The Changing Collateral Space
Download full text from publisher
References listed on IDEAS
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2009.
"Market Liquidity and Funding Liquidity,"
Review of Financial Studies,
Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
- Lasse Heje Pederson & Markus K Brunnermeier, 2007. "Market Liquidity and Funding Liquidity," FMG Discussion Papers dp580, Financial Markets Group.
- Brunnermeier, Markus K. & Pedersen, Lasse Heje, 2007. "Market liquidity and funding liquidity," LSE Research Online Documents on Economics 24478, London School of Economics and Political Science, LSE Library.
- Brunnermeier, Markus K & Pedersen, Lasse Heje, 2007. "Market Liquidity and Funding Liquidity," CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers.
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2007. "Market Liquidity and Funding Liquidity," NBER Working Papers 12939, National Bureau of Economic Research, Inc.
- Alexandra Heath & Mark Manning, 2012. "Financial Regulation and Australian Dollar Liquid Assets," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 43-52, September.
- 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, 2010. "The tri-party repo market before the 2010 reforms," Staff Reports 477, Federal Reserve Bank of New York.
- Stijn Claessens & Lev Ratnovski & Manmohan Singh, 2012. "Shadow Banking; Economics and Policy," IMF Staff Discussion Notes 12/12, International Monetary Fund.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais, 2016. "CCPs and network stability in OTC derivatives markets," Journal of Financial Stability, Elsevier, vol. 27(C), pages 217-233.
- repec:eee:jbfina:v:83:y:2017:i:c:p:232-248 is not listed on IDEAS
- A. Mantovi & G. Tagliavini, 2017. "Liquidity cognition and limits of arbitrage," Economics Department Working Papers 2017-EP01, Department of Economics, Parma University (Italy).
- Christoph Große Steffen, 2014. "Knappheit sicherer Anleihen?: Neue Herausforderungen nach der Krise," DIW Roundup: Politik im Fokus 3, DIW Berlin, German Institute for Economic Research.
- Vilma Dingova & Vaclav Hausenblas & Zlatuse Komarkova, 2014. "Collateralization and Financial Stability," Occasional Publications - Chapters in Edited Volumes,in: CNB Financial Stability Report 2013/2014, chapter 0, pages 137-147 Czech National Bank.
- Vuillemey, G. & Breton, R., 2014. "Endogenous Derivative Networks," Working papers 483, Banque de France.
- Huszár, Zsuzsa R. & Simon, Zorka, 2018. "The pricing implications of the oligopolistic securities lending market: A beneficial owner perspective," SAFE Working Paper Series 215, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Nyborg, Kjell G., 2017. "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
- Jakob Eberl & Christopher Weber, 2014. "ECB Collateral Criteria: A Narrative Database 2001–2013," ifo Working Paper Series 174, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Thiemann, Matthias & Birk, Marius, 2015. "The regulation of repo markets: Incorporating public interest through a stronger role of civil society," SAFE White Paper Series 25, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Luís Manuel Seixas, 2015. "The Euro Monetary Fund. A proposal for sovereign-debt redemption," Working Papers Department of Economics 2015/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Anderson, Ronald W. & Jõeveer, Karin, 2014. "The economics of collateral," LSE Research Online Documents on Economics 59295, London School of Economics and Political Science, LSE Library.
- Matthias Brendel & Jakob Eberl & Christopher Weber, 2015. "Riskante Risikokontrolle," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(14), pages 41-49, July.
- 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, April.
- Singh, M., 2013. "OTC derivatives market – regulatory developments and collateral dynamics," Financial Stability Review, Banque de France, issue 17, pages 207-213, April.
- repec:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0356-0 is not listed on IDEAS
More about this item
KeywordsInternational financial markets; velocity/re-use of collateral; central banks and QE; LCR; CCPs; custodians; CSDs; collateral; bonds; financial markets; derivatives market; hedge; Government Policy and Regulation; International Monetary Arrangements and Institutions; Corporation and Securities Law; Government Policy and Regulation;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:13/25. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi) The email address of this maintainer does not seem to be valid anymore. Please ask Hassan Zaidi to update the entry or send us the correct email address. General contact details of provider: http://edirc.repec.org/data/imfffus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.