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A map of collateral uses and flows
Aguiar, Andrea; Bookstaber, Richard M.; Kenett, Dror Y.; … - In: The journal of financial market infrastructures 5 (2016) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011673730
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The repo market
Munyan, Benjamin - In: Research handbook of financial markets, (pp. 237-252). 2023
Persistent link: https://www.econbiz.de/10014331061
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How to monitor the exit from the Eurosystem`s unconventional monetary policy : is EONIA dead and gone?
Hejmans, Ronald; Heuver, Richard; Gorgi, Zion - 2016
Persistent link: https://www.econbiz.de/10011444105
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Good intentions in risk management and the LDI crisis
Walker, Martin - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 228-236
Persistent link: https://www.econbiz.de/10014320221
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The repo market under Basel III
Gerba, Eddie; Katsoulis, Petros - 2021
Persistent link: https://www.econbiz.de/10012800880
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Collateral is the new cash : the systemic risks of inhibiting collateral fluidity
Hill, Andy - In: Journal of securities operations & custody 7 (2014) 1, pp. 6-20
Persistent link: https://www.econbiz.de/10011486336
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Liquidity, liquidity everywhere, not a drop to use : why flooding banks with central bank reserves may not expand liquidity
Acharya, Viral V.; Rajan, Raghuram Govind - 2022
Persistent link: https://www.econbiz.de/10012798660
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How does the repo market behave under stress? Evidence from the Covid-19 crisis
HÜser, Anne-Caroline; Lepore, Caterina; Veraart, Luitgard - 2021
Persistent link: https://www.econbiz.de/10012693944
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How does the Repo market behave under stress? : evidence from the COVID-19 crisis
Hüser, Anne-Caroline; Lepore, Caterina; Veraart, Luitgard - 2021
We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction …-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more … the repo volumes and spreads during the stress relative to normal times. We find a significant increase in volumes traded …
Persistent link: https://www.econbiz.de/10012796211
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Margin procyclicality and the collateral cycle
Benos, Evangelos; Ferrara, Gerardo; Ranaldo, Angelo - 2022
Persistent link: https://www.econbiz.de/10013185976