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Triparty collateral management : single collateral management rulebook for Europe
Europäische Zentralbank / Advisory Group on Market … - 2021 - This report was first published in 2019
Persistent link: https://www.econbiz.de/10012656279
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SCoRE adaptation plans status report : single collateral management rulebook for Europe
Europäische Zentralbank / Advisory Group on Market … - 2020 - Status as at June 2020
Persistent link: https://www.econbiz.de/10012656307
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SCoREBOARD : ... compliance and progress report
Europäische Zentralbank / Advisory Group on Market … - Frankfurt am Main, Germany : European Central Bank - 1st (June 2020)-
Persistent link: https://www.econbiz.de/10013347139
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Collateral Management : Wandel durch EMIR und Target2-Securities
Kresin, Marc - In: Brennpunkt Risikomanagement und Regulierung, (pp. 243-252). 2015
Persistent link: https://www.econbiz.de/10010503296
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Asset encumbrance and bank risk : theory and first evidence from public disclosures in Europe
Banal-Estañol, Albert; Benito, Enrique; Khametshin, Dmitry - 2021
Persistent link: https://www.econbiz.de/10012793132
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Securitization and risk retention in European banking : the impact of collateral and prudential rules
Scopelliti, Alessandro Diego - In: Money, regulation and growth : financing new growth in …, (pp. 147-169). 2014
Persistent link: https://www.econbiz.de/10010472831
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Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
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Estimating endogenous liquidity using transaction and order book information
Durand, Philippe; Gündüz, Yalın; Thomazeau, Isabelle - 2012
We distinguish exogenous liquidity, which corresponds to the variability of bid-ask spreads for usual-sized transactions, from endogenous liquidity, which we interpret as the impact of liquidity on market prices when liquidating larger positions. Endogenous liquidity measures the risk that the...
Persistent link: https://www.econbiz.de/10009674768
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Estimating endogenous liquidity using transaction and order book information
Durand, Philippe; Gündüz, Yalın; Thomazeau, Isabelle - In: Advances in financial risk management : corporates, …, (pp. 181-200). 2013
Persistent link: https://www.econbiz.de/10010213086
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Verbriefungen kompakt : Grundlagen, Bilanzierung und aufsichtsrechtliche Behandlung
Gogarn, Jörg - 2015 - 1. Aufl
Persistent link: https://www.econbiz.de/10011391346