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A Simple Proposal to Resolve the Disruption of Counterparty Risk In Short-Term Credit Markets

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  • Jan Kregel

Abstract

The impaired risk assessment caused by the collapse of mortgage-backed securities is the major problem threatening the stability of the American financial system, yet it is not clear that removing these assets from institutional balance sheets, as the government has proposed, will make it easier to assess counterparty risk in short-term credit markets. Resolving the disruption of counterparty risk should be the first objective of policy, argues Senior Scholar Jan Kregel, since these markets provide basic liquidity support for institutions operating in the broader financial markets.

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Bibliographic Info

Paper provided by Levy Economics Institute in its series Economics Policy Note Archive with number 08-4.

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Date of creation: Oct 2008
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Handle: RePEc:lev:levypn:08-4

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Web page: http://www.levyinstitute.org

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Cited by:
  1. Luigi Bonatti & Andrea Fracasso, 2009. "The evolution of the Sino-American Co-dependency: modelling a regime switch in a growth setting," Department of Economics Working Papers 0905, Department of Economics, University of Trento, Italia.

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