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The Determinants of Regulatory Responses to Risks from Financial Innovation : Post GFC Evidence for the G20

Diaz-Rainey, Ivan - 2016

We explore the factors that shape the response of G20 countries to a Financial Stability Board (FSB) recommendation aimed at mitigating the risks from financial innovation. Using the FSB's Implementation Monitoring Network Surveys, we develop an index of disclosed strength of regulatory...

Persistent link: https://www.econbiz.de/10013005556

Securitized banking and the run on repo

Gorton, Gary; Metrick, Andrew - 2009

Persistent link: https://www.econbiz.de/10003874616

Analysis of risk factors in the Korean repo market based on US and European repo market experiences during the global financial crisis

Heijmans, Ronald; Yun, Sung-guan - In: The journal of financial market infrastructures 4 (2015) 1, pp. 25-58

Persistent link: https://www.econbiz.de/10011485425

The impact of systemic and illiquidity risk on financing with risky collateral

Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 50 (2015), pp. 180-202

Persistent link: https://www.econbiz.de/10010486947

Securitized Banking and the Run on Repo

Gorton, Gary B. - 2010

markets that had no connection to housing. We find that changes in the "LIB-OIS" spread, a proxy for counterparty risk, was …

Persistent link: https://www.econbiz.de/10013151390

Repos, Risk Aversion, and Haircuts

Otto, Daniel - 2014

participants, our framework studies security repurchase agreements between risk-averse borrowers and lenders. In this manner, repo … agreements are part of an efficient risk-sharing arrangement. In turn, properties of the agreements depend on environmental … conditions such as the degree of risk aversion, default risk, and the market value of collateral. Previous work based upon risk …

Persistent link: https://www.econbiz.de/10013051306