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The quality of eligible collateral and monetary stability : an empirical analysis
Lehmbecker, Philipp - 2008
addition, it expands the current research agenda by considering a neglected factor: The quality of eligible collateral (QEC … investigates to what extent the quality of eligible collateral is able to explain inflation employing the first comprehensive …
Persistent link: https://www.econbiz.de/10010206377
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Measuring the quality of eligible collateral
Lehmbecker, Philipp; Missong, Martin - 2008
. The existence of a correlation between inflation and the quality of eligible collateral would strongly support fundamental …
Persistent link: https://www.econbiz.de/10010206378
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How much fiscal backing must the ECB have? : the euro area is not the Philippines
Belke, Ansgar - 2010
The ECB has accepted increasing amounts of rubbish collateral since the crisis started leading to exposure to serious …
Persistent link: https://www.econbiz.de/10010208780
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Market-based Eurobonds without cross-subsidisation
Gopal, Manasa; Pasche, Markus - 2011
for all participating nations which is Pareto improving. Since collateral requirements are calculated on individual risk …
Persistent link: https://www.econbiz.de/10009656348
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Emergency liquidity injections
Garvin, Nicholas - 2019
Persistent link: https://www.econbiz.de/10013262775
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The role of collateral in borrowing
Garvin, Nicholas; Hughes, David W.; Peydró, José-Luis - 2021
Persistent link: https://www.econbiz.de/10013263113
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(In)efficient repo markets
Dieler, Tobias; Mancini, Loriano; Schürhoff, Norman - 2021
Repo markets trade off the efficient allocation of liquidity in the financial sector with resilience to funding shocks. The repo trading and clearing mechanisms are crucial determinants of the allocation-resilience tradeoff. The two common mechanisms, anonymous central-counterparty (CCP) and...
Persistent link: https://www.econbiz.de/10012487590
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Bank Loan Forbearance: evidence from a million restructured loans
Mourad, Frederico A.; Schiozer, Rafael Felipe; Santos, … - 2020
Persistent link: https://www.econbiz.de/10012406016
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Valuing vulnerable options with bond collateral
Wang, Guanying; Wang, Xingchun - In: Applied economics letters 28 (2021) 2, pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
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Collateral framework: liquidity premia and multiple equilibria
Lengwiler, Yvan; Orphanides, Athanasios - 2021
Central banks normally accept debt of their own governments as collateral in liquidity operations without reservations … bank's collateral framework can give rise to cliff effects and multiple equilibria in bond yields and increase the …
Persistent link: https://www.econbiz.de/10012502094