The role of collateral in supporting liquidity
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Cited by:
- Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021.
"Collateral Unchained: Rehypothecation networks, concentration and systemic effects,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," SciencePo Working papers Main hal-03607817, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," SciencePo Working papers Main halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stafano Battiston, 2018. "Collateral Unchained : Rehypothecation networks, concentration and systemic effects," Documents de Travail de l'OFCE 2018-07, Observatoire Francais des Conjonctures Economiques (OFCE).
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Working Papers hal-03607817, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers 1802.02127, arXiv.org.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects," GREDEG Working Papers 2018-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series 2018/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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"Financial Regulatory Reform After the Crisis: An Assessment,"
Management Science, INFORMS, vol. 64(10), pages 4835-4857, October.
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More about this item
Keywords
Collateral; securities financing transactions; derivatives; regulation; liquidity;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2016-09-04 (Banking)
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