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ECB monetary expansions and euro area TARGET2 imbalances : a balance-of-payment-based decomposition
Minenna, Marcello; Dosi, Giovanni; Roventini, Andrea - In: European journal of economics and economic policies : … 15 (2018) 2, pp. 147-159
Persistent link: https://www.econbiz.de/10011939794
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The clearing of euro OTC derivatives post Brexit : why a uniform regulation and supervision of CCPs is essential for European financial stability
Brühl, Volker - In: Credit and capital markets : Kredit und Kapital 51 (2018) 3, pp. 345-365
Persistent link: https://www.econbiz.de/10011948464
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Stress-Testing of Liquidity Risk in Target2
Papsdorf, Patrick - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...
Persistent link: https://www.econbiz.de/10012962520
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Central counterparties and systemic stability
Jessé, Marc Bayle de - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 121-129
Persistent link: https://www.econbiz.de/10011912391
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Crisis management at cross-roads : challenges facing cross-border financial institutions at the EU level : a joint publication with the Centre for European Policy Studies (CEPS)
Ayadi, Rym (ed.); Lierman, Frank (ed.); Balling, Morten (ed.) - Conference "Crisis Management at Cross-Roads" <2009, …; … - 2010
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011706117
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Central counterparty loss allocation and transmission of financial stress
Heath, Alexandra; Kelly, Gerard; Manning, Mark - 2015
Persistent link: https://www.econbiz.de/10012497636
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Five fundamental questions on central counterparties
Berndsen, Ron - 2020
Persistent link: https://www.econbiz.de/10012298338
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On the existence and fragility of repo markets
Tomura, Hajime - 2012
This paper presents a model of an over-the-counter bond market in which bond dealers and cash investors arrange repurchase agreements (repos) endogenously. If cash investors buy bonds to store their cash, then they suffer an endogenous bond-liquidation cost because they must sell their bonds...
Persistent link: https://www.econbiz.de/10009552162
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United States: New York Clearing House Association, the panic of 1907
Runkel, Corey N. - In: The journal of financial crises 4 (2022) 2, pp. 1322-1350
Persistent link: https://www.econbiz.de/10013448654
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Changes in repo markets and the necessity for CCPs in Korea
Yoon, Sun-Joong - In: Journal of derivatives and quantitative studies 32 (2024) 1, pp. 2-22
In 2022, US financial regulators proposed to mandate a single central clearing mechanism for treasury bonds and repo … consequences of introducing CCP clearing in local repo markets. In general, CCPs offer two benefits: they can reduce required …
Persistent link: https://www.econbiz.de/10014497119