constraints on the functional form of asset liquidity and central bank collateral haircuts. The model allows capturing how asset … liquidity and the central bank collateral framework interact and determine funding market access of banks and the ability of … provides a cross-section analysis of liquidity properties and central bank collateral haircuts of the euro area fixed income …

The Bank stands ready to lend to its counterparties against eligible collateral, which includes a wide range of …, valuations and haircuts. When accepting portfolios of loans as collateral, the Bank undertakes an extensive due diligence process … surrounding these risks. Residential mortgages now represent the majority of collateral pre-positioned and the Bank's Risk …

when a central bank removes collateral from the market through an open market operation, less collateral is available to be … result include conducting open market operations when collateral is abundant and the repo rate is high. It also suggests that … using interest on reserves may be more effective as a policy tool compared to open market operations when collateral is …