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Collateral risk management at the Bank of England

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Author Info

  • Breeden, Sarah

    ()
    (Bank of England)

  • Whisker, Richard

    ()
    (Bank of England)

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    Abstract

    In 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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    File URL: http://www.bankofengland.co.uk/publications/quarterlybulletin/qb100201.pdf
    File Function: Full text
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    Bibliographic Info

    Article provided by Bank of England in its journal Bank of England Quarterly Bulletin.

    Volume (Year): 50 (2010)
    Issue (Month): 2 ()
    Pages: 94-103

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    Handle: RePEc:boe:qbullt:0018

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    Postal: Publications Group Bank of England Threadneedle Street London EC2R 8AH
    Phone: +44 (0)171 601 4030
    Fax: +44 (0)171 601 5196
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    Web page: http://www.bankofengland.co.uk/
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