Central Bank Haircut Policy
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Other versions of this item:
- James Chapman & Jonathan Chiu & Miguel Molico, 2011. "Central bank haircut policy," Annals of Finance, Springer, vol. 7(3), pages 319-348, August.
References listed on IDEAS
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Citations
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Cited by:
- Nyborg, Kjell G., 2017.
"Central bank collateral frameworks,"
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Elsevier, vol. 76(C), pages 198-214.
- Kjell G. NYBORG, 2015. "Central Bank Collateral Frameworks," Swiss Finance Institute Research Paper Series 15-10, Swiss Finance Institute.
- Nyborg, Kjell G, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
- Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian, 2017.
"The Liquidity Coverage Ratio and security prices,"
Journal of Banking & Finance,
Elsevier, vol. 75(C), pages 292-311.
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"Interbank loans, collateral and modern monetary policy,"
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- Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69, November.
- Sever, Can, 2014. "Systemic Liquidity Crisis with Dynamic Haircuts," MPRA Paper 55602, University Library of Munich, Germany.
- Aleksander Berentsen & Alessandro Marchesiani & Christopher Waller, 2014.
"Floor Systems for Implementing Monetary Policy: Some Unpleasant Fiscal Arithmetic,"
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- Sylvia Xiao & Randall Wright & Guillaume Rocheteau, 2017. "Open Market Operations," 2017 Meeting Papers 345, Society for Economic Dynamics.
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More about this item
Keywords
Payment; clearing; and settlement systems; Central bank research; Monetary policy implementation; Financial system regulation and policies; Financial services;JEL classification:
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2010-10-16 (All new papers)
- NEP-BAN-2010-10-16 (Banking)
- NEP-CBA-2010-10-16 (Central Banking)
- NEP-MAC-2010-10-16 (Macroeconomics)
- NEP-MON-2010-10-16 (Monetary Economics)
- NEP-REG-2010-10-16 (Regulation)
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