal is more complex. IT also reduces the time and …