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Central clearing: trends and current issues

Domanski, Dietrich; Gambacorta, Leonardo; Picillo, Cristina - In: BIS quarterly review : international banking and … (2015), pp. 59-76

Persistent link: https://www.econbiz.de/10011472648

The Impact of CCPs' Margin Policies on Repo Markets

Miglietta, Arianna - 2015

This paper quantifies the impact on the cost of funding in repo markets of the initial margins applied by central clearing counterparties (CCPs). We use contract-level data on the general collateral (GC) segment of Italy's MTS Repo market between January 2011 and April 2014. The analysis shows...

Persistent link: https://www.econbiz.de/10013014451

The Impact of CCPs’ Margin Policies on Repo Markets

Miglietta, Arianna - 2016

This paper quantifies the impact on the cost of funding in repo markets of the initial margins applied by central clearing counterparties (CCPs). We have used contract-level data for the general collateral (GC) segment of Italy's MTS Repo market between January 2011 and April 2014. The analysis...

Persistent link: https://www.econbiz.de/10013000458

Assessing global liquidity

Domanski, Dietrich; Fender, Ingo; McGuire, Patrick M. - In: BIS quarterly review : international banking and … (2011), pp. 57-71

Persistent link: https://www.econbiz.de/10009419354

Getting effective macroprudential policy on the road : eight propositions

Domanski, Dietrich; Ng, Tim - In: Macroprudential regulation and policy : proceedings of …, (pp. 89-96). 2011

Persistent link: https://www.econbiz.de/10009529175

Do bank capital and liquidity affect real economic activity in the long run? : a VECM analysis for the US

Gambacorta, Leonardo - In: Economic notes : economic review of Banca Monte dei … 40 (2011) 3, pp. 75-91

Persistent link: https://www.econbiz.de/10009515628

Has the transmission of policy rates to lending rates changed in the wake of the global financial crisis?

Gambacorta, Leonardo; Illes, Anamaria; Lombardi, Marco - In: International finance 18 (2015) 3, pp. 263-280

Persistent link: https://www.econbiz.de/10011417794

Basel III : long-term impact on economic performance and fluctuations

Angelini, Paolo; Clerc, Laurent; Cúrdia, Vasco; … - In: The Manchester School 83 (2015) 2, pp. 217-251

Persistent link: https://www.econbiz.de/10011374728

Financial structure and growth

Gambacorta, Leonardo; Yang, Jing; Tsatsaronis, Kostas - In: BIS quarterly review : international banking and … (2014), pp. 21-35

Persistent link: https://www.econbiz.de/10010340693

Macroprudential policy and bank risk

Altunbaş, Yener; Binici, Mahir; Gambacorta, Leonardo - In: Journal of international money and finance 81 (2018), pp. 203-220

Persistent link: https://www.econbiz.de/10012000036