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Money markets, central bank balance sheet and regulation
Corradin, Stefano; Eisenschmidt, Jens; Hoerova, Marie; … - 2020
-level money market data combined with supervisory data, we further document that the leverage ratio regulation impacts money …
Persistent link: https://www.econbiz.de/10012422145
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Liquidation value and loan pricing
Barbiero, Francesca; Schepens, Glenn; Sigaux, Jean-David - 2022
We show that the liquidation value of collateral depends on who is pledging it. We employ transaction-level data on overnight repurchase agreements (repo) and loan-level credit registry data on corporate loans. We find that borrowers on the repo market pay a 2.6 basis points rate premium when...
Persistent link: https://www.econbiz.de/10013272136
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Money Markets, Central Bank Balance Sheet and Regulation
Corradin, Stefano; Eisenschmidt, Jens; Hoerova, Marie; … - 2021
-level money market data combined with supervisory data, we further document that the leverage ratio regulation impacts money …
Persistent link: https://www.econbiz.de/10013315169
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Liquidation Value and Loan Pricing
Barbiero, Francesca; Schepens, Glenn; Sigaux, Jean-David - 2022
We show that the liquidation value of collateral depends on who is pledging it. We employ transaction-level data on overnight repurchase agreements (repo) and loan-level credit registry data on corporate loans. We find that borrowers on the repo market pay a 2.6 basis points rate premium when...
Persistent link: https://www.econbiz.de/10013300220
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Benefits and Costs of Liquidity Regulation
Hoerova, Marie - 2018
This paper investigates the costs and benefi ts of liquidity regulation. We find that liquidity tools are bene ficial …
Persistent link: https://www.econbiz.de/10012914517