Reference Guide to U.S. Repo and Securities Lending Markets
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- Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015. "Reference guide to U.S. repo and securities lending markets," Staff Reports 740, Federal Reserve Bank of New York.
References listed on IDEAS
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Citations
Blog mentions
As 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
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Cited by:
- Darrell Duffie, 2018. "Financial Regulatory Reform After the Crisis: An Assessment," Management Science, INFORMS, vol. 64(10), pages 4835-4857, October.
- Andrea Aguiar & Dror Y. Kenett & Richard Bookstaber & Thomas Wipf, 2016. "A Map of Collateral Uses and Flows," Working Papers 16-06, Office of Financial Research, US Department of the Treasury.
- Ravi Kashyap, 2016. "Securities Lending Strategies: Exclusive Valuations and Auction Bids," Papers 1603.00987, arXiv.org, revised Jul 2019.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019.
"A theory of repurchase agreements, collateral re-use, and repo intermediation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
- Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
- He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022.
"Treasury inconvenience yields during the COVID-19 crisis,"
Journal of Financial Economics, Elsevier, vol. 143(1), pages 57-79.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," NBER Working Papers 27416, National Bureau of Economic Research, Inc.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," Working Papers 2020-79, Becker Friedman Institute for Research In Economics.
- Nathan Foley-Fisher & Borghan Narajabad & Stephane Verani, 2016.
"Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry,"
NBER Working Papers
22774, National Bureau of Economic Research, Inc.
- Nathan Foley-Fisher & Borghan N. Narajabad & Stéphane Verani, 2016. "Securities Lending as Wholesale Funding : Evidence from the U.S. Life Insurance Industry," Finance and Economics Discussion Series 2016-050, Board of Governors of the Federal Reserve System (U.S.).
- Hiroshi Fujiki & Charles M. Kahn, 2016. "Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays," IMES Discussion Paper Series 16-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- 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 (U.S.).
- Allahrakha, Meraj & Cetina, Jill & Munyan, Benjamin, 2018.
"Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market,"
Journal of Financial Intermediation, Elsevier, vol. 34(C), pages 3-16.
- 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.
- Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
- Narayan Bulusu & Sermin Gungor, 2018. "Government of Canada Securities in the Cash, Repo and Securities Lending Markets," Discussion Papers 18-4, Bank of Canada.
- Tomas Breach & Thomas B. King, 2018. "Securities Financing and Asset Markets: New Evidence," Working Paper Series WP-2018-22, Federal Reserve Bank of Chicago.
- Savi Virolainen, 2020. "A mixture autoregressive model based on Gaussian and Student's $t$-distributions," Papers 2003.05221, arXiv.org, revised May 2020.
- Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2018.
"Deviations from Covered Interest Rate Parity,"
Journal of Finance, American Finance Association, vol. 73(3), pages 915-957, June.
- Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2017. "Deviations from Covered Interest Rate Parity," NBER Working Papers 23170, National Bureau of Economic Research, Inc.
- 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.
- Infante, Sebastian, 2019. "Liquidity windfalls: The consequences of repo rehypothecation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 42-63.
- Office of Financial Research (ed.), 2016. "2016 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 16-3, December.
- Jieshuang He, 2016. "Endogenous Bank Networks and Contagion," CAEPR Working Papers 2016-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Gökçer Özgür, 2021. "Shadow banking and financial intermediation," Metroeconomica, Wiley Blackwell, vol. 72(4), pages 731-757, November.
- Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
- Mehmet Benturk & Marshall J. Burak, 2018. "Modelling Haircuts: Evidence from NYSE Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(4), pages 1-6.
- Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019.
"The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 228-249, July.
- Viktoria Baklanova & Cecilia R. Caglio & Marco Cipriani & Adam Copeland, 2016. "The use of collateral in bilateral repurchase and securities lending agreements," Staff Reports 758, Federal Reserve Bank of New York.
- Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019. "Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements"," Computer Codes 18-282, Review of Economic Dynamics.
- Ravi Kashyap, 2016. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Papers 1609.01274, arXiv.org, revised Mar 2022.
- Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
- Narayan Bulusu & Sermin Gungor, 2021. "The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(2), pages 557-581, May.
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More about this item
Keywords
Repurchase Agreements; Repos; Securities Lending; Wholesale Funding;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
Statistics
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