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Acharya, Viral V.; Jager, Maximilian; Steffen, Sascha - National Bureau of Economic Research - 2023

Over the past two decades, banks have increasingly focused on offering contingent credit in the form of credit lines as a primary means of corporate borrowing. We review the existing body of research regarding the rationales for banks' provision of liquidity insurance in the form of credit...

Persistent link: https://www.econbiz.de/10014437040

Contingent credit under stress

Acharya, Viral V.; Jager, Maximilian; Steffen, Sascha - 2023

Persistent link: https://www.econbiz.de/10014422389

Collateral risk management at the Bank of England

Breeden, Sarah; Whisker, Richard - In: Quarterly bulletin / Bank of England 50 (2010) 2, pp. 94-103

Persistent link: https://www.econbiz.de/10008798172

The Performance of Credit Rating Systems in the Assessment of Collateral Used in Eurosystem Monetary Policy Operations

Coppens, François - 2010

level at which the Eurosystem considers financial assets to be eligible collateral for its monetary policy operations. The … assessment of eligible collateral underlying Eurosystem monetary policy operations. Contrary to the widely used confidence …

Persistent link: https://www.econbiz.de/10013137459

Corporate bonds in the reserve bank's collateral framework

Lim, Jin; Liu, Eva; Walsh, Nathan; Zanchetta, Andrew; … - In: Bulletin / Reserve Bank of Australia (2021), pp. 45-52

Persistent link: https://www.econbiz.de/10012631534

Sovereign spreads, central bank collateral frameworks, and periphery premia in the Eurozone

Schuster, Florian - 2023

Eurosystem's move from unconditional to conditional collateral eligibility of sovereign bonds, as part of the 2005 Single List …

Persistent link: https://www.econbiz.de/10014364133

Collateral Risk Management at the Bank of England

Breeden, Sarah - 2010

In response to the financial crisis the Bank of England has expanded the range of collateral accepted in its market … characteristics to the forms of collateral previously accepted, presenting new risk management challenges. This article sets out how … the Bank of England undertakes collateral risk management, highlighting in particular the significant degree of protection …

Persistent link: https://www.econbiz.de/10013142221

Systemic risk and monetary policy : the haircut gap channel of the lender of last resort

Jasova, Martina; Laeven, Luc; Mendicino, Caterina; … - 2021

Persistent link: https://www.econbiz.de/10012543134

Announcements of ECB unconventional programs : implications for the sovereign risk of Italy

Falagiarda, Matteo; Reitz, Stefan - 2013

This paper studies the effects of ECB communications about unconventional monetary policy operations on the perceived sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and classified with respect to the specific ECB...

Persistent link: https://www.econbiz.de/10009783711

Non-Monetary News in Central Bank Communication

Cieslak, Anna - 2019

We quantify the importance of non-monetary news in central bank communication. Using evidence from four major central banks and a comprehensive classification of events, we decompose news conveyed by central banks into news about monetary policy, economic growth, and separately, shocks to risk...

Persistent link: https://www.econbiz.de/10012896694