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What drives U.S. Treasury re-use?
Infante, Sebastian; Saravay, Zack - 2020
Persistent link: https://www.econbiz.de/10012389847
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Interest rates or haircuts? : prices versus quantities in the market for collateralized risky loans
Barsky, Robert B.; Bogusz, Theodore; Easton, Matthew - 2016
) and a specification of the amount of collateral per dollar of lending. The latter is summarized by the margin or "haircut …" associated with the loan. Some key models of endogenous collateral constraints imply that the primary equilibrating force will be … the part of borrowers has profound effects on asset prices. Quantitative analysis of a model of collateral equilibrium …
Persistent link: https://www.econbiz.de/10011569701
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The collateral premium and levered safe-asset production
Ross, Chase P. - 2022
Persistent link: https://www.econbiz.de/10013413312
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Securities lending
Lipson, Paul C.; Sabel, Bradley K.; Keane, Frank - 1989
Persistent link: https://www.econbiz.de/10000860759
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Regulating the shadow banking system
Gorton, Gary; Metrick, Andrew - In: Brookings papers on economic activity : BPEA (2010/11) 2, pp. 261-312
Persistent link: https://www.econbiz.de/10009308837
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Reference guide to U.S. repo and securities lending markets
Baklanova, Viktoria; Copeland, Adam; McCaughrin, Rebecca - 2015
This paper is intended to serve as a reference guide on U.S. repo and securities lending markets. It begins by presenting the institutional structure, and then describes the market landscape, the role of the participants, and other characteristics, including how repo and securities lending...
Persistent link: https://www.econbiz.de/10011338829
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Key mechanics of the US tri-party repo market
Copeland, Adam; Duffie, Darrell; Martin, Antoine; … - In: Economic policy review 18 (2012) 3, pp. 17-28
Persistent link: https://www.econbiz.de/10009700454
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The (other) deleveraging
Kumar, Manmohan S. - 2012
Persistent link: https://www.econbiz.de/10009620996
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Repo and securities lending
Adrian, Tobias; Begalle, Brian; Copeland, Adam; Martin, … - 2011
trades at the firm level: principal amount, interest rate, collateral type, haircut, tenor, and counterparty. -- systemic …
Persistent link: https://www.econbiz.de/10009411379