Reference guide to U.S. repo and securities lending markets
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Other versions of this item:
- Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference Guide to U.S. Repo and Securities Lending Markets," Working Papers 15-17, Office of Financial Research, US Department of the Treasury.
References listed on IDEAS
- Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2014. "Sizing Up Repo," Journal of Finance, American Finance Association, vol. 69(6), pages 2381-2417, December.
- Fleming, Michael J. & Garbade, Kenneth D., 2007. "Dealer behavior in the specials market for US Treasury securities," Journal of Financial Intermediation, Elsevier, vol. 16(2), pages 204-228, April.
- Reena Aggarwal & Pedro A. C. Saffi & Jason Sturgess, 2015. "The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market," Journal of Finance, American Finance Association, vol. 70(5), pages 2309-2346, October.
- Frank M. Keane, 2013. "Securities loans collateralized by cash: reinvestment risk, run risk, and incentive issues," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 19(May).
- Gorton, Gary & Metrick, Andrew, 2012.
"Securitized banking and the run on repo,"
Journal of Financial Economics,
Elsevier, vol. 104(3), pages 425-451.
- Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," Yale School of Management Working Papers amz2358, Yale School of Management, revised 01 Sep 2009.
- Adam Copeland & Antoine Martin & Michael Walker, 2014.
"Repo Runs: Evidence from the Tri-Party Repo Market,"
Journal of Finance,
American Finance Association, vol. 69(6), pages 2343-2380, December.
- Copeland, Adam & Martin, Antoine & Walker, Michael, 2011. "Repo runs: evidence from the tri-party repo market," Staff Reports 506, Federal Reserve Bank of New York, revised 01 Aug 2014.
- 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.
- Duffie, Darrell, 1996. " Special Repo Rates," Journal of Finance, American Finance Association, vol. 51(2), pages 493-526, June.
- Viral V. Acharya & T. Sabri Öncü, 2013. "A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 291-351, January.
- Viral V. Acharya & T. Sabri Öncü, 2013. "A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market," World Scientific Book Chapters,in: The Social Value of the Financial Sector Too Big to Fail or Just Too Big?, chapter 10, pages 159-214 World Scientific Publishing Co. Pte. Ltd..
- Zoltan Pozsar, 2014. "Shadow Banking: The Money View," Working Papers 14-04, Office of Financial Research, US Department of the Treasury.
- Agueci, Paul & Alkan, Leyla & Copeland, Adam & Davis, Isaac & Martin, Antoine & Pingitore, Kate & Prugar, Caroline & Rivas, Tyisha, 2014. "A primer on the GCF Repo® Service," Staff Reports 671, Federal Reserve Bank of New York, revised 01 May 2014.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Can Margin Requirements Improve Financial Resilience?
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-01-25 23:55:46
- A Primer on Securities Lending
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-11-07 19:49:47
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jieshuang He, 2016. "Endogenous Bank Networks and Contagion," Caepr Working Papers 2016-005 Classification-D, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
- Ravi Kashyap, 2016. "Securities Lending Strategies: Exclusive Valuations and Auction Bids," Papers 1603.00987, arXiv.org, revised Oct 2018.
- Alyssa G. Anderson & John Kandrac, 2016. "Monetary Policy Implementation and Private Repo Displacement : Evidence from the Overnight Reverse Repurchase Facility," Finance and Economics Discussion Series 2016-096, Board of Governors of the Federal Reserve System (US).
- repec:eee:jfinin:v:34:y:2018:i:c:p:3-16 is not listed on IDEAS
- Meraj Allahrakha & Benjamin Munyan, 2016. "Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market," Working Papers 16-11, Office of Financial Research, US Department of the Treasury.
- Christoph Aymanns & Co-Pierre Georg & Benjamin Golub, 2017. "Illiquidity spirals in Coupled Over-The-Counter Markets," Working Papers on Finance 1810, University of St. Gallen, School of Finance.
More about this item
Keywordsrepo; securities lending;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-09-26 (All new papers)
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