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The impact of margin policies on the Italian repo market
Miglietta, Arianna; Picillo, Cristina; Pietrunti, Mario - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012202869
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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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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
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Mitigating fire sales with a central clearing counterparty
Vuillemey, Guillaume - 2023
Persistent link: https://www.econbiz.de/10013557111
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At the end of the waterfall : resolvability of central counterparties
Gárdos, Péter - In: Credit and capital markets : Kredit und Kapital 54 (2021) 4, pp. 505-531
Persistent link: https://www.econbiz.de/10012939017
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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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Efficiency of central clearing under liquidity stress
Bardoscia, Marco; Caccioli, Fabio; Gao, Haotian - 2022
Persistent link: https://www.econbiz.de/10013536357
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Financial regulatory reform after the crisis : an assessment
Duffie, Darrell - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4835-4857
Persistent link: https://www.econbiz.de/10011932634
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Are repo markets fragile? : evidence from September 2019
Anbil, Sriya; Anderson, Alyssa; Senyuz, Zeynep - 2021
Persistent link: https://www.econbiz.de/10012608809