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A refinement of the relationship between economic growth and income inequality

Fawaz, Fadi; Rahnama-Moghadam, Mashaalah; Valcarcel, … - In: Applied economics 46 (2014) 25/27, pp. 3351-3361

Persistent link: https://www.econbiz.de/10010418012

Collateral, liquidity and debt sustainability

Niemann, Stefan; Pichler, Paul - 2013

Persistent link: https://www.econbiz.de/10009775471

Collateral, liquidity and debt sustainability

Niemann, Stefan; Pichler, Paul - 2013

Persistent link: https://www.econbiz.de/10010359661

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

Glaser, Florian - 2017

Pro-cyclicality of collateral haircuts and margins has become a widely proclaimed behavior and is currently discussed … a trigger of liquidity spirals due to its tightening effect of collateral portfolio values in times of market distress … design for macroprudential haircut add-ons. Our results confirm that (1) bond collateral markets face irrational, i.e. bubble …

Persistent link: https://www.econbiz.de/10012945744

Securities Lending Haircuts

Lou, Wujiang - 2020

A securities lending transaction is collateralized with cash in the amount of securities' market value plus a margin or haircut. Haircuts necessarily depend on the securities and the security borrowers. This article extends a repo haircut model to securities lending that captures asset...

Persistent link: https://www.econbiz.de/10012824433

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

Glaser, Florian; Panz, Sven - 2021

Procyclicality of collateral haircuts and margins has become a widely proclaimed behavior and is currently discussed … a trigger of liquidity spirals due to its tightening effect of collateral portfolio values in times of market distress … design for macroprudential haircut add-ons. Our results confirm that (1) bond collateral markets face irrational, i.e. bubble …

Persistent link: https://www.econbiz.de/10013248847