Collateral Runs
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DOI: 10.17016/FEDS.2018.022
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References listed on IDEAS
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More about this item
Keywords
Dealer; Collateral; Default; Liquidity; Rehypothecation; Repo; Runs;All these keywords.
JEL classification:
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G01 - Financial Economics - - General - - - Financial Crises
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2018-06-25 (Banking)
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