Collateral risk management at the Bank of England
AbstractIn response to the financial crisis the Bank of England has expanded the range of collateral accepted in its market operations to include private sector assets, notably asset-backed securities and covered bonds. Such assets have different risk characteristics to the forms of collateral previously accepted, presenting new risk management challenges. This article sets out how the Bank of England undertakes collateral risk management, highlighting in particular the significant degree of protection taken by the Bank in its operations.
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Bibliographic InfoArticle provided by Bank of England in its journal Bank of England Quarterly Bulletin.
Volume (Year): 50 (2010)
Issue (Month): 2 ()
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- Alphandary, Alice, 2014. "Risk managing loan collateral at the Bank of England," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 190-201.
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