Analysis of Risk Factors in the Korean Repo Market: Based on the US and European Repo Market Experiences
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References listed on IDEAS
- Lorie Logan & Jennifer Wolgemuth & Kenneth D. Garbade & Frank M. Keane & Amanda Stokes, 2010. "The introduction of the TMPG fails charge for U.S. Treasury securities," Economic Policy Review, Federal Reserve Bank of New York, issue oct, pages 45-71.
- Peter Hördahl & Michael R King, 2008. "Developments in repo markets during the financial turmoil," BIS Quarterly Review, Bank for International Settlements, December.
- Bank for International Settlements, 2010. "The role of margin requirements and haircuts in procyclicality," CGFS Papers, Bank for International Settlements, number 36, July.
- Brian Begalle & Antoine Martin & James McAndrews & Susan McLaughlin, 2016.
"The Risk Of Fire Sales In The Tri-Party Repo Market,"
Contemporary Economic Policy,
Western Economic Association International, vol. 34(3), pages 513-530, July.
- Brian Begalle & Antoine Martin & James J. McAndrews & Susan McLaughlin, 2013. "The risk of fire sales in the tri-party repo market," Staff Reports 616, Federal Reserve Bank of New York.
- Gorton, Gary B., 2012. "Misunderstanding Financial Crises: Why We Don't See Them Coming," OUP Catalogue, Oxford University Press, number 9780199922901.
- Adam Copeland & Antoine Martin & Michael Walker, 2010. "The tri-party repo market before the 2010 reforms," Staff Reports 477, Federal Reserve Bank of New York.
More about this item
KeywordsClearing; Repo; Settlement risk; OTC bonds;
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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