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Margin procyclicality and the collateral cycle

Benos, Evangelos; Ferrara, Gerardo; Ranaldo, Angelo - 2022

Persistent link: https://www.econbiz.de/10013185976

Margins and financial collateral for derivatives contracts : how to deal with procyclical implications in a financial crisis

Tambucci, Martina - In: Journal of securities operations & custody 6 (2014) 3, pp. 240-263

Persistent link: https://www.econbiz.de/10010345137

Interbank credit exposures and financial stability

Schneorson, Oren - 2022

This paper investigates how interbank credit exposures affect financial stability. Policy makers often see such exposures as undermining stability by exacerbating cascading losses through the financial system. I develop a model that features a trade-off between cascading losses and risk-sharing....

Persistent link: https://www.econbiz.de/10013350529

Financial Institutions in the Global Financial Crisis : The Role of Financial Derivatives, Bank Capital, and Clearing and Custody Services

Li, Shaofang - 2018

discusses the impact of financial derivatives on risk exposures of BHCs. Chapter 3 then investigates whether and how different … 4 adds to the scant information on competitive landscape in the clearing and settlement industry. Lastly, Chapter 5 …Chapter 1 Introduction -- Chapter 2 The use of financial derivatives and risks of U.S. bank holding companies …

Persistent link: https://www.econbiz.de/10012398291

Financial institutions in the global financial crisis : the role of financial derivatives, bank capital, and clearing and custody services

Li, Shaofang - 2018 - 1st edition

Persistent link: https://www.econbiz.de/10011795952

Essays on credit markets and banking

Holmberg, Ulf - 2012

Persistent link: https://www.econbiz.de/10009524114

On the welfare effects of credit arrangements

Chiu, Jonathan; Dong, Mei; Shao, Enchuan - 2012

This paper studies the welfare effects of different credit arrangements and how these effects depend on the trading mechanism and inflation. In a competitive market, a deviation from the Friedman rule is always sub-optimal. Moreover, credit arrangements can be welfare-reducing, because increased...

Persistent link: https://www.econbiz.de/10009691182

Procyclicality and risk-based access : valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures

Bewaji, Oluwasegun - In: The journal of financial market infrastructures 7 (2019) 3, pp. 45-72

Persistent link: https://www.econbiz.de/10012020394

The impact of central clearing on banks' lending discipline

Arnold, Marc - In: Journal of financial markets 36 (2017), pp. 91-114

Persistent link: https://www.econbiz.de/10011820368

Clearinghouse loan certificates as interbank loans in the United States, 1860-1913

Hoag, Christopher - In: Financial history review 23 (2016) 3, pp. 303-324

Persistent link: https://www.econbiz.de/10011713205

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